SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Apr-2012
Day Change Summary
Previous Current
20-Apr-2012 23-Apr-2012 Change Change % Previous Week
Open 138.33 136.54 -1.79 -1.3% 137.84
High 138.83 136.91 -1.92 -1.4% 139.36
Low 137.87 135.94 -1.93 -1.4% 136.58
Close 137.95 136.79 -1.16 -0.8% 137.95
Range 0.96 0.97 0.01 1.0% 2.78
ATR 1.52 1.56 0.03 2.3% 0.00
Volume 142,963,734 171,774,234 28,810,500 20.2% 760,872,351
Daily Pivots for day following 23-Apr-2012
Classic Woodie Camarilla DeMark
R4 139.46 139.09 137.32
R3 138.49 138.12 137.06
R2 137.52 137.52 136.97
R1 137.15 137.15 136.88 137.34
PP 136.55 136.55 136.55 136.64
S1 136.18 136.18 136.70 136.37
S2 135.58 135.58 136.61
S3 134.61 135.21 136.52
S4 133.64 134.24 136.26
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
5 139.36 135.94 3.42 2.5% 1.27 0.9% 25% False True 156,976,442
10 139.36 135.76 3.60 2.6% 1.49 1.1% 29% False False 164,407,969
20 142.21 135.76 6.45 4.7% 1.40 1.0% 16% False False 152,579,049
40 142.21 134.36 7.85 5.7% 1.22 0.9% 31% False False 146,975,710
60 142.21 130.06 12.15 8.9% 1.16 0.8% 55% False False 145,821,015
80 142.21 124.73 17.48 12.8% 1.18 0.9% 69% False False 144,098,085
100 142.21 119.61 22.60 16.5% 1.34 1.0% 76% False False 155,549,363
120 142.21 116.20 26.01 19.0% 1.47 1.1% 79% False False 168,856,612
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.03
2.618 139.45
1.618 138.48
1.000 137.88
0.618 137.51
HIGH 136.91
0.618 136.54
0.500 136.43
0.382 136.31
LOW 135.94
0.618 135.34
1.000 134.97
1.618 134.37
2.618 133.40
4.250 131.82
Fisher Pivots for day following 23-Apr-2012
Pivot 1 day 3 day
R1 136.67 137.55
PP 136.55 137.29
S1 136.43 137.04

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

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