SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Apr-2011
Day Change Summary
Previous Current
13-Apr-2011 14-Apr-2011 Change Change % Previous Week
Open 132.08 130.70 -1.38 -1.0% 133.43
High 132.18 131.76 -0.42 -0.3% 134.00
Low 130.96 130.27 -0.69 -0.5% 132.31
Close 131.46 131.56 0.10 0.1% 132.86
Range 1.22 1.49 0.27 22.1% 1.69
ATR 1.40 1.40 0.01 0.5% 0.00
Volume 161,942,845 161,123,694 -819,151 -0.5% 660,393,822
Daily Pivots for day following 14-Apr-2011
Classic Woodie Camarilla DeMark
R4 135.67 135.10 132.38
R3 134.18 133.61 131.97
R2 132.69 132.69 131.83
R1 132.12 132.12 131.70 132.41
PP 131.20 131.20 131.20 131.34
S1 130.63 130.63 131.42 130.92
S2 129.71 129.71 131.29
S3 128.22 129.14 131.15
S4 126.73 127.65 130.74
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
5 133.99 130.27 3.72 2.8% 1.34 1.0% 35% False True 150,693,536
10 134.00 130.27 3.73 2.8% 1.15 0.9% 35% False True 141,994,511
20 134.00 127.51 6.49 4.9% 1.11 0.8% 62% False False 145,077,346
40 134.69 125.28 9.41 7.2% 1.42 1.1% 67% False False 185,971,687
60 134.69 125.28 9.41 7.2% 1.32 1.0% 67% False False 172,154,389
80 134.69 124.87 9.82 7.5% 1.20 0.9% 68% False False 155,653,577
100 134.69 117.74 16.95 12.9% 1.17 0.9% 82% False False 156,579,581
120 134.69 117.26 17.43 13.2% 1.18 0.9% 82% False False 161,435,521
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 138.09
2.618 135.66
1.618 134.17
1.000 133.25
0.618 132.68
HIGH 131.76
0.618 131.19
0.500 131.02
0.382 130.84
LOW 130.27
0.618 129.35
1.000 128.78
1.618 127.86
2.618 126.37
4.250 123.94
Fisher Pivots for day following 14-Apr-2011
Pivot 1 day 3 day
R1 131.38 131.45
PP 131.20 131.34
S1 131.02 131.23

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

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