SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Apr-2012

Day Change Summary
	Previous	Current
	10-Apr-2012	11-Apr-2012	Change	Change %	Previous Week
Open	137.95	137.29	-0.66	-0.5%	140.64
High	138.34	137.54	-0.80	-0.6%	142.21
Low	135.76	136.75	0.99	0.7%	139.26
Close	135.90	137.00	1.10	0.8%	139.79
Range	2.58	0.79	-1.79	-69.4%	2.95
ATR	1.46	1.47	0.01	0.9%	0.00
Volume	235,182,547	153,391,594	-81,790,953	-34.8%	591,663,391

Daily Pivots for day following 11-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	139.47	139.02	137.43
R3	138.68	138.23	137.22
R2	137.89	137.89	137.14
R1	137.44	137.44	137.07	137.27
PP	137.10	137.10	137.10	137.01
S1	136.65	136.65	136.93	136.48
S2	136.31	136.31	136.86
S3	135.52	135.86	136.78
S4	134.73	135.07	136.57

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	140.34	135.76	4.58	3.3%	1.46	1.1%	27%	False	False	160,061,718
10	142.21	135.76	6.45	4.7%	1.47	1.1%	19%	False	False	155,656,907
20	142.21	135.76	6.45	4.7%	1.19	0.9%	19%	False	False	144,194,123
40	142.21	134.25	7.96	5.8%	1.15	0.8%	35%	False	False	145,036,019
60	142.21	128.90	13.31	9.7%	1.15	0.8%	61%	False	False	144,471,242
80	142.21	120.03	22.18	16.2%	1.20	0.9%	77%	False	False	144,889,053
100	142.21	116.20	26.01	19.0%	1.38	1.0%	80%	False	False	160,601,115
120	142.21	116.20	26.01	19.0%	1.52	1.1%	80%	False	False	176,253,393

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	140.90
2.618	139.61
1.618	138.82
1.000	138.33
0.618	138.03
HIGH	137.54
0.618	137.24
0.500	137.15
0.382	137.05
LOW	136.75
0.618	136.26
1.000	135.96
1.618	135.47
2.618	134.68
4.250	133.39

Fisher Pivots for day following 11-Apr-2012
Pivot	1 day	3 day
R1	137.15	137.80
PP	137.10	137.53
S1	137.05	137.27

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