SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Apr-2012
Day Change Summary
Previous Current
09-Apr-2012 10-Apr-2012 Change Change % Previous Week
Open 138.03 137.95 -0.08 -0.1% 140.64
High 139.84 138.34 -1.50 -1.1% 142.21
Low 137.84 135.76 -2.08 -1.5% 139.26
Close 138.22 135.90 -2.32 -1.7% 139.79
Range 2.00 2.58 0.58 29.0% 2.95
ATR 1.37 1.46 0.09 6.3% 0.00
Volume 127,482,172 235,182,547 107,700,375 84.5% 591,663,391
Daily Pivots for day following 10-Apr-2012
Classic Woodie Camarilla DeMark
R4 144.41 142.73 137.32
R3 141.83 140.15 136.61
R2 139.25 139.25 136.37
R1 137.57 137.57 136.14 137.12
PP 136.67 136.67 136.67 136.44
S1 134.99 134.99 135.66 134.54
S2 134.09 134.09 135.43
S3 131.51 132.41 135.19
S4 128.93 129.83 134.48
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 149.27 147.48 141.41
R3 146.32 144.53 140.60
R2 143.37 143.37 140.33
R1 141.58 141.58 140.06 141.00
PP 140.42 140.42 140.42 140.13
S1 138.63 138.63 139.52 138.05
S2 137.47 137.47 139.25
S3 134.52 135.68 138.98
S4 131.57 132.73 138.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.88 135.76 6.12 4.5% 1.59 1.2% 2% False True 160,535,293
10 142.21 135.76 6.45 4.7% 1.47 1.1% 2% False True 152,282,489
20 142.21 135.76 6.45 4.7% 1.26 0.9% 2% False True 145,721,290
40 142.21 134.25 7.96 5.9% 1.15 0.8% 21% False False 144,092,571
60 142.21 127.72 14.49 10.7% 1.16 0.9% 56% False False 144,909,503
80 142.21 120.03 22.18 16.3% 1.21 0.9% 72% False False 145,948,045
100 142.21 116.20 26.01 19.1% 1.39 1.0% 76% False False 160,910,967
120 142.21 116.20 26.01 19.1% 1.55 1.1% 76% False False 177,630,768
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 0.23
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 149.31
2.618 145.09
1.618 142.51
1.000 140.92
0.618 139.93
HIGH 138.34
0.618 137.35
0.500 137.05
0.382 136.75
LOW 135.76
0.618 134.17
1.000 133.18
1.618 131.59
2.618 129.01
4.250 124.80
Fisher Pivots for day following 10-Apr-2012
Pivot 1 day 3 day
R1 137.05 137.98
PP 136.67 137.29
S1 136.28 136.59

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

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