SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 135.05 135.43 0.38 0.3% 130.59
High 135.87 136.29 0.42 0.3% 133.84
Low 134.50 135.41 0.91 0.7% 129.51
Close 135.67 136.11 0.44 0.3% 133.78
Range 1.37 0.88 -0.49 -35.8% 4.33
ATR 1.36 1.33 -0.03 -2.5% 0.00
Volume 143,073,532 124,865,764 -18,207,768 -12.7% 626,595,173
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 138.58 138.22 136.59
R3 137.70 137.34 136.35
R2 136.82 136.82 136.27
R1 136.46 136.46 136.19 136.64
PP 135.94 135.94 135.94 136.03
S1 135.58 135.58 136.03 135.76
S2 135.06 135.06 135.95
S3 134.18 134.70 135.87
S4 133.30 133.82 135.63
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
5 136.29 133.10 3.19 2.3% 0.96 0.7% 94% True False 123,248,720
10 136.29 129.51 6.78 5.0% 1.01 0.7% 97% True False 143,782,955
20 136.29 129.51 6.78 5.0% 1.03 0.8% 97% True False 141,460,450
40 136.29 125.28 11.01 8.1% 1.29 0.9% 98% True False 175,384,102
60 136.29 125.28 11.01 8.1% 1.27 0.9% 98% True False 168,703,121
80 136.29 125.28 11.01 8.1% 1.24 0.9% 98% True False 162,595,730
100 136.29 122.41 13.88 10.2% 1.14 0.8% 99% True False 152,952,837
120 136.29 117.59 18.70 13.7% 1.16 0.9% 99% True False 158,864,439
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140.03
2.618 138.59
1.618 137.71
1.000 137.17
0.618 136.83
HIGH 136.29
0.618 135.95
0.500 135.85
0.382 135.75
LOW 135.41
0.618 134.87
1.000 134.53
1.618 133.99
2.618 133.11
4.250 131.67
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 136.02 135.77
PP 135.94 135.44
S1 135.85 135.10

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

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