SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 132.86 131.64 -1.22 -0.9% 132.82
High 133.16 133.00 -0.16 -0.1% 133.69
Low 130.74 131.07 0.34 0.3% 130.35
Close 131.43 132.58 1.15 0.9% 132.47
Range 2.42 1.93 -0.49 -20.4% 3.34
ATR 1.59 1.61 0.02 1.5% 0.00
Volume 216,583,217 174,433,269 -42,149,948 -19.5% 1,052,068,017
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 138.01 137.22 133.64
R3 136.08 135.29 133.11
R2 134.15 134.15 132.93
R1 133.36 133.36 132.76 133.76
PP 132.22 132.22 132.22 132.41
S1 131.43 131.43 132.40 131.83
S2 130.29 130.29 132.23
S3 128.36 129.50 132.05
S4 126.43 127.57 131.52
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
5 133.63 130.35 3.28 2.5% 1.82 1.4% 68% False False 208,794,879
10 133.69 129.70 3.99 3.0% 1.74 1.3% 72% False False 207,172,532
20 134.69 129.70 4.99 3.8% 1.43 1.1% 58% False False 172,022,676
40 134.69 126.20 8.49 6.4% 1.26 0.9% 75% False False 157,166,687
60 134.69 123.73 10.96 8.3% 1.11 0.8% 81% False False 142,571,663
80 134.69 117.59 17.10 12.9% 1.13 0.8% 88% False False 151,868,462
100 134.69 116.02 18.67 14.1% 1.16 0.9% 89% False False 158,892,019
120 134.69 112.18 22.51 17.0% 1.18 0.9% 91% False False 164,283,955
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 141.20
2.618 138.05
1.618 136.12
1.000 134.93
0.618 134.19
HIGH 133.00
0.618 132.26
0.500 132.04
0.382 131.81
LOW 131.07
0.618 129.88
1.000 129.14
1.618 127.95
2.618 126.02
4.250 122.87
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 132.40 132.45
PP 132.22 132.32
S1 132.04 132.18

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

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