SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 132.40 133.37 0.97 0.7% 132.82
High 133.62 133.63 0.01 0.0% 133.69
Low 132.39 131.60 -0.79 -0.6% 130.35
Close 133.47 132.47 -1.00 -0.7% 132.47
Range 1.23 2.03 0.80 65.0% 3.34
ATR 1.48 1.52 0.04 2.6% 0.00
Volume 175,902,028 276,989,150 101,087,122 57.5% 1,052,068,017
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 138.66 137.59 133.59
R3 136.63 135.56 133.03
R2 134.60 134.60 132.84
R1 133.53 133.53 132.66 133.05
PP 132.57 132.57 132.57 132.33
S1 131.50 131.50 132.28 131.02
S2 130.54 130.54 132.10
S3 128.51 129.47 131.91
S4 126.48 127.44 131.35
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 142.19 140.67 134.31
R3 138.85 137.33 133.39
R2 135.51 135.51 133.08
R1 133.99 133.99 132.78 133.08
PP 132.17 132.17 132.17 131.72
S1 130.65 130.65 132.16 129.74
S2 128.83 128.83 131.86
S3 125.49 127.31 131.55
S4 122.15 123.97 130.63
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% 1.69 1.3% 63% False False 210,413,603
10 134.69 129.70 4.99 3.8% 1.61 1.2% 56% False False 204,333,871
20 134.69 129.70 4.99 3.8% 1.31 1.0% 56% False False 164,817,252
40 134.69 126.15 8.54 6.4% 1.21 0.9% 74% False False 154,350,304
60 134.69 122.41 12.28 9.3% 1.07 0.8% 82% False False 140,403,029
80 134.69 117.59 17.10 12.9% 1.11 0.8% 87% False False 152,063,782
100 134.69 115.65 19.04 14.4% 1.14 0.9% 88% False False 158,738,546
120 134.69 111.98 22.71 17.1% 1.17 0.9% 90% False False 164,173,867
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142.26
2.618 138.94
1.618 136.91
1.000 135.66
0.618 134.88
HIGH 133.63
0.618 132.85
0.500 132.62
0.382 132.38
LOW 131.60
0.618 130.35
1.000 129.57
1.618 128.32
2.618 126.29
4.250 122.97
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 132.62 132.31
PP 132.57 132.15
S1 132.52 131.99

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

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