SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 135.43 136.17 0.74 0.5% 133.68
High 136.29 136.57 0.28 0.2% 136.57
Low 135.41 135.98 0.57 0.4% 133.20
Close 136.11 136.43 0.32 0.2% 136.43
Range 0.88 0.59 -0.29 -33.0% 3.37
ATR 1.33 1.28 -0.05 -4.0% 0.00
Volume 124,865,764 114,821,242 -10,044,522 -8.0% 594,926,716
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 138.10 137.85 136.75
R3 137.51 137.26 136.59
R2 136.92 136.92 136.54
R1 136.67 136.67 136.48 136.80
PP 136.33 136.33 136.33 136.39
S1 136.08 136.08 136.38 136.21
S2 135.74 135.74 136.32
S3 135.15 135.49 136.27
S4 134.56 134.90 136.11
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 145.51 144.34 138.28
R3 142.14 140.97 137.36
R2 138.77 138.77 137.05
R1 137.60 137.60 136.74 138.19
PP 135.40 135.40 135.40 135.69
S1 134.23 134.23 136.12 134.82
S2 132.03 132.03 135.81
S3 128.66 130.86 135.50
S4 125.29 127.49 134.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.57 133.20 3.37 2.5% 0.93 0.7% 96% True False 118,985,343
10 136.57 129.51 7.06 5.2% 0.92 0.7% 98% True False 139,152,710
20 136.57 129.51 7.06 5.2% 1.03 0.8% 98% True False 140,573,610
40 136.57 125.28 11.29 8.3% 1.27 0.9% 99% True False 173,857,082
60 136.57 125.28 11.29 8.3% 1.27 0.9% 99% True False 168,656,055
80 136.57 125.28 11.29 8.3% 1.23 0.9% 99% True False 162,314,598
100 136.57 122.41 14.16 10.4% 1.14 0.8% 99% True False 153,078,211
120 136.57 117.59 18.98 13.9% 1.16 0.8% 99% True False 158,316,322
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.22
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 139.08
2.618 138.11
1.618 137.52
1.000 137.16
0.618 136.93
HIGH 136.57
0.618 136.34
0.500 136.28
0.382 136.21
LOW 135.98
0.618 135.62
1.000 135.39
1.618 135.03
2.618 134.44
4.250 133.47
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 136.38 136.13
PP 136.33 135.83
S1 136.28 135.54

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

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