SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Apr-2010

Day Change Summary
	Previous	Current
	12-Apr-2010	13-Apr-2010	Change	Change %	Previous Week
Open	119.70	119.62	-0.08	-0.1%	118.25
High	120.05	120.04	-0.01	0.0%	119.60
Low	119.56	119.00	-0.56	-0.5%	117.60
Close	119.74	119.83	0.09	0.1%	119.55
Range	0.49	1.04	0.55	112.2%	2.00
ATR	1.07	1.07	0.00	-0.2%	0.00
Volume	110,200,946	124,973,028	14,772,082	13.4%	691,456,553

Daily Pivots for day following 13-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	122.74	122.33	120.40
R3	121.70	121.29	120.12
R2	120.66	120.66	120.02
R1	120.25	120.25	119.93	120.46
PP	119.62	119.62	119.62	119.73
S1	119.21	119.21	119.73	119.42
S2	118.58	118.58	119.64
S3	117.54	118.17	119.54
S4	116.50	117.13	119.26

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%	0.99	0.8%	91%	False	False	142,162,753
10	120.05	116.61	3.44	2.9%	0.98	0.8%	94%	False	False	139,433,175
20	120.05	115.24	4.81	4.0%	1.09	0.9%	95%	False	False	164,451,947

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124.46
2.618	122.76
1.618	121.72
1.000	121.08
0.618	120.68
HIGH	120.04
0.618	119.64
0.500	119.52
0.382	119.40
LOW	119.00
0.618	118.36
1.000	117.96
1.618	117.32
2.618	116.28
4.250	114.58

Fisher Pivots for day following 13-Apr-2010
Pivot	1 day	3 day
R1	119.73	119.70
PP	119.62	119.56
S1	119.52	119.43

Download as Excel Spreadsheet

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

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