SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Apr-2010

Day Change Summary
	Previous	Current
	14-Apr-2010	15-Apr-2010	Change	Change %	Previous Week
Open	120.27	120.99	0.72	0.6%	118.25
High	121.19	121.57	0.38	0.3%	119.60
Low	120.08	120.95	0.87	0.7%	117.60
Close	121.19	121.29	0.10	0.1%	119.55
Range	1.11	0.62	-0.49	-44.6%	2.00
ATR	1.09	1.06	-0.03	-3.1%	0.00
Volume	160,444,987	144,526,905	-15,918,082	-9.9%	691,456,553

Daily Pivots for day following 15-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	123.11	122.82	121.63
R3	122.50	122.20	121.46
R2	121.88	121.88	121.40
R1	121.59	121.59	121.35	121.74
PP	121.27	121.27	121.27	121.34
S1	120.97	120.97	121.23	121.12
S2	120.65	120.65	121.18
S3	120.04	120.36	121.12
S4	119.42	119.74	120.95

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	121.57	118.80	2.77	2.3%	0.81	0.7%	90%	True	False	134,569,954
10	121.57	117.10	4.47	3.7%	0.97	0.8%	94%	True	False	139,268,875
20	121.57	115.24	6.33	5.2%	1.07	0.9%	96%	True	False	162,412,084

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124.18
2.618	123.18
1.618	122.56
1.000	122.18
0.618	121.95
HIGH	121.57
0.618	121.33
0.500	121.26
0.382	121.19
LOW	120.95
0.618	120.57
1.000	120.33
1.618	119.95
2.618	119.34
4.250	118.33

Fisher Pivots for day following 15-Apr-2010
Pivot	1 day	3 day
R1	121.28	120.95
PP	121.27	120.62
S1	121.26	120.28

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols