SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 114.51 114.70 0.19 0.2% 111.20
High 115.28 115.48 0.21 0.2% 114.34
Low 114.41 114.35 -0.06 -0.1% 111.17
Close 114.97 115.45 0.48 0.4% 114.25
Range 0.87 1.13 0.27 30.6% 3.17
ATR 0.00 1.11 1.11 0.00
Volume 185,854,165 160,413,499 -25,440,666 -13.7% 770,627,525
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 118.48 118.10 116.07
R3 117.35 116.97 115.76
R2 116.22 116.22 115.66
R1 115.84 115.84 115.55 116.03
PP 115.09 115.09 115.09 115.19
S1 114.71 114.71 115.35 114.90
S2 113.96 113.96 115.24
S3 112.83 113.58 115.14
S4 111.70 112.45 114.83
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
5 115.48 113.10 2.38 2.1% 0.96 0.8% 99% True False 158,255,928
10 115.48 110.11 5.37 4.7% 0.91 0.8% 99% True False 155,928,615
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120.28
2.618 118.44
1.618 117.31
1.000 116.61
0.618 116.18
HIGH 115.48
0.618 115.05
0.500 114.92
0.382 114.78
LOW 114.35
0.618 113.65
1.000 113.22
1.618 112.52
2.618 111.39
4.250 109.55
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 115.27 115.19
PP 115.09 114.93
S1 114.92 114.68

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

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