SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Apr-2010

Day Change Summary
	Previous	Current
	05-Apr-2010	06-Apr-2010	Change	Change %	Previous Week
Open	118.25	118.42	0.17	0.1%	117.17
High	118.84	119.25	0.41	0.3%	118.25
Low	117.92	118.29	0.37	0.3%	116.61
Close	118.76	119.04	0.28	0.2%	117.80
Range	0.92	0.96	0.04	4.3%	1.64
ATR	1.12	1.11	-0.01	-1.0%	0.00
Volume	105,621,743	110,195,019	4,573,276	4.3%	602,134,090

Daily Pivots for day following 06-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	121.74	121.35	119.57
R3	120.78	120.39	119.30
R2	119.82	119.82	119.22
R1	119.43	119.43	119.13	119.63
PP	118.86	118.86	118.86	118.96
S1	118.47	118.47	118.95	118.67
S2	117.90	117.90	118.86
S3	116.94	117.51	118.78
S4	115.98	116.55	118.51

Weekly Pivots for week ending 02-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	122.47	121.78	118.70
R3	120.83	120.14	118.25
R2	119.19	119.19	118.10
R1	118.50	118.50	117.95	118.85
PP	117.55	117.55	117.55	117.73
S1	116.86	116.86	117.65	117.21
S2	115.91	115.91	117.50
S3	114.27	115.22	117.35
S4	112.63	113.58	116.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119.25	116.61	2.64	2.2%	0.97	0.8%	92%	True	False	136,703,598
10	119.25	116.12	3.13	2.6%	1.06	0.9%	93%	True	False	162,555,134
20	119.25	113.87	5.38	4.5%	1.08	0.9%	96%	True	False	169,369,065

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	0.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123.33
2.618	121.76
1.618	120.80
1.000	120.21
0.618	119.84
HIGH	119.25
0.618	118.88
0.500	118.77
0.382	118.66
LOW	118.29
0.618	117.70
1.000	117.33
1.618	116.74
2.618	115.78
4.250	114.21

Fisher Pivots for day following 06-Apr-2010
Pivot	1 day	3 day
R1	118.95	118.75
PP	118.86	118.46
S1	118.77	118.18

Download as Excel Spreadsheet

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

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