SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 133.68 134.05 0.37 0.3% 130.59
High 133.86 135.06 1.20 0.9% 133.84
Low 133.20 133.91 0.71 0.5% 129.51
Close 133.64 134.79 1.15 0.9% 133.78
Range 0.66 1.15 0.49 74.2% 4.33
ATR 1.36 1.36 0.00 0.3% 0.00
Volume 65,515,565 146,650,613 81,135,048 123.8% 626,595,173
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 138.04 137.56 135.42
R3 136.89 136.41 135.11
R2 135.74 135.74 135.00
R1 135.26 135.26 134.90 135.50
PP 134.59 134.59 134.59 134.71
S1 134.11 134.11 134.69 134.35
S2 133.44 133.44 134.58
S3 132.29 132.96 134.47
S4 131.14 131.81 134.16
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
5 135.06 130.44 4.62 3.4% 0.81 0.6% 94% True False 125,645,964
10 135.06 129.51 5.55 4.1% 1.00 0.7% 95% True False 149,306,094
20 135.06 129.51 5.55 4.1% 1.03 0.8% 95% True False 141,309,804
40 135.06 125.28 9.78 7.3% 1.34 1.0% 97% True False 180,130,591
60 135.06 125.28 9.78 7.3% 1.28 0.9% 97% True False 169,504,599
80 135.06 125.28 9.78 7.3% 1.23 0.9% 97% True False 162,118,031
100 135.06 121.13 13.93 10.3% 1.14 0.8% 98% True False 153,695,960
120 135.06 117.59 17.47 13.0% 1.16 0.9% 98% True False 160,307,794
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 139.95
2.618 138.07
1.618 136.92
1.000 136.21
0.618 135.77
HIGH 135.06
0.618 134.62
0.500 134.49
0.382 134.35
LOW 133.91
0.618 133.20
1.000 132.76
1.618 132.05
2.618 130.90
4.250 129.02
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 134.69 134.55
PP 134.59 134.32
S1 134.49 134.08

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

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