SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 133.37 132.86 -0.51 -0.4% 132.82
High 133.63 133.16 -0.47 -0.4% 133.69
Low 131.60 130.74 -0.87 -0.7% 130.35
Close 132.47 131.43 -1.04 -0.8% 132.47
Range 2.03 2.42 0.39 19.4% 3.34
ATR 1.52 1.59 0.06 4.2% 0.00
Volume 276,989,150 216,583,217 -60,405,933 -21.8% 1,052,068,017
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 139.05 137.66 132.76
R3 136.62 135.24 132.10
R2 134.20 134.20 131.87
R1 132.81 132.81 131.65 132.29
PP 131.77 131.77 131.77 131.51
S1 130.39 130.39 131.21 129.87
S2 129.35 129.35 130.99
S3 126.93 127.97 130.76
S4 124.50 125.54 130.10
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% 1.99 1.5% 32% False False 225,454,652
10 133.86 129.70 4.16 3.2% 1.79 1.4% 42% False False 213,010,098
20 134.69 129.70 4.99 3.8% 1.38 1.0% 35% False False 168,917,481
40 134.69 126.15 8.54 6.5% 1.25 1.0% 62% False False 156,704,868
60 134.69 123.15 11.54 8.8% 1.09 0.8% 72% False False 141,716,632
80 134.69 117.59 17.10 13.0% 1.12 0.9% 81% False False 152,445,494
100 134.69 116.02 18.67 14.2% 1.15 0.9% 83% False False 159,086,828
120 134.69 111.98 22.71 17.3% 1.18 0.9% 86% False False 164,233,986
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 143.46
2.618 139.51
1.618 137.08
1.000 135.58
0.618 134.66
HIGH 133.16
0.618 132.23
0.500 131.95
0.382 131.66
LOW 130.74
0.618 129.24
1.000 128.31
1.618 126.81
2.618 124.39
4.250 120.43
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 131.95 132.18
PP 131.77 131.93
S1 131.60 131.68

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

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