SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 138.89 140.58 1.69 1.2% 136.54
High 140.32 140.79 0.47 0.3% 140.79
Low 138.81 139.80 0.99 0.7% 135.94
Close 140.16 140.39 0.23 0.2% 140.39
Range 1.51 0.99 -0.52 -34.4% 4.85
ATR 1.54 1.50 -0.04 -2.5% 0.00
Volume 135,834,719 123,935,273 -11,899,446 -8.8% 719,157,523
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 143.30 142.83 140.93
R3 142.31 141.84 140.66
R2 141.32 141.32 140.57
R1 140.85 140.85 140.48 140.59
PP 140.33 140.33 140.33 140.20
S1 139.86 139.86 140.30 139.60
S2 139.34 139.34 140.21
S3 138.35 138.87 140.12
S4 137.36 137.88 139.85
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 153.59 151.84 143.06
R3 148.74 146.99 141.72
R2 143.89 143.89 141.28
R1 142.14 142.14 140.83 143.02
PP 139.04 139.04 139.04 139.48
S1 137.29 137.29 139.95 138.17
S2 134.19 134.19 139.50
S3 129.34 132.44 139.06
S4 124.49 127.59 137.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.79 135.94 4.85 3.5% 1.01 0.7% 92% True False 143,831,504
10 140.79 135.94 4.85 3.5% 1.19 0.8% 92% True False 148,002,987
20 142.21 135.76 6.45 4.6% 1.36 1.0% 72% False False 152,302,709
40 142.21 134.36 7.85 5.6% 1.20 0.9% 77% False False 145,523,163
60 142.21 132.21 10.00 7.1% 1.15 0.8% 82% False False 144,859,727
80 142.21 126.43 15.78 11.2% 1.17 0.8% 88% False False 144,297,728
100 142.21 120.03 22.18 15.8% 1.28 0.9% 92% False False 151,821,850
120 142.21 116.20 26.01 18.5% 1.42 1.0% 93% False False 163,626,054
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.00
2.618 143.38
1.618 142.39
1.000 141.78
0.618 141.40
HIGH 140.79
0.618 140.41
0.500 140.30
0.382 140.18
LOW 139.80
0.618 139.19
1.000 138.81
1.618 138.20
2.618 137.21
4.250 135.59
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 140.36 140.15
PP 140.33 139.90
S1 140.30 139.66

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

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