SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Apr-2011
Day Change Summary
Previous Current
07-Apr-2011 08-Apr-2011 Change Change % Previous Week
Open 133.42 133.91 0.49 0.4% 133.43
High 133.98 133.99 0.01 0.0% 134.00
Low 132.66 132.31 -0.35 -0.3% 132.31
Close 133.32 132.86 -0.46 -0.3% 132.86
Range 1.32 1.68 0.36 27.5% 1.69
ATR 1.39 1.41 0.02 1.5% 0.00
Volume 170,857,053 147,821,026 -23,036,027 -13.5% 660,393,822
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 138.09 137.16 133.78
R3 136.41 135.48 133.32
R2 134.73 134.73 133.17
R1 133.80 133.80 133.01 133.43
PP 133.05 133.05 133.05 132.87
S1 132.12 132.12 132.71 131.75
S2 131.37 131.37 132.55
S3 129.69 130.44 132.40
S4 128.01 128.76 131.94
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 138.13 137.18 133.79
R3 136.44 135.49 133.32
R2 134.75 134.75 133.17
R1 133.80 133.80 133.01 133.43
PP 133.06 133.06 133.06 132.87
S1 132.11 132.11 132.71 131.74
S2 131.37 131.37 132.55
S3 129.68 130.42 132.40
S4 127.99 128.73 131.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.00 132.31 1.69 1.3% 1.11 0.8% 33% False True 132,078,764
10 134.00 130.44 3.56 2.7% 1.02 0.8% 68% False False 132,065,780
20 134.00 125.28 8.72 6.6% 1.30 1.0% 87% False False 180,436,173
40 134.69 125.28 9.41 7.1% 1.40 1.1% 81% False False 183,047,577
60 134.69 125.28 9.41 7.1% 1.31 1.0% 81% False False 170,600,753
80 134.69 123.75 10.94 8.2% 1.18 0.9% 83% False False 155,566,490
100 134.69 117.59 17.10 12.9% 1.17 0.9% 89% False False 158,783,291
120 134.69 116.02 18.67 14.1% 1.18 0.9% 90% False False 163,135,779
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 141.13
2.618 138.39
1.618 136.71
1.000 135.67
0.618 135.03
HIGH 133.99
0.618 133.35
0.500 133.15
0.382 132.95
LOW 132.31
0.618 131.27
1.000 130.63
1.618 129.59
2.618 127.91
4.250 125.17
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 133.15 133.16
PP 133.05 133.06
S1 132.96 132.96

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

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