SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 115.26 115.81 0.55 0.5% 114.26
High 115.58 116.52 0.95 0.8% 115.97
Low 114.60 115.49 0.89 0.8% 113.87
Close 115.49 116.41 0.92 0.8% 115.46
Range 0.98 1.03 0.06 5.6% 2.10
ATR 1.09 1.08 0.00 -0.4% 0.00
Volume 146,533,476 168,562,021 22,028,545 15.0% 777,158,405
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 119.23 118.85 116.98
R3 118.20 117.82 116.69
R2 117.17 117.17 116.60
R1 116.79 116.79 116.50 116.98
PP 116.14 116.14 116.14 116.24
S1 115.76 115.76 116.32 115.95
S2 115.11 115.11 116.22
S3 114.08 114.73 116.13
S4 113.05 113.70 115.84
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
5 116.52 114.35 2.17 1.9% 0.97 0.8% 95% True False 164,657,793
10 116.52 112.02 4.50 3.9% 0.94 0.8% 98% True False 155,440,378
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.24
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120.90
2.618 119.22
1.618 118.19
1.000 117.55
0.618 117.16
HIGH 116.52
0.618 116.13
0.500 116.01
0.382 115.88
LOW 115.49
0.618 114.85
1.000 114.46
1.618 113.82
2.618 112.79
4.250 111.11
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 116.28 116.13
PP 116.14 115.84
S1 116.01 115.56

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

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