SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 130.75 132.40 1.65 1.3% 133.12
High 131.82 133.62 1.80 1.4% 133.86
Low 130.35 132.39 2.04 1.6% 129.70
Close 131.21 133.47 2.26 1.7% 132.33
Range 1.47 1.23 -0.24 -16.3% 4.16
ATR 1.41 1.48 0.07 5.0% 0.00
Volume 200,066,732 175,902,028 -24,164,704 -12.1% 861,449,754
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 136.85 136.39 134.15
R3 135.62 135.16 133.81
R2 134.39 134.39 133.70
R1 133.93 133.93 133.58 134.16
PP 133.16 133.16 133.16 133.28
S1 132.70 132.70 133.36 132.93
S2 131.93 131.93 133.24
S3 130.70 131.47 133.13
S4 129.47 130.24 132.79
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
5 133.69 130.35 3.34 2.5% 1.49 1.1% 93% False False 183,313,448
10 134.69 129.70 4.99 3.7% 1.52 1.1% 76% False False 187,611,127
20 134.69 129.57 5.12 3.8% 1.28 1.0% 76% False False 158,254,001
40 134.69 126.15 8.54 6.4% 1.19 0.9% 86% False False 150,772,113
60 134.69 122.41 12.28 9.2% 1.05 0.8% 90% False False 139,225,630
80 134.69 117.59 17.10 12.8% 1.10 0.8% 93% False False 150,545,942
100 134.69 115.65 19.04 14.3% 1.13 0.8% 94% False False 156,997,895
120 134.69 111.98 22.71 17.0% 1.16 0.9% 95% False False 163,348,527
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 False
Bull Hook False
Stretch 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 138.85
2.618 136.84
1.618 135.61
1.000 134.85
0.618 134.38
HIGH 133.62
0.618 133.15
0.500 133.01
0.382 132.86
LOW 132.39
0.618 131.63
1.000 131.16
1.618 130.40
2.618 129.17
4.250 127.16
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 133.32 132.99
PP 133.16 132.50
S1 133.01 132.02

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

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