SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Apr-2011
Day Change Summary
Previous Current
12-Apr-2011 13-Apr-2011 Change Change % Previous Week
Open 131.72 132.08 0.36 0.3% 133.43
High 131.98 132.18 0.20 0.2% 134.00
Low 130.99 130.96 -0.03 0.0% 132.31
Close 131.47 131.46 -0.01 0.0% 132.86
Range 0.99 1.22 0.23 23.2% 1.69
ATR 1.41 1.40 -0.01 -1.0% 0.00
Volume 161,227,843 161,942,845 715,002 0.4% 660,393,822
Daily Pivots for day following 13-Apr-2011
Classic Woodie Camarilla DeMark
R4 135.19 134.55 132.13
R3 133.97 133.33 131.80
R2 132.75 132.75 131.68
R1 132.11 132.11 131.57 131.82
PP 131.53 131.53 131.53 131.39
S1 130.89 130.89 131.35 130.60
S2 130.31 130.31 131.24
S3 129.09 129.67 131.12
S4 127.87 128.45 130.79
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
5 133.99 130.96 3.03 2.3% 1.30 1.0% 17% False True 152,640,207
10 134.00 130.96 3.04 2.3% 1.05 0.8% 16% False True 139,137,944
20 134.00 127.10 6.90 5.2% 1.10 0.8% 63% False False 149,719,319
40 134.69 125.28 9.41 7.2% 1.41 1.1% 66% False False 185,194,562
60 134.69 125.28 9.41 7.2% 1.32 1.0% 66% False False 171,995,911
80 134.69 123.98 10.71 8.1% 1.19 0.9% 70% False False 155,126,529
100 134.69 117.74 16.95 12.9% 1.16 0.9% 81% False False 156,536,367
120 134.69 117.26 17.43 13.3% 1.17 0.9% 81% False False 160,993,965
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.37
2.618 135.37
1.618 134.15
1.000 133.40
0.618 132.93
HIGH 132.18
0.618 131.71
0.500 131.57
0.382 131.43
LOW 130.96
0.618 130.21
1.000 129.74
1.618 128.99
2.618 127.77
4.250 125.78
Fisher Pivots for day following 13-Apr-2011
Pivot 1 day 3 day
R1 131.57 132.21
PP 131.53 131.96
S1 131.50 131.71

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

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