SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 17-Apr-2012
Day Change Summary
Previous Current
16-Apr-2012 17-Apr-2012 Change Change % Previous Week
Open 137.84 137.84 0.00 0.0% 138.03
High 138.04 139.36 1.32 1.0% 139.84
Low 136.58 137.70 1.12 0.8% 135.76
Close 137.05 139.08 2.03 1.5% 137.14
Range 1.46 1.66 0.20 13.7% 4.08
ATR 1.52 1.58 0.06 3.7% 0.00
Volume 147,764,375 147,772,828 8,453 0.0% 838,915,282
Daily Pivots for day following 17-Apr-2012
Classic Woodie Camarilla DeMark
R4 143.69 143.05 139.99
R3 142.03 141.39 139.54
R2 140.37 140.37 139.38
R1 139.73 139.73 139.23 140.05
PP 138.71 138.71 138.71 138.88
S1 138.07 138.07 138.93 138.39
S2 137.05 137.05 138.78
S3 135.39 136.41 138.62
S4 133.73 134.75 138.17
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 149.82 147.56 139.38
R3 145.74 143.48 138.26
R2 141.66 141.66 137.89
R1 139.40 139.40 137.51 138.49
PP 137.58 137.58 137.58 137.13
S1 135.32 135.32 136.77 134.41
S2 133.50 133.50 136.39
S3 129.42 131.24 136.02
S4 125.34 127.16 134.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.36 136.58 2.78 2.0% 1.52 1.1% 90% True False 154,357,553
10 141.88 135.76 6.12 4.4% 1.56 1.1% 54% False False 157,446,423
20 142.21 135.76 6.45 4.6% 1.35 1.0% 51% False False 145,704,688
40 142.21 134.36 7.85 5.6% 1.20 0.9% 60% False False 143,577,309
60 142.21 130.06 12.15 8.7% 1.18 0.9% 74% False False 145,454,063
80 142.21 122.75 19.46 14.0% 1.18 0.8% 84% False False 142,275,480
100 142.21 116.20 26.01 18.7% 1.36 1.0% 88% False False 156,680,683
120 142.21 116.20 26.01 18.7% 1.52 1.1% 88% False False 173,321,421
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.42
2.618 143.71
1.618 142.05
1.000 141.02
0.618 140.39
HIGH 139.36
0.618 138.73
0.500 138.53
0.382 138.33
LOW 137.70
0.618 136.67
1.000 136.04
1.618 135.01
2.618 133.35
4.250 130.65
Fisher Pivots for day following 17-Apr-2012
Pivot 1 day 3 day
R1 138.90 138.71
PP 138.71 138.34
S1 138.53 137.97

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

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