SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 116.97 117.63 0.66 0.6% 115.26
High 117.43 118.17 0.74 0.6% 117.48
Low 116.60 116.51 -0.09 -0.1% 114.60
Close 116.84 116.65 -0.19 -0.2% 115.97
Range 0.83 1.66 0.83 100.5% 2.88
ATR 1.11 1.15 0.04 3.5% 0.00
Volume 196,071,714 223,207,827 27,136,113 13.8% 915,123,401
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 122.08 121.02 117.56
R3 120.42 119.36 117.11
R2 118.77 118.77 116.95
R1 117.71 117.71 116.80 117.41
PP 117.11 117.11 117.11 116.96
S1 116.05 116.05 116.50 115.75
S2 115.45 115.45 116.35
S3 113.80 114.39 116.19
S4 112.14 112.74 115.74
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
5 118.17 115.24 2.93 2.5% 1.39 1.2% 48% True False 202,515,578
10 118.17 114.60 3.57 3.1% 1.15 1.0% 57% True False 186,310,790
20 118.17 110.11 8.06 6.9% 1.03 0.9% 81% True False 171,119,703
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 0.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125.21
2.618 122.50
1.618 120.85
1.000 119.82
0.618 119.19
HIGH 118.17
0.618 117.53
0.500 117.34
0.382 117.14
LOW 116.51
0.618 115.49
1.000 114.85
1.618 113.83
2.618 112.17
4.250 109.47
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 117.34 117.27
PP 117.11 117.07
S1 116.88 116.86

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

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