SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Apr-2013

Day Change Summary
	Previous	Current
	03-Apr-2013	04-Apr-2013	Change	Change %	Previous Week
Open	156.91	155.43	-1.48	-0.9%	156.01
High	157.03	156.17	-0.86	-0.5%	156.85
Low	154.82	155.09	0.27	0.2%	154.35
Close	155.23	155.86	0.63	0.4%	156.67
Range	2.21	1.08	-1.13	-51.1%	2.50
ATR	1.39	1.37	-0.02	-1.6%	0.00
Volume	154,167,297	131,884,891	-22,282,406	-14.5%	441,061,906

Daily Pivots for day following 04-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	158.95	158.48	156.45
R3	157.87	157.40	156.16
R2	156.79	156.79	156.06
R1	156.32	156.32	155.96	156.56
PP	155.71	155.71	155.71	155.82
S1	155.24	155.24	155.76	155.48
S2	154.63	154.63	155.66
S3	153.55	154.16	155.56
S4	152.47	153.08	155.27

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	154.82	2.39	1.5%	1.29	0.8%	44%	False	False	117,936,618
10	157.21	154.10	3.11	2.0%	1.29	0.8%	57%	False	False	116,757,990
20	157.21	153.59	3.62	2.3%	1.13	0.7%	63%	False	False	116,609,176
40	157.21	148.73	8.48	5.4%	1.26	0.8%	84%	False	False	124,881,485
60	157.21	144.98	12.23	7.8%	1.16	0.7%	89%	False	False	123,715,339
80	157.21	139.54	17.67	11.3%	1.21	0.8%	92%	False	False	129,678,256
100	157.21	134.70	22.51	14.4%	1.28	0.8%	94%	False	False	132,013,787
120	157.21	134.70	22.51	14.4%	1.31	0.8%	94%	False	False	132,762,964

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	160.76
2.618	159.00
1.618	157.92
1.000	157.25
0.618	156.84
HIGH	156.17
0.618	155.76
0.500	155.63
0.382	155.50
LOW	155.09
0.618	154.42
1.000	154.01
1.618	153.34
2.618	152.26
4.250	150.50

Fisher Pivots for day following 04-Apr-2013
Pivot	1 day	3 day
R1	155.78	156.02
PP	155.71	155.96
S1	155.63	155.91

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