SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Apr-2012
Day Change Summary
Previous Current
27-Apr-2012 30-Apr-2012 Change Change % Previous Week
Open 140.58 140.11 -0.47 -0.3% 136.54
High 140.79 140.21 -0.58 -0.4% 140.79
Low 139.80 139.49 -0.31 -0.2% 135.94
Close 140.39 139.87 -0.52 -0.4% 140.39
Range 0.99 0.72 -0.27 -27.3% 4.85
ATR 1.50 1.46 -0.04 -2.9% 0.00
Volume 123,935,273 115,045,773 -8,889,500 -7.2% 719,157,523
Daily Pivots for day following 30-Apr-2012
Classic Woodie Camarilla DeMark
R4 142.02 141.66 140.27
R3 141.30 140.94 140.07
R2 140.58 140.58 140.00
R1 140.22 140.22 139.94 140.04
PP 139.86 139.86 139.86 139.77
S1 139.50 139.50 139.80 139.32
S2 139.14 139.14 139.74
S3 138.42 138.78 139.67
S4 137.70 138.06 139.47
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
5 140.79 136.80 3.99 2.9% 0.96 0.7% 77% False False 132,485,812
10 140.79 135.94 4.85 3.5% 1.12 0.8% 81% False False 144,731,127
20 142.21 135.76 6.45 4.6% 1.35 1.0% 64% False False 151,282,716
40 142.21 134.36 7.85 5.6% 1.19 0.9% 70% False False 145,385,130
60 142.21 133.64 8.57 6.1% 1.14 0.8% 73% False False 144,894,077
80 142.21 126.43 15.78 11.3% 1.16 0.8% 85% False False 144,149,224
100 142.21 120.03 22.18 15.9% 1.27 0.9% 89% False False 150,723,486
120 142.21 116.20 26.01 18.6% 1.41 1.0% 91% False False 162,508,017
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 143.27
2.618 142.09
1.618 141.37
1.000 140.93
0.618 140.65
HIGH 140.21
0.618 139.93
0.500 139.85
0.382 139.77
LOW 139.49
0.618 139.05
1.000 138.77
1.618 138.33
2.618 137.61
4.250 136.43
Fisher Pivots for day following 30-Apr-2012
Pivot 1 day 3 day
R1 139.86 139.85
PP 139.86 139.82
S1 139.85 139.80

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

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