SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Apr-2010

Day Change Summary
	Previous	Current
	16-Apr-2010	19-Apr-2010	Change	Change %	Previous Week
Open	120.86	119.01	-1.85	-1.5%	119.70
High	121.29	119.93	-1.36	-1.1%	121.57
Low	118.75	118.47	-0.28	-0.2%	118.75
Close	119.36	119.81	0.45	0.4%	119.36
Range	2.54	1.46	-1.08	-42.4%	2.82
ATR	1.16	1.18	0.02	1.8%	0.00
Volume	366,379,810	217,632,961	-148,746,849	-40.6%	906,525,676

Daily Pivots for day following 19-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	123.78	123.26	120.61
R3	122.32	121.80	120.21
R2	120.86	120.86	120.08
R1	120.34	120.34	119.94	120.60
PP	119.40	119.40	119.40	119.54
S1	118.88	118.88	119.68	119.14
S2	117.94	117.94	119.54
S3	116.48	117.42	119.41
S4	115.02	115.96	119.01

Weekly Pivots for week ending 16-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	128.34	126.66	120.91
R3	125.52	123.85	120.13
R2	122.71	122.71	119.88
R1	121.03	121.03	119.62	120.46
PP	119.89	119.89	119.89	119.61
S1	118.22	118.22	119.10	117.65
S2	117.08	117.08	118.84
S3	114.26	115.40	118.59
S4	111.45	112.59	117.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121.57	118.47	3.10	2.6%	1.35	1.1%	43%	False	True	202,791,538
10	121.57	117.60	3.97	3.3%	1.17	1.0%	56%	False	False	170,999,344
20	121.57	115.24	6.33	5.3%	1.14	1.0%	72%	False	False	170,471,684

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	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126.14
2.618	123.75
1.618	122.29
1.000	121.39
0.618	120.83
HIGH	119.93
0.618	119.37
0.500	119.20
0.382	119.03
LOW	118.47
0.618	117.57
1.000	117.01
1.618	116.11
2.618	114.65
4.250	112.27

Fisher Pivots for day following 19-Apr-2010
Pivot	1 day	3 day
R1	119.61	120.02
PP	119.40	119.95
S1	119.20	119.88

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