SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Apr-2012
Day Change Summary
Previous Current
03-Apr-2012 04-Apr-2012 Change Change % Previous Week
Open 141.64 140.22 -1.42 -1.0% 140.65
High 141.88 140.34 -1.54 -1.1% 141.83
Low 140.43 139.34 -1.09 -0.8% 139.09
Close 141.26 139.86 -1.40 -1.0% 140.81
Range 1.45 1.00 -0.45 -31.0% 2.74
ATR 1.31 1.36 0.04 3.3% 0.00
Volume 155,759,469 146,849,281 -8,910,188 -5.7% 688,355,727
Daily Pivots for day following 04-Apr-2012
Classic Woodie Camarilla DeMark
R4 142.85 142.35 140.41
R3 141.85 141.35 140.14
R2 140.85 140.85 140.04
R1 140.35 140.35 139.95 140.10
PP 139.85 139.85 139.85 139.72
S1 139.35 139.35 139.77 139.10
S2 138.85 138.85 139.68
S3 137.85 138.35 139.59
S4 136.85 137.35 139.31
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 1.0% 25% False False 150,922,203
10 142.21 138.55 3.66 2.6% 1.22 0.9% 36% False False 139,823,598
20 142.21 136.24 5.97 4.3% 1.11 0.8% 61% False False 137,893,508
40 142.21 133.84 8.37 6.0% 1.08 0.8% 72% False False 142,966,455
60 142.21 127.72 14.49 10.4% 1.12 0.8% 84% False False 142,326,947
80 142.21 120.03 22.18 15.9% 1.23 0.9% 89% False False 148,061,026
100 142.21 116.20 26.01 18.6% 1.39 1.0% 91% False False 161,715,422
120 142.21 116.20 26.01 18.6% 1.56 1.1% 91% False False 178,676,797
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 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 144.59
2.618 142.96
1.618 141.96
1.000 141.34
0.618 140.96
HIGH 140.34
0.618 139.96
0.500 139.84
0.382 139.72
LOW 139.34
0.618 138.72
1.000 138.34
1.618 137.72
2.618 136.72
4.250 135.09
Fisher Pivots for day following 04-Apr-2012
Pivot 1 day 3 day
R1 139.85 140.78
PP 139.85 140.47
S1 139.84 140.17

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

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