SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Apr-2011
Day Change Summary
Previous Current
08-Apr-2011 11-Apr-2011 Change Change % Previous Week
Open 133.91 133.00 -0.91 -0.7% 133.43
High 133.99 133.45 -0.54 -0.4% 134.00
Low 132.31 132.14 -0.17 -0.1% 132.31
Close 132.86 132.46 -0.40 -0.3% 132.86
Range 1.68 1.31 -0.37 -22.0% 1.69
ATR 1.41 1.41 -0.01 -0.5% 0.00
Volume 147,821,026 121,352,272 -26,468,754 -17.9% 660,393,822
Daily Pivots for day following 11-Apr-2011
Classic Woodie Camarilla DeMark
R4 136.61 135.85 133.18
R3 135.30 134.54 132.82
R2 133.99 133.99 132.70
R1 133.23 133.23 132.58 132.96
PP 132.68 132.68 132.68 132.55
S1 131.92 131.92 132.34 131.65
S2 131.37 131.37 132.22
S3 130.06 130.61 132.10
S4 128.75 129.30 131.74
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 138.13 137.18 133.79
R3 136.44 135.49 133.32
R2 134.75 134.75 133.17
R1 133.80 133.80 133.01 133.43
PP 133.06 133.06 133.06 132.87
S1 132.11 132.11 132.71 131.74
S2 131.37 131.37 132.55
S3 129.68 130.42 132.40
S4 127.99 128.73 131.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.00 132.14 1.86 1.4% 1.22 0.9% 17% False True 136,219,449
10 134.00 130.44 3.56 2.7% 1.06 0.8% 57% False False 133,313,514
20 134.00 125.28 8.72 6.6% 1.30 1.0% 82% False False 174,757,007
40 134.69 125.28 9.41 7.1% 1.39 1.1% 76% False False 182,639,754
60 134.69 125.28 9.41 7.1% 1.32 1.0% 76% False False 170,473,700
80 134.69 123.75 10.94 8.3% 1.18 0.9% 80% False False 155,078,962
100 134.69 117.74 16.95 12.8% 1.16 0.9% 87% False False 156,999,285
120 134.69 116.87 17.82 13.5% 1.18 0.9% 87% False False 161,810,949
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 139.02
2.618 136.88
1.618 135.57
1.000 134.76
0.618 134.26
HIGH 133.45
0.618 132.95
0.500 132.80
0.382 132.64
LOW 132.14
0.618 131.33
1.000 130.83
1.618 130.02
2.618 128.71
4.250 126.57
Fisher Pivots for day following 11-Apr-2011
Pivot 1 day 3 day
R1 132.80 133.07
PP 132.68 132.86
S1 132.57 132.66

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These figures are updated between 7pm and 10pm EST after a trading day.

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