SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 117.11 116.96 -0.15 -0.1% 115.26
High 117.27 117.29 0.02 0.0% 117.48
Low 116.57 115.52 -1.05 -0.9% 114.60
Close 117.04 115.97 -1.07 -0.9% 115.97
Range 0.70 1.77 1.07 153.3% 2.88
ATR 1.05 1.11 0.05 4.9% 0.00
Volume 196,301,597 226,519,190 30,217,593 15.4% 915,123,401
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 121.58 120.55 116.95
R3 119.81 118.78 116.46
R2 118.03 118.03 116.30
R1 117.00 117.00 116.13 116.63
PP 116.26 116.26 116.26 116.08
S1 115.23 115.23 115.81 114.86
S2 114.49 114.49 115.64
S3 112.72 113.46 115.48
S4 110.94 111.68 114.99
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 124.66 123.19 117.55
R3 121.78 120.31 116.76
R2 118.90 118.90 116.50
R1 117.43 117.43 116.23 118.17
PP 116.02 116.02 116.02 116.38
S1 114.55 114.55 115.71 115.29
S2 113.14 113.14 115.44
S3 110.26 111.67 115.18
S4 107.38 108.79 114.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.48 114.60 2.88 2.5% 1.11 1.0% 48% False False 183,024,680
10 117.48 113.87 3.61 3.1% 0.99 0.9% 58% False False 169,228,180
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 124.83
2.618 121.93
1.618 120.16
1.000 119.07
0.618 118.39
HIGH 117.29
0.618 116.62
0.500 116.41
0.382 116.20
LOW 115.52
0.618 114.42
1.000 113.75
1.618 112.65
2.618 110.88
4.250 107.98
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 116.41 116.50
PP 116.26 116.32
S1 116.12 116.15

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

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