SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Apr-2012
Day Change Summary
Previous Current
25-Apr-2012 26-Apr-2012 Change Change % Previous Week
Open 138.65 138.89 0.24 0.2% 137.84
High 139.25 140.32 1.07 0.8% 139.36
Low 138.53 138.81 0.28 0.2% 136.58
Close 139.19 140.16 0.97 0.7% 137.95
Range 0.72 1.51 0.79 109.7% 2.78
ATR 1.54 1.54 0.00 -0.1% 0.00
Volume 150,222,984 135,834,719 -14,388,265 -9.6% 760,872,351
Daily Pivots for day following 26-Apr-2012
Classic Woodie Camarilla DeMark
R4 144.29 143.74 140.99
R3 142.78 142.23 140.58
R2 141.27 141.27 140.44
R1 140.72 140.72 140.30 141.00
PP 139.76 139.76 139.76 139.90
S1 139.21 139.21 140.02 139.49
S2 138.25 138.25 139.88
S3 136.74 137.70 139.74
S4 135.23 136.19 139.33
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
5 140.32 135.94 4.38 3.1% 1.00 0.7% 96% True False 147,637,196
10 140.32 135.94 4.38 3.1% 1.27 0.9% 96% True False 152,530,689
20 142.21 135.76 6.45 4.6% 1.38 1.0% 68% False False 154,351,194
40 142.21 134.36 7.85 5.6% 1.20 0.9% 74% False False 146,045,173
60 142.21 132.13 10.08 7.2% 1.15 0.8% 80% False False 145,557,734
80 142.21 126.43 15.78 11.3% 1.17 0.8% 87% False False 145,167,932
100 142.21 120.03 22.18 15.8% 1.29 0.9% 91% False False 152,793,194
120 142.21 116.20 26.01 18.6% 1.43 1.0% 92% False False 164,980,880
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 146.74
2.618 144.27
1.618 142.76
1.000 141.83
0.618 141.25
HIGH 140.32
0.618 139.74
0.500 139.57
0.382 139.39
LOW 138.81
0.618 137.88
1.000 137.30
1.618 136.37
2.618 134.86
4.250 132.39
Fisher Pivots for day following 26-Apr-2012
Pivot 1 day 3 day
R1 139.96 139.63
PP 139.76 139.09
S1 139.57 138.56

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

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