SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 130.76 132.88 2.12 1.6% 133.00
High 131.35 133.39 2.04 1.6% 133.45
Low 130.44 132.79 2.35 1.8% 130.27
Close 131.31 133.10 1.79 1.4% 132.04
Range 0.91 0.60 -0.31 -34.1% 3.18
ATR 1.42 1.46 0.05 3.4% 0.00
Volume 124,177,700 155,747,815 31,570,115 25.4% 775,651,869
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 134.89 134.60 133.43
R3 134.29 134.00 133.27
R2 133.69 133.69 133.21
R1 133.40 133.40 133.16 133.55
PP 133.09 133.09 133.09 133.17
S1 132.80 132.80 133.05 132.95
S2 132.49 132.49 132.99
S3 131.89 132.20 132.94
S4 131.29 131.60 132.77
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
5 133.39 129.51 3.88 2.9% 1.05 0.8% 93% True False 164,317,190
10 133.99 129.51 4.48 3.4% 1.18 0.9% 80% False False 158,478,699
20 134.00 129.51 4.49 3.4% 1.07 0.8% 80% False False 145,037,999
40 134.00 125.28 8.72 6.6% 1.37 1.0% 90% False False 184,997,726
60 134.69 125.28 9.41 7.1% 1.31 1.0% 83% False False 173,030,350
80 134.69 125.28 9.41 7.1% 1.22 0.9% 83% False False 160,136,996
100 134.69 117.74 16.95 12.7% 1.16 0.9% 91% False False 156,991,546
120 134.69 117.59 17.10 12.8% 1.17 0.9% 91% False False 161,371,628
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 14 trading days
Fibonacci Retracements and Extensions
4.250 135.94
2.618 134.96
1.618 134.36
1.000 133.99
0.618 133.76
HIGH 133.39
0.618 133.16
0.500 133.09
0.382 133.02
LOW 132.79
0.618 132.42
1.000 132.19
1.618 131.82
2.618 131.22
4.250 130.24
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 133.10 132.55
PP 133.09 132.00
S1 133.09 131.45

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

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