SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 116.96 115.31 -1.65 -1.4% 115.26
High 117.29 116.80 -0.49 -0.4% 117.48
Low 115.52 115.24 -0.28 -0.2% 114.60
Close 115.97 116.59 0.62 0.5% 115.97
Range 1.77 1.56 -0.21 -12.0% 2.88
ATR 1.11 1.14 0.03 2.9% 0.00
Volume 226,519,190 184,083,906 -42,435,284 -18.7% 915,123,401
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 120.89 120.30 117.45
R3 119.33 118.74 117.02
R2 117.77 117.77 116.88
R1 117.18 117.18 116.74 117.48
PP 116.21 116.21 116.21 116.36
S1 115.62 115.62 116.45 115.92
S2 114.65 114.65 116.31
S3 113.09 114.06 116.16
S4 111.53 112.50 115.73
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
5 117.48 115.24 2.24 1.9% 1.22 1.1% 60% False True 190,534,766
10 117.48 113.87 3.61 3.1% 1.10 0.9% 75% False False 176,182,996
20 117.48 108.94 8.54 7.3% 1.08 0.9% 90% False False 173,132,246
Crabel Price Patterns
NR True
NR4 False
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 True
Bull Hook False
Stretch 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.43
2.618 120.88
1.618 119.32
1.000 118.36
0.618 117.76
HIGH 116.80
0.618 116.20
0.500 116.02
0.382 115.84
LOW 115.24
0.618 114.28
1.000 113.68
1.618 112.72
2.618 111.16
4.250 108.61
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 116.40 116.48
PP 116.21 116.38
S1 116.02 116.27

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

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