SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-Apr-2012
Day Change Summary
Previous Current
05-Apr-2012 09-Apr-2012 Change Change % Previous Week
Open 139.38 138.03 -1.35 -1.0% 140.64
High 140.20 139.84 -0.36 -0.3% 142.21
Low 139.26 137.84 -1.42 -1.0% 139.26
Close 139.79 138.22 -1.57 -1.1% 139.79
Range 0.94 2.00 1.06 112.8% 2.95
ATR 1.33 1.37 0.05 3.6% 0.00
Volume 137,403,000 127,482,172 -9,920,828 -7.2% 591,663,391
Daily Pivots for day following 09-Apr-2012
Classic Woodie Camarilla DeMark
R4 144.63 143.43 139.32
R3 142.63 141.43 138.77
R2 140.63 140.63 138.59
R1 139.43 139.43 138.40 140.03
PP 138.63 138.63 138.63 138.94
S1 137.43 137.43 138.04 138.03
S2 136.63 136.63 137.85
S3 134.63 135.43 137.67
S4 132.63 133.43 137.12
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 149.27 147.48 141.41
R3 146.32 144.53 140.60
R2 143.37 143.37 140.33
R1 141.58 141.58 140.06 141.00
PP 140.42 140.42 140.42 140.13
S1 138.63 138.63 139.52 138.05
S2 137.47 137.47 139.25
S3 134.52 135.68 138.98
S4 131.57 132.73 138.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.21 137.84 4.37 3.2% 1.45 1.0% 9% False True 143,829,112
10 142.21 137.84 4.37 3.2% 1.31 0.9% 9% False True 140,750,129
20 142.21 137.09 5.12 3.7% 1.16 0.8% 22% False False 139,157,215
40 142.21 133.84 8.37 6.1% 1.10 0.8% 52% False False 142,407,736
60 142.21 127.72 14.49 10.5% 1.14 0.8% 72% False False 142,968,835
80 142.21 120.03 22.18 16.0% 1.22 0.9% 82% False False 146,066,517
100 142.21 116.20 26.01 18.8% 1.39 1.0% 85% False False 160,150,089
120 142.21 116.20 26.01 18.8% 1.55 1.1% 85% False False 177,354,922
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 148.34
2.618 145.08
1.618 143.08
1.000 141.84
0.618 141.08
HIGH 139.84
0.618 139.08
0.500 138.84
0.382 138.60
LOW 137.84
0.618 136.60
1.000 135.84
1.618 134.60
2.618 132.60
4.250 129.34
Fisher Pivots for day following 09-Apr-2012
Pivot 1 day 3 day
R1 138.84 139.09
PP 138.63 138.80
S1 138.43 138.51

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

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