SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Apr-2013
Day Change Summary
Previous Current
01-Apr-2013 02-Apr-2013 Change Change % Previous Week
Open 156.59 156.61 0.02 0.0% 156.01
High 156.91 157.21 0.30 0.2% 156.85
Low 155.67 156.37 0.70 0.4% 154.35
Close 156.05 156.82 0.77 0.5% 156.67
Range 1.24 0.84 -0.40 -32.3% 2.50
ATR 1.34 1.33 -0.01 -1.0% 0.00
Volume 99,194,000 101,504,203 2,310,203 2.3% 441,061,906
Daily Pivots for day following 02-Apr-2013
Classic Woodie Camarilla DeMark
R4 159.32 158.91 157.28
R3 158.48 158.07 157.05
R2 157.64 157.64 156.97
R1 157.23 157.23 156.90 157.44
PP 156.80 156.80 156.80 156.90
S1 156.39 156.39 156.74 156.60
S2 155.96 155.96 156.67
S3 155.12 155.55 156.59
S4 154.28 154.71 156.36
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 163.46 162.56 158.05
R3 160.96 160.06 157.36
R2 158.46 158.46 157.13
R1 157.56 157.56 156.90 158.01
PP 155.96 155.96 155.96 156.18
S1 155.06 155.06 156.44 155.51
S2 153.46 153.46 156.21
S3 150.96 152.56 155.98
S4 148.46 150.06 155.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157.21 155.00 2.21 1.4% 1.05 0.7% 82% True False 98,087,581
10 157.21 153.59 3.62 2.3% 1.22 0.8% 89% True False 116,285,412
20 157.21 153.59 3.62 2.3% 1.06 0.7% 89% True False 113,113,206
40 157.21 148.73 8.48 5.4% 1.25 0.8% 95% True False 124,554,825
60 157.21 144.98 12.23 7.8% 1.14 0.7% 97% True False 122,728,137
80 157.21 139.54 17.67 11.3% 1.20 0.8% 98% True False 129,234,115
100 157.21 134.70 22.51 14.4% 1.29 0.8% 98% True False 132,866,990
120 157.21 134.70 22.51 14.4% 1.31 0.8% 98% True False 132,073,009
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 0.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 160.78
2.618 159.41
1.618 158.57
1.000 158.05
0.618 157.73
HIGH 157.21
0.618 156.89
0.500 156.79
0.382 156.69
LOW 156.37
0.618 155.85
1.000 155.53
1.618 155.01
2.618 154.17
4.250 152.80
Fisher Pivots for day following 02-Apr-2013
Pivot 1 day 3 day
R1 156.81 156.69
PP 156.80 156.57
S1 156.79 156.44

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

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