SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Apr-2012
Day Change Summary
Previous Current
30-Mar-2012 02-Apr-2012 Change Change % Previous Week
Open 140.92 140.64 -0.28 -0.2% 140.65
High 141.05 142.21 1.16 0.8% 141.83
Low 140.05 140.36 0.31 0.2% 139.09
Close 140.81 141.84 1.03 0.7% 140.81
Range 1.00 1.85 0.85 85.0% 2.74
ATR 1.26 1.30 0.04 3.4% 0.00
Volume 135,445,641 151,651,641 16,206,000 12.0% 688,355,727
Daily Pivots for day following 02-Apr-2012
Classic Woodie Camarilla DeMark
R4 147.02 146.28 142.86
R3 145.17 144.43 142.35
R2 143.32 143.32 142.18
R1 142.58 142.58 142.01 142.95
PP 141.47 141.47 141.47 141.66
S1 140.73 140.73 141.67 141.10
S2 139.62 139.62 141.50
S3 137.77 138.88 141.33
S4 135.92 137.03 140.82
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 148.80 147.54 142.32
R3 146.06 144.80 141.56
R2 143.32 143.32 141.31
R1 142.06 142.06 141.06 142.69
PP 140.58 140.58 140.58 140.89
S1 139.32 139.32 140.56 139.95
S2 137.84 137.84 140.31
S3 135.10 136.58 140.06
S4 132.36 133.84 139.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.21 139.09 3.12 2.2% 1.34 0.9% 88% True False 144,029,686
10 142.21 138.55 3.66 2.6% 1.15 0.8% 90% True False 133,962,953
20 142.21 134.36 7.85 5.5% 1.09 0.8% 95% True False 140,040,668
40 142.21 133.64 8.57 6.0% 1.07 0.8% 96% True False 141,476,720
60 142.21 127.29 14.92 10.5% 1.10 0.8% 98% True False 141,404,616
80 142.21 120.03 22.18 15.6% 1.26 0.9% 98% True False 150,251,472
100 142.21 116.20 26.01 18.3% 1.42 1.0% 99% True False 164,307,726
120 142.21 116.20 26.01 18.3% 1.56 1.1% 99% True False 180,241,294
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 0.27
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 150.07
2.618 147.05
1.618 145.20
1.000 144.06
0.618 143.35
HIGH 142.21
0.618 141.50
0.500 141.29
0.382 141.07
LOW 140.36
0.618 139.22
1.000 138.51
1.618 137.37
2.618 135.52
4.250 132.50
Fisher Pivots for day following 02-Apr-2012
Pivot 1 day 3 day
R1 141.66 141.44
PP 141.47 141.05
S1 141.29 140.65

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

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