SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 119.02 119.70 0.68 0.6% 118.25
High 119.60 120.05 0.45 0.4% 119.60
Low 118.80 119.56 0.76 0.6% 117.60
Close 119.55 119.74 0.19 0.2% 119.55
Range 0.80 0.49 -0.31 -38.8% 2.00
ATR 1.12 1.07 -0.04 -3.9% 0.00
Volume 132,703,905 110,200,946 -22,502,959 -17.0% 691,456,553
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 121.25 120.99 120.01
R3 120.76 120.50 119.87
R2 120.27 120.27 119.83
R1 120.01 120.01 119.78 120.14
PP 119.78 119.78 119.78 119.85
S1 119.52 119.52 119.70 119.65
S2 119.29 119.29 119.65
S3 118.80 119.03 119.61
S4 118.31 118.54 119.47
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 124.92 124.23 120.65
R3 122.92 122.23 120.10
R2 120.92 120.92 119.92
R1 120.23 120.23 119.73 120.58
PP 118.92 118.92 118.92 119.09
S1 118.23 118.23 119.37 118.58
S2 116.92 116.92 119.18
S3 114.92 116.23 119.00
S4 112.92 114.23 118.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.05 117.60 2.45 2.0% 0.98 0.8% 87% True False 139,207,151
10 120.05 116.61 3.44 2.9% 0.96 0.8% 91% True False 140,379,158
20 120.05 114.60 5.45 4.6% 1.08 0.9% 94% True False 165,529,969
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.30
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 122.13
2.618 121.33
1.618 120.84
1.000 120.54
0.618 120.35
HIGH 120.05
0.618 119.86
0.500 119.81
0.382 119.75
LOW 119.56
0.618 119.26
1.000 119.07
1.618 118.77
2.618 118.28
4.250 117.48
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 119.81 119.44
PP 119.78 119.13
S1 119.76 118.83

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

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