SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Apr-2012
Day Change Summary
Previous Current
19-Apr-2012 20-Apr-2012 Change Change % Previous Week
Open 138.63 138.33 -0.30 -0.2% 137.84
High 139.15 138.83 -0.32 -0.2% 139.36
Low 137.07 137.87 0.80 0.6% 136.58
Close 137.72 137.95 0.23 0.2% 137.95
Range 2.08 0.96 -1.12 -53.8% 2.78
ATR 1.55 1.52 -0.03 -2.0% 0.00
Volume 198,596,703 142,963,734 -55,632,969 -28.0% 760,872,351
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 141.10 140.48 138.48
R3 140.14 139.52 138.21
R2 139.18 139.18 138.13
R1 138.56 138.56 138.04 138.39
PP 138.22 138.22 138.22 138.13
S1 137.60 137.60 137.86 137.43
S2 137.26 137.26 137.77
S3 136.30 136.64 137.69
S4 135.34 135.68 137.42
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 146.30 144.91 139.48
R3 143.52 142.13 138.71
R2 140.74 140.74 138.46
R1 139.35 139.35 138.20 140.05
PP 137.96 137.96 137.96 138.31
S1 136.57 136.57 137.70 137.27
S2 135.18 135.18 137.44
S3 132.40 133.79 137.19
S4 129.62 131.01 136.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.36 136.58 2.78 2.0% 1.37 1.0% 49% False False 152,174,470
10 139.84 135.76 4.08 3.0% 1.59 1.2% 54% False False 159,978,763
20 142.21 135.76 6.45 4.7% 1.41 1.0% 34% False False 150,014,494
40 142.21 134.36 7.85 5.7% 1.21 0.9% 46% False False 145,318,805
60 142.21 130.06 12.15 8.8% 1.18 0.9% 65% False False 146,034,538
80 142.21 124.73 17.48 12.7% 1.18 0.9% 76% False False 143,023,801
100 142.21 118.82 23.39 17.0% 1.34 1.0% 82% False False 155,933,820
120 142.21 116.20 26.01 18.9% 1.47 1.1% 84% False False 169,305,933
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.91
2.618 141.34
1.618 140.38
1.000 139.79
0.618 139.42
HIGH 138.83
0.618 138.46
0.500 138.35
0.382 138.24
LOW 137.87
0.618 137.28
1.000 136.91
1.618 136.32
2.618 135.36
4.250 133.79
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 138.35 138.11
PP 138.22 138.06
S1 138.08 138.00

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

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