SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Apr-2012
Day Change Summary
Previous Current
23-Apr-2012 24-Apr-2012 Change Change % Previous Week
Open 136.54 136.91 0.37 0.3% 137.84
High 136.91 137.66 0.75 0.5% 139.36
Low 135.94 136.80 0.86 0.6% 136.58
Close 136.79 137.31 0.52 0.4% 137.95
Range 0.97 0.86 -0.11 -11.3% 2.78
ATR 1.56 1.51 -0.05 -3.2% 0.00
Volume 171,774,234 137,390,313 -34,383,921 -20.0% 760,872,351
Daily Pivots for day following 24-Apr-2012
Classic Woodie Camarilla DeMark
R4 139.84 139.43 137.78
R3 138.98 138.57 137.55
R2 138.12 138.12 137.47
R1 137.71 137.71 137.39 137.92
PP 137.26 137.26 137.26 137.36
S1 136.85 136.85 137.23 137.06
S2 136.40 136.40 137.15
S3 135.54 135.99 137.07
S4 134.68 135.13 136.84
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 146.30 144.91 139.48
R3 143.52 142.13 138.71
R2 140.74 140.74 138.46
R1 139.35 139.35 138.20 140.05
PP 137.96 137.96 137.96 138.31
S1 136.57 136.57 137.70 137.27
S2 135.18 135.18 137.44
S3 132.40 133.79 137.19
S4 129.62 131.01 136.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.15 135.94 3.21 2.3% 1.11 0.8% 43% False False 154,899,939
10 139.36 135.94 3.42 2.5% 1.32 1.0% 40% False False 154,628,746
20 142.21 135.76 6.45 4.7% 1.39 1.0% 24% False False 153,455,618
40 142.21 134.36 7.85 5.7% 1.20 0.9% 38% False False 146,769,795
60 142.21 130.06 12.15 8.8% 1.16 0.8% 60% False False 145,857,196
80 142.21 124.86 17.35 12.6% 1.17 0.9% 72% False False 144,327,951
100 142.21 120.00 22.21 16.2% 1.33 1.0% 78% False False 154,933,295
120 142.21 116.20 26.01 18.9% 1.44 1.1% 81% False False 168,102,574
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.26
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 141.32
2.618 139.91
1.618 139.05
1.000 138.52
0.618 138.19
HIGH 137.66
0.618 137.33
0.500 137.23
0.382 137.13
LOW 136.80
0.618 136.27
1.000 135.94
1.618 135.41
2.618 134.55
4.250 133.15
Fisher Pivots for day following 24-Apr-2012
Pivot 1 day 3 day
R1 137.28 137.39
PP 137.26 137.36
S1 137.23 137.34

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

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