SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Apr-2012
Day Change Summary
Previous Current
02-Apr-2012 03-Apr-2012 Change Change % Previous Week
Open 140.64 141.64 1.00 0.7% 140.65
High 142.21 141.88 -0.33 -0.2% 141.83
Low 140.36 140.43 0.07 0.0% 139.09
Close 141.84 141.26 -0.58 -0.4% 140.81
Range 1.85 1.45 -0.40 -21.6% 2.74
ATR 1.30 1.31 0.01 0.8% 0.00
Volume 151,651,641 155,759,469 4,107,828 2.7% 688,355,727
Daily Pivots for day following 03-Apr-2012
Classic Woodie Camarilla DeMark
R4 145.54 144.85 142.06
R3 144.09 143.40 141.66
R2 142.64 142.64 141.53
R1 141.95 141.95 141.39 141.57
PP 141.19 141.19 141.19 141.00
S1 140.50 140.50 141.13 140.12
S2 139.74 139.74 140.99
S3 138.29 139.05 140.86
S4 136.84 137.60 140.46
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% 1.48 1.0% 70% False False 151,252,097
10 142.21 138.55 3.66 2.6% 1.19 0.8% 74% False False 137,372,711
20 142.21 134.93 7.28 5.2% 1.11 0.8% 87% False False 137,732,207
40 142.21 133.64 8.57 6.1% 1.09 0.8% 89% False False 142,680,268
60 142.21 127.41 14.80 10.5% 1.11 0.8% 94% False False 141,534,617
80 142.21 120.03 22.18 15.7% 1.25 0.9% 96% False False 149,232,782
100 142.21 116.20 26.01 18.4% 1.41 1.0% 96% False False 163,621,969
120 142.21 116.20 26.01 18.4% 1.56 1.1% 96% False False 179,797,919
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148.04
2.618 145.68
1.618 144.23
1.000 143.33
0.618 142.78
HIGH 141.88
0.618 141.33
0.500 141.16
0.382 140.98
LOW 140.43
0.618 139.53
1.000 138.98
1.618 138.08
2.618 136.63
4.250 134.27
Fisher Pivots for day following 03-Apr-2012
Pivot 1 day 3 day
R1 141.23 141.22
PP 141.19 141.17
S1 141.16 141.13

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

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