SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 133.00 131.72 -1.28 -1.0% 133.43
High 133.45 131.98 -1.47 -1.1% 134.00
Low 132.14 130.99 -1.15 -0.9% 132.31
Close 132.46 131.47 -0.99 -0.7% 132.86
Range 1.31 0.99 -0.32 -24.4% 1.69
ATR 1.41 1.41 0.00 0.3% 0.00
Volume 121,352,272 161,227,843 39,875,571 32.9% 660,393,822
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 134.45 133.95 132.01
R3 133.46 132.96 131.74
R2 132.47 132.47 131.65
R1 131.97 131.97 131.56 131.73
PP 131.48 131.48 131.48 131.36
S1 130.98 130.98 131.38 130.74
S2 130.49 130.49 131.29
S3 129.50 129.99 131.20
S4 128.51 129.00 130.93
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
5 134.00 130.99 3.01 2.3% 1.24 0.9% 16% False True 144,296,999
10 134.00 130.99 3.01 2.3% 1.01 0.8% 16% False True 136,510,712
20 134.00 125.28 8.72 6.6% 1.21 0.9% 71% False False 164,921,311
40 134.69 125.28 9.41 7.2% 1.40 1.1% 66% False False 184,132,344
60 134.69 125.28 9.41 7.2% 1.31 1.0% 66% False False 171,200,666
80 134.69 123.82 10.87 8.3% 1.18 0.9% 70% False False 154,863,945
100 134.69 117.74 16.95 12.9% 1.16 0.9% 81% False False 156,891,322
120 134.69 117.21 17.48 13.3% 1.17 0.9% 82% False False 161,489,684
Crabel Price Patterns
NR True
NR4 True
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 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 136.19
2.618 134.57
1.618 133.58
1.000 132.97
0.618 132.59
HIGH 131.98
0.618 131.60
0.500 131.49
0.382 131.37
LOW 130.99
0.618 130.38
1.000 130.00
1.618 129.39
2.618 128.40
4.250 126.78
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 131.49 132.49
PP 131.48 132.15
S1 131.48 131.81

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

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