SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 133.79 133.68 -0.11 -0.1% 130.59
High 133.84 133.86 0.02 0.0% 133.84
Low 133.10 133.20 0.10 0.1% 129.51
Close 133.78 133.64 -0.14 -0.1% 133.78
Range 0.74 0.66 -0.08 -10.3% 4.33
ATR 1.41 1.36 -0.05 -3.8% 0.00
Volume 136,138,129 65,515,565 -70,622,564 -51.9% 626,595,173
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 135.55 135.25 134.00
R3 134.89 134.59 133.82
R2 134.23 134.23 133.76
R1 133.93 133.93 133.70 133.75
PP 133.57 133.57 133.57 133.48
S1 133.27 133.27 133.58 133.09
S2 132.91 132.91 133.52
S3 132.25 132.61 133.46
S4 131.59 131.95 133.28
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 145.37 143.90 136.16
R3 141.04 139.57 134.97
R2 136.71 136.71 134.57
R1 135.24 135.24 134.18 135.98
PP 132.38 132.38 132.38 132.74
S1 130.91 130.91 133.38 131.65
S2 128.05 128.05 132.99
S3 123.72 126.58 132.59
S4 119.39 122.25 131.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.86 129.51 4.35 3.3% 0.84 0.6% 95% True False 138,422,147
10 133.86 129.51 4.35 3.3% 1.02 0.8% 95% True False 146,776,260
20 134.00 129.51 4.49 3.4% 1.02 0.8% 92% False False 139,421,020
40 134.00 125.28 8.72 6.5% 1.34 1.0% 96% False False 179,998,775
60 134.69 125.28 9.41 7.0% 1.31 1.0% 89% False False 171,985,594
80 134.69 125.28 9.41 7.0% 1.22 0.9% 89% False False 161,242,305
100 134.69 120.19 14.50 10.9% 1.14 0.9% 93% False False 154,437,610
120 134.69 117.59 17.10 12.8% 1.16 0.9% 94% False False 160,401,716
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136.67
2.618 135.59
1.618 134.93
1.000 134.52
0.618 134.27
HIGH 133.86
0.618 133.61
0.500 133.53
0.382 133.45
LOW 133.20
0.618 132.79
1.000 132.54
1.618 132.13
2.618 131.47
4.250 130.40
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 133.60 133.54
PP 133.57 133.43
S1 133.53 133.33

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

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