SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 131.00 129.52 -1.48 -1.1% 132.86
High 131.18 131.31 0.13 0.1% 133.16
Low 129.81 129.49 -0.32 -0.2% 129.49
Close 129.94 130.84 0.90 0.7% 130.84
Range 1.37 1.82 0.45 32.8% 3.67
ATR 1.65 1.67 0.01 0.7% 0.00
Volume 301,234,120 225,403,252 -75,830,868 -25.2% 1,071,396,948
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 136.01 135.24 131.84
R3 134.19 133.42 131.34
R2 132.37 132.37 131.17
R1 131.60 131.60 131.01 131.99
PP 130.55 130.55 130.55 130.74
S1 129.78 129.78 130.67 130.17
S2 128.73 128.73 130.51
S3 126.91 127.96 130.34
S4 125.09 126.14 129.84
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 142.17 140.18 132.86
R3 138.50 136.51 131.85
R2 134.83 134.83 131.51
R1 132.84 132.84 131.18 132.00
PP 131.16 131.16 131.16 130.74
S1 129.17 129.17 130.50 128.33
S2 127.49 127.49 130.17
S3 123.82 125.50 129.83
S4 120.15 121.83 128.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.16 129.49 3.67 2.8% 1.75 1.3% 37% False True 214,279,389
10 133.69 129.49 4.20 3.2% 1.72 1.3% 32% False True 212,346,496
20 134.69 129.49 5.20 4.0% 1.49 1.1% 26% False True 185,658,982
40 134.69 127.13 7.56 5.8% 1.31 1.0% 49% False False 165,683,043
60 134.69 123.75 10.94 8.4% 1.14 0.9% 65% False False 147,276,595
80 134.69 117.59 17.10 13.1% 1.13 0.9% 77% False False 153,370,071
100 134.69 116.02 18.67 14.3% 1.16 0.9% 79% False False 159,675,700
120 134.69 112.18 22.51 17.2% 1.19 0.9% 83% False False 164,869,840
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 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 139.05
2.618 136.07
1.618 134.25
1.000 133.13
0.618 132.43
HIGH 131.31
0.618 130.61
0.500 130.40
0.382 130.19
LOW 129.49
0.618 128.37
1.000 127.67
1.618 126.55
2.618 124.73
4.250 121.76
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 130.69 131.15
PP 130.55 131.04
S1 130.40 130.94

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

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