SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 134.05 135.05 1.00 0.7% 130.59
High 135.06 135.87 0.81 0.6% 133.84
Low 133.91 134.50 0.59 0.4% 129.51
Close 134.79 135.67 0.88 0.7% 133.78
Range 1.15 1.37 0.22 19.1% 4.33
ATR 1.36 1.36 0.00 0.0% 0.00
Volume 146,650,613 143,073,532 -3,577,081 -2.4% 626,595,173
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 139.46 138.93 136.42
R3 138.09 137.56 136.05
R2 136.72 136.72 135.92
R1 136.19 136.19 135.80 136.46
PP 135.35 135.35 135.35 135.48
S1 134.82 134.82 135.54 135.09
S2 133.98 133.98 135.42
S3 132.61 133.45 135.29
S4 131.24 132.08 134.92
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
5 135.87 132.79 3.08 2.3% 0.90 0.7% 94% True False 129,425,130
10 135.87 129.51 6.36 4.7% 1.04 0.8% 97% True False 147,490,663
20 135.87 129.51 6.36 4.7% 1.03 0.8% 97% True False 142,000,688
40 135.87 125.28 10.59 7.8% 1.31 1.0% 98% True False 177,264,126
60 135.87 125.28 10.59 7.8% 1.29 0.9% 98% True False 169,404,047
80 135.87 125.28 10.59 7.8% 1.24 0.9% 98% True False 162,766,355
100 135.87 122.11 13.76 10.1% 1.14 0.8% 99% True False 153,216,364
120 135.87 117.59 18.28 13.5% 1.16 0.9% 99% True False 159,612,444
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 141.69
2.618 139.46
1.618 138.09
1.000 137.24
0.618 136.72
HIGH 135.87
0.618 135.35
0.500 135.19
0.382 135.02
LOW 134.50
0.618 133.65
1.000 133.13
1.618 132.28
2.618 130.91
4.250 128.68
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 135.51 135.29
PP 135.35 134.91
S1 135.19 134.54

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

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