SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 132.82 133.57 0.75 0.6% 133.12
High 133.32 133.69 0.37 0.3% 133.86
Low 132.38 130.89 -1.49 -1.1% 129.70
Close 133.15 130.93 -2.22 -1.7% 132.33
Range 0.94 2.80 1.86 197.9% 4.16
ATR 1.30 1.41 0.11 8.2% 0.00
Volume 141,377,974 257,732,133 116,354,159 82.3% 861,449,754
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 140.24 138.38 132.47
R3 137.44 135.58 131.70
R2 134.64 134.64 131.44
R1 132.78 132.78 131.19 132.31
PP 131.84 131.84 131.84 131.60
S1 129.98 129.98 130.67 129.51
S2 129.04 129.04 130.42
S3 126.24 127.18 130.16
S4 123.44 124.38 129.39
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 144.44 142.55 134.62
R3 140.28 138.39 133.47
R2 136.12 136.12 133.09
R1 134.23 134.23 132.71 133.10
PP 131.96 131.96 131.96 131.40
S1 130.07 130.07 131.95 128.94
S2 127.80 127.80 131.57
S3 123.64 125.91 131.19
S4 119.48 121.75 130.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.69 129.70 3.99 3.0% 1.67 1.3% 31% True False 205,550,185
10 134.69 129.70 4.99 3.8% 1.42 1.1% 25% False False 174,963,532
20 134.69 129.38 5.31 4.1% 1.25 1.0% 29% False False 153,683,887
40 134.69 126.15 8.54 6.5% 1.18 0.9% 56% False False 148,268,583
60 134.69 122.11 12.58 9.6% 1.03 0.8% 70% False False 137,184,523
80 134.69 117.59 17.10 13.1% 1.09 0.8% 78% False False 150,786,603
100 134.69 115.19 19.50 14.9% 1.13 0.9% 81% False False 156,661,802
120 134.69 110.62 24.07 18.4% 1.15 0.9% 84% False False 162,504,614
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 0.32
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 145.59
2.618 141.02
1.618 138.22
1.000 136.49
0.618 135.42
HIGH 133.69
0.618 132.62
0.500 132.29
0.382 131.96
LOW 130.89
0.618 129.16
1.000 128.09
1.618 126.36
2.618 123.56
4.250 118.99
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 132.29 132.29
PP 131.84 131.84
S1 131.38 131.38

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

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