SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 113.37 114.26 0.89 0.8% 111.20
High 114.34 114.52 0.18 0.2% 114.34
Low 113.10 114.07 0.97 0.9% 111.17
Close 114.25 114.27 0.02 0.0% 114.25
Range 1.24 0.45 -0.79 -63.7% 3.17
ATR
Volume 176,047,042 114,535,744 -61,511,298 -34.9% 770,627,525
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 115.64 115.40 114.52
R3 115.19 114.95 114.39
R2 114.74 114.74 114.35
R1 114.50 114.50 114.31 114.62
PP 114.29 114.29 114.29 114.35
S1 114.05 114.05 114.23 114.17
S2 113.84 113.84 114.19
S3 113.39 113.60 114.15
S4 112.94 113.15 114.02
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 122.76 121.68 115.99
R3 119.59 118.51 115.12
R2 116.42 116.42 114.83
R1 115.34 115.34 114.54 115.88
PP 113.25 113.25 113.25 113.53
S1 112.17 112.17 113.96 112.71
S2 110.08 110.08 113.67
S3 106.91 109.00 113.38
S4 103.74 105.83 112.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.52 112.00 2.52 2.2% 0.83 0.7% 90% True False 147,522,399
10 114.52 108.94 5.58 4.9% 1.06 0.9% 96% True False 170,081,496
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.30
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 116.43
2.618 115.70
1.618 115.25
1.000 114.97
0.618 114.80
HIGH 114.52
0.618 114.35
0.500 114.30
0.382 114.24
LOW 114.07
0.618 113.79
1.000 113.62
1.618 113.34
2.618 112.89
4.250 112.16
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 114.30 113.94
PP 114.29 113.61
S1 114.28 113.28

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

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