SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Apr-2012
Day Change Summary
Previous Current
11-Apr-2012 12-Apr-2012 Change Change % Previous Week
Open 137.29 137.13 -0.16 -0.1% 140.64
High 137.54 138.90 1.36 1.0% 142.21
Low 136.75 137.03 0.28 0.2% 139.26
Close 137.00 138.79 1.79 1.3% 139.79
Range 0.79 1.87 1.08 136.7% 2.95
ATR 1.47 1.50 0.03 2.1% 0.00
Volume 153,391,594 153,646,672 255,078 0.2% 591,663,391
Daily Pivots for day following 12-Apr-2012
Classic Woodie Camarilla DeMark
R4 143.85 143.19 139.82
R3 141.98 141.32 139.30
R2 140.11 140.11 139.13
R1 139.45 139.45 138.96 139.78
PP 138.24 138.24 138.24 138.41
S1 137.58 137.58 138.62 137.91
S2 136.37 136.37 138.45
S3 134.50 135.71 138.28
S4 132.63 133.84 137.76
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
5 140.20 135.76 4.44 3.2% 1.64 1.2% 68% False False 161,421,197
10 142.21 135.76 6.45 4.6% 1.49 1.1% 47% False False 156,171,700
20 142.21 135.76 6.45 4.6% 1.24 0.9% 47% False False 144,620,869
40 142.21 134.29 7.92 5.7% 1.17 0.8% 57% False False 144,728,706
60 142.21 129.08 13.13 9.5% 1.16 0.8% 74% False False 144,831,399
80 142.21 120.03 22.18 16.0% 1.21 0.9% 85% False False 144,323,552
100 142.21 116.20 26.01 18.7% 1.37 1.0% 87% False False 159,784,914
120 142.21 116.20 26.01 18.7% 1.52 1.1% 87% False False 175,645,873
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.85
2.618 143.80
1.618 141.93
1.000 140.77
0.618 140.06
HIGH 138.90
0.618 138.19
0.500 137.97
0.382 137.74
LOW 137.03
0.618 135.87
1.000 135.16
1.618 134.00
2.618 132.13
4.250 129.08
Fisher Pivots for day following 12-Apr-2012
Pivot 1 day 3 day
R1 138.52 138.30
PP 138.24 137.82
S1 137.97 137.33

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

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