SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 130.70 131.80 1.10 0.8% 133.00
High 131.76 132.37 0.61 0.5% 133.45
Low 130.27 131.41 1.14 0.9% 130.27
Close 131.56 132.04 0.48 0.4% 132.04
Range 1.49 0.96 -0.53 -35.6% 3.18
ATR 1.40 1.37 -0.03 -2.3% 0.00
Volume 161,123,694 170,005,215 8,881,521 5.5% 775,651,869
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 134.82 134.39 132.57
R3 133.86 133.43 132.30
R2 132.90 132.90 132.22
R1 132.47 132.47 132.13 132.69
PP 131.94 131.94 131.94 132.05
S1 131.51 131.51 131.95 131.73
S2 130.98 130.98 131.86
S3 130.02 130.55 131.78
S4 129.06 129.59 131.51
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 141.46 139.93 133.79
R3 138.28 136.75 132.91
R2 135.10 135.10 132.62
R1 133.57 133.57 132.33 132.75
PP 131.92 131.92 131.92 131.51
S1 130.39 130.39 131.75 129.57
S2 128.74 128.74 131.46
S3 125.56 127.21 131.17
S4 122.38 124.03 130.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.45 130.27 3.18 2.4% 1.19 0.9% 56% False False 155,130,373
10 134.00 130.27 3.73 2.8% 1.15 0.9% 47% False False 143,604,569
20 134.00 128.32 5.68 4.3% 1.09 0.8% 65% False False 142,093,615
40 134.69 125.28 9.41 7.1% 1.42 1.1% 72% False False 187,477,774
60 134.69 125.28 9.41 7.1% 1.32 1.0% 72% False False 172,062,626
80 134.69 125.04 9.65 7.3% 1.20 0.9% 73% False False 156,593,033
100 134.69 117.74 16.95 12.8% 1.16 0.9% 84% False False 156,466,049
120 134.69 117.26 17.43 13.2% 1.17 0.9% 85% False False 161,594,569
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.27
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 136.45
2.618 134.88
1.618 133.92
1.000 133.33
0.618 132.96
HIGH 132.37
0.618 132.00
0.500 131.89
0.382 131.78
LOW 131.41
0.618 130.82
1.000 130.45
1.618 129.86
2.618 128.90
4.250 127.33
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 131.99 131.80
PP 131.94 131.56
S1 131.89 131.32

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

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