SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Apr-2013
Day Change Summary
Previous Current
10-Apr-2013 11-Apr-2013 Change Change % Previous Week
Open 157.17 158.70 1.53 1.0% 156.59
High 158.87 159.71 0.84 0.5% 157.21
Low 157.13 158.54 1.41 0.9% 153.77
Close 158.67 159.19 0.52 0.3% 155.16
Range 1.74 1.17 -0.57 -32.8% 3.44
ATR 1.47 1.45 -0.02 -1.5% 0.00
Volume 135,711,000 110,142,406 -25,568,594 -18.8% 646,412,079
Daily Pivots for day following 11-Apr-2013
Classic Woodie Camarilla DeMark
R4 162.66 162.09 159.83
R3 161.49 160.92 159.51
R2 160.32 160.32 159.40
R1 159.75 159.75 159.30 160.04
PP 159.15 159.15 159.15 159.29
S1 158.58 158.58 159.08 158.87
S2 157.98 157.98 158.98
S3 156.81 157.41 158.87
S4 155.64 156.24 158.55
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 165.70 163.87 157.05
R3 162.26 160.43 156.11
R2 158.82 158.82 155.79
R1 156.99 156.99 155.48 156.19
PP 155.38 155.38 155.38 154.98
S1 153.55 153.55 154.84 152.75
S2 151.94 151.94 154.53
S3 148.50 150.11 154.21
S4 145.06 146.67 153.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.71 153.77 5.94 3.7% 1.46 0.9% 91% True False 118,801,659
10 159.71 153.77 5.94 3.7% 1.38 0.9% 91% True False 118,369,139
20 159.71 153.59 6.12 3.8% 1.29 0.8% 92% True False 121,727,486
40 159.71 148.73 10.98 6.9% 1.33 0.8% 95% True False 126,142,850
60 159.71 146.20 13.51 8.5% 1.22 0.8% 96% True False 124,511,642
80 159.71 139.54 20.17 12.7% 1.23 0.8% 97% True False 129,081,709
100 159.71 134.70 25.01 15.7% 1.25 0.8% 98% True False 130,006,141
120 159.71 134.70 25.01 15.7% 1.32 0.8% 98% True False 132,474,763
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 164.68
2.618 162.77
1.618 161.60
1.000 160.88
0.618 160.43
HIGH 159.71
0.618 159.26
0.500 159.13
0.382 158.99
LOW 158.54
0.618 157.82
1.000 157.37
1.618 156.65
2.618 155.48
4.250 153.57
Fisher Pivots for day following 11-Apr-2013
Pivot 1 day 3 day
R1 159.17 158.74
PP 159.15 158.29
S1 159.13 157.85

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

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