SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Apr-2012
Day Change Summary
Previous Current
10-Apr-2012 11-Apr-2012 Change Change % Previous Week
Open 137.95 137.29 -0.66 -0.5% 140.64
High 138.34 137.54 -0.80 -0.6% 142.21
Low 135.76 136.75 0.99 0.7% 139.26
Close 135.90 137.00 1.10 0.8% 139.79
Range 2.58 0.79 -1.79 -69.4% 2.95
ATR 1.46 1.47 0.01 0.9% 0.00
Volume 235,182,547 153,391,594 -81,790,953 -34.8% 591,663,391
Daily Pivots for day following 11-Apr-2012
Classic Woodie Camarilla DeMark
R4 139.47 139.02 137.43
R3 138.68 138.23 137.22
R2 137.89 137.89 137.14
R1 137.44 137.44 137.07 137.27
PP 137.10 137.10 137.10 137.01
S1 136.65 136.65 136.93 136.48
S2 136.31 136.31 136.86
S3 135.52 135.86 136.78
S4 134.73 135.07 136.57
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
5 140.34 135.76 4.58 3.3% 1.46 1.1% 27% False False 160,061,718
10 142.21 135.76 6.45 4.7% 1.47 1.1% 19% False False 155,656,907
20 142.21 135.76 6.45 4.7% 1.19 0.9% 19% False False 144,194,123
40 142.21 134.25 7.96 5.8% 1.15 0.8% 35% False False 145,036,019
60 142.21 128.90 13.31 9.7% 1.15 0.8% 61% False False 144,471,242
80 142.21 120.03 22.18 16.2% 1.20 0.9% 77% False False 144,889,053
100 142.21 116.20 26.01 19.0% 1.38 1.0% 80% False False 160,601,115
120 142.21 116.20 26.01 19.0% 1.52 1.1% 80% False False 176,253,393
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 140.90
2.618 139.61
1.618 138.82
1.000 138.33
0.618 138.03
HIGH 137.54
0.618 137.24
0.500 137.15
0.382 137.05
LOW 136.75
0.618 136.26
1.000 135.96
1.618 135.47
2.618 134.68
4.250 133.39
Fisher Pivots for day following 11-Apr-2012
Pivot 1 day 3 day
R1 137.15 137.80
PP 137.10 137.53
S1 137.05 137.27

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

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