SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 114.70 115.95 1.25 1.1% 114.26
High 115.48 115.97 0.49 0.4% 115.97
Low 114.35 115.14 0.79 0.7% 113.87
Close 115.45 115.46 0.01 0.0% 115.46
Range 1.13 0.83 -0.30 -26.5% 2.10
ATR 1.11 1.09 -0.02 -1.8% 0.00
Volume 160,413,499 161,925,804 1,512,305 0.9% 777,158,405
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 118.01 117.57 115.92
R3 117.18 116.74 115.69
R2 116.35 116.35 115.61
R1 115.91 115.91 115.54 115.72
PP 115.52 115.52 115.52 115.43
S1 115.08 115.08 115.38 114.89
S2 114.69 114.69 115.31
S3 113.86 114.25 115.23
S4 113.03 113.42 115.00
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 121.40 120.53 116.62
R3 119.30 118.43 116.04
R2 117.20 117.20 115.85
R1 116.33 116.33 115.65 116.77
PP 115.10 115.10 115.10 115.32
S1 114.23 114.23 115.27 114.67
S2 113.00 113.00 115.08
S3 110.90 112.13 114.88
S4 108.80 110.03 114.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.97 113.87 2.10 1.8% 0.88 0.8% 76% True False 155,431,681
10 115.97 111.17 4.80 4.2% 0.89 0.8% 89% True False 154,778,593
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 0.22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119.50
2.618 118.14
1.618 117.31
1.000 116.80
0.618 116.48
HIGH 115.97
0.618 115.65
0.500 115.56
0.382 115.46
LOW 115.14
0.618 114.63
1.000 114.31
1.618 113.80
2.618 112.97
4.250 111.61
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 115.56 115.36
PP 115.52 115.26
S1 115.49 115.16

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

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