SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-May-2012
Day Change Summary
Previous Current
30-Apr-2012 01-May-2012 Change Change % Previous Week
Open 140.11 139.79 -0.32 -0.2% 136.54
High 140.21 141.66 1.45 1.0% 140.79
Low 139.49 139.63 0.14 0.1% 135.94
Close 139.87 140.74 0.87 0.6% 140.39
Range 0.72 2.03 1.31 181.9% 4.85
ATR 1.46 1.50 0.04 2.8% 0.00
Volume 115,045,773 138,779,438 23,733,665 20.6% 719,157,523
Daily Pivots for day following 01-May-2012
Classic Woodie Camarilla DeMark
R4 146.77 145.78 141.86
R3 144.74 143.75 141.30
R2 142.71 142.71 141.11
R1 141.72 141.72 140.93 142.22
PP 140.68 140.68 140.68 140.92
S1 139.69 139.69 140.55 140.19
S2 138.65 138.65 140.37
S3 136.62 137.66 140.18
S4 134.59 135.63 139.62
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
5 141.66 138.53 3.13 2.2% 1.19 0.8% 71% True False 132,763,637
10 141.66 135.94 5.72 4.1% 1.15 0.8% 84% True False 143,831,788
20 141.88 135.76 6.12 4.3% 1.36 1.0% 81% False False 150,639,105
40 142.21 134.36 7.85 5.6% 1.22 0.9% 81% False False 145,339,887
60 142.21 133.64 8.57 6.1% 1.16 0.8% 83% False False 144,530,849
80 142.21 127.29 14.92 10.6% 1.17 0.8% 90% False False 143,713,239
100 142.21 120.03 22.18 15.8% 1.28 0.9% 93% False False 150,328,999
120 142.21 116.20 26.01 18.5% 1.41 1.0% 94% False False 162,029,622
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 150.29
2.618 146.97
1.618 144.94
1.000 143.69
0.618 142.91
HIGH 141.66
0.618 140.88
0.500 140.65
0.382 140.41
LOW 139.63
0.618 138.38
1.000 137.60
1.618 136.35
2.618 134.32
4.250 131.00
Fisher Pivots for day following 01-May-2012
Pivot 1 day 3 day
R1 140.71 140.69
PP 140.68 140.63
S1 140.65 140.58

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

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