SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 132.88 133.79 0.91 0.7% 133.00
High 133.39 133.84 0.45 0.3% 133.45
Low 132.79 133.10 0.31 0.2% 130.27
Close 133.10 133.78 0.68 0.5% 132.04
Range 0.60 0.74 0.14 22.6% 3.18
ATR 1.46 1.41 -0.05 -3.5% 0.00
Volume 155,747,815 136,138,129 -19,609,686 -12.6% 775,651,869
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 135.78 135.52 134.18
R3 135.05 134.78 133.98
R2 134.31 134.31 133.91
R1 134.05 134.05 133.85 133.81
PP 133.57 133.57 133.57 133.46
S1 133.31 133.31 133.71 133.07
S2 132.84 132.84 133.65
S3 132.10 132.57 133.58
S4 131.37 131.84 133.38
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
5 133.84 129.51 4.33 3.2% 0.90 0.7% 99% True False 159,320,077
10 133.99 129.51 4.48 3.3% 1.12 0.8% 95% False False 155,006,806
20 134.00 129.51 4.49 3.4% 1.04 0.8% 95% False False 143,926,924
40 134.00 125.28 8.72 6.5% 1.34 1.0% 97% False False 181,898,096
60 134.69 125.28 9.41 7.0% 1.31 1.0% 90% False False 172,947,042
80 134.69 125.28 9.41 7.0% 1.22 0.9% 90% False False 161,147,995
100 134.69 117.81 16.88 12.6% 1.15 0.9% 95% False False 156,118,471
120 134.69 117.59 17.10 12.8% 1.17 0.9% 95% False False 161,304,608
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136.97
2.618 135.77
1.618 135.03
1.000 134.58
0.618 134.29
HIGH 133.84
0.618 133.56
0.500 133.47
0.382 133.39
LOW 133.10
0.618 132.65
1.000 132.37
1.618 131.91
2.618 131.18
4.250 129.98
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 133.68 133.23
PP 133.57 132.69
S1 133.47 132.14

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

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