SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 130.59 130.76 0.17 0.1% 133.00
High 130.81 131.35 0.54 0.4% 133.45
Low 129.51 130.44 0.93 0.7% 130.27
Close 130.56 131.31 0.75 0.6% 132.04
Range 1.30 0.91 -0.39 -30.0% 3.18
ATR 1.45 1.42 -0.04 -2.7% 0.00
Volume 210,531,529 124,177,700 -86,353,829 -41.0% 775,651,869
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 133.76 133.45 131.81
R3 132.85 132.54 131.56
R2 131.94 131.94 131.48
R1 131.63 131.63 131.39 131.79
PP 131.03 131.03 131.03 131.11
S1 130.72 130.72 131.23 130.88
S2 130.12 130.12 131.14
S3 129.21 129.81 131.06
S4 128.30 128.90 130.81
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
5 132.37 129.51 2.86 2.2% 1.18 0.9% 63% False False 165,556,196
10 134.00 129.51 4.49 3.4% 1.21 0.9% 40% False False 154,926,598
20 134.00 128.32 5.68 4.3% 1.13 0.9% 53% False False 144,661,397
40 134.00 125.28 8.72 6.6% 1.40 1.1% 69% False False 186,779,758
60 134.69 125.28 9.41 7.2% 1.32 1.0% 64% False False 173,224,155
80 134.69 125.04 9.65 7.3% 1.22 0.9% 65% False False 158,915,952
100 134.69 117.74 16.95 12.9% 1.16 0.9% 80% False False 156,194,145
120 134.69 117.59 17.10 13.0% 1.17 0.9% 80% False False 161,477,361
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 0.29
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 135.22
2.618 133.73
1.618 132.82
1.000 132.26
0.618 131.91
HIGH 131.35
0.618 131.00
0.500 130.90
0.382 130.79
LOW 130.44
0.618 129.88
1.000 129.53
1.618 128.97
2.618 128.06
4.250 126.57
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 131.17 131.19
PP 131.03 131.06
S1 130.90 130.94

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

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