SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 132.32 131.00 -1.32 -1.0% 132.82
High 132.80 131.18 -1.62 -1.2% 133.69
Low 131.60 129.81 -1.79 -1.4% 130.35
Close 132.39 129.94 -2.45 -1.9% 132.47
Range 1.20 1.37 0.17 14.2% 3.34
ATR 1.58 1.65 0.07 4.5% 0.00
Volume 153,743,090 301,234,120 147,491,030 95.9% 1,052,068,017
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 134.42 133.55 130.69
R3 133.05 132.18 130.31
R2 131.68 131.68 130.19
R1 130.81 130.81 130.06 130.56
PP 130.31 130.31 130.31 130.18
S1 129.44 129.44 129.81 129.19
S2 128.94 128.94 129.69
S3 127.57 128.07 129.56
S4 126.20 126.70 129.18
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
5 133.63 129.81 3.82 2.9% 1.79 1.4% 3% False True 224,596,569
10 133.69 129.81 3.88 3.0% 1.64 1.3% 3% False True 203,955,008
20 134.69 129.70 4.99 3.8% 1.46 1.1% 5% False False 182,514,095
40 134.69 127.13 7.56 5.8% 1.28 1.0% 37% False False 162,731,579
60 134.69 123.75 10.94 8.4% 1.13 0.9% 57% False False 145,969,954
80 134.69 117.59 17.10 13.2% 1.12 0.9% 72% False False 152,598,288
100 134.69 116.02 18.67 14.4% 1.15 0.9% 75% False False 158,833,030
120 134.69 112.18 22.51 17.3% 1.19 0.9% 79% False False 164,779,344
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.00
2.618 134.77
1.618 133.40
1.000 132.55
0.618 132.03
HIGH 131.18
0.618 130.66
0.500 130.50
0.382 130.33
LOW 129.81
0.618 128.96
1.000 128.44
1.618 127.59
2.618 126.22
4.250 123.99
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 130.50 131.41
PP 130.31 130.92
S1 130.12 130.43

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

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