SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 133.57 130.75 -2.82 -2.1% 133.12
High 133.69 131.82 -1.87 -1.4% 133.86
Low 130.89 130.35 -0.54 -0.4% 129.70
Close 130.93 131.21 0.28 0.2% 132.33
Range 2.80 1.47 -1.33 -47.5% 4.16
ATR 1.41 1.41 0.00 0.3% 0.00
Volume 257,732,133 200,066,732 -57,665,401 -22.4% 861,449,754
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 135.54 134.84 132.02
R3 134.07 133.37 131.61
R2 132.60 132.60 131.48
R1 131.90 131.90 131.34 132.25
PP 131.13 131.13 131.13 131.30
S1 130.43 130.43 131.08 130.78
S2 129.66 129.66 130.94
S3 128.19 128.96 130.81
S4 126.72 127.49 130.40
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% 1.59 1.2% 38% False False 200,157,710
10 134.69 129.70 4.99 3.8% 1.48 1.1% 30% False False 183,024,797
20 134.69 129.57 5.12 3.9% 1.24 0.9% 32% False False 155,341,158
40 134.69 126.15 8.54 6.5% 1.19 0.9% 59% False False 149,807,358
60 134.69 122.41 12.28 9.4% 1.04 0.8% 72% False False 137,998,660
80 134.69 117.59 17.10 13.0% 1.09 0.8% 80% False False 150,604,607
100 134.69 115.61 19.08 14.5% 1.13 0.9% 82% False False 157,015,142
120 134.69 110.87 23.82 18.2% 1.15 0.9% 85% False False 162,947,278
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138.07
2.618 135.67
1.618 134.20
1.000 133.29
0.618 132.73
HIGH 131.82
0.618 131.26
0.500 131.09
0.382 130.91
LOW 130.35
0.618 129.44
1.000 128.88
1.618 127.97
2.618 126.50
4.250 124.10
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 131.17 132.02
PP 131.13 131.75
S1 131.09 131.48

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

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