SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 129.99 126.59 -3.40 -2.6% 132.86
High 130.48 129.33 -1.15 -0.9% 133.16
Low 129.06 126.50 -2.56 -2.0% 129.49
Close 130.05 128.56 -1.49 -1.1% 130.84
Range 1.42 2.83 1.41 99.3% 3.67
ATR 1.67 1.81 0.13 8.0% 0.00
Volume 234,935,586 357,941,760 123,006,174 52.4% 1,071,396,948
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 136.62 135.42 130.12
R3 133.79 132.59 129.34
R2 130.96 130.96 129.08
R1 129.76 129.76 128.82 130.36
PP 128.13 128.13 128.13 128.43
S1 126.93 126.93 128.30 127.53
S2 125.30 125.30 128.04
S3 122.47 124.10 127.78
S4 119.64 121.27 127.00
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
5 132.80 126.50 6.30 4.9% 1.73 1.3% 33% False True 254,651,561
10 133.63 126.50 7.13 5.5% 1.77 1.4% 29% False True 231,723,220
20 134.69 126.50 8.19 6.4% 1.60 1.2% 25% False True 203,343,376
40 134.69 126.50 8.19 6.4% 1.37 1.1% 25% False True 174,340,344
60 134.69 123.82 10.87 8.5% 1.18 0.9% 44% False False 151,511,490
80 134.69 117.74 16.95 13.2% 1.15 0.9% 64% False False 154,883,824
100 134.69 117.21 17.48 13.6% 1.17 0.9% 65% False False 160,803,358
120 134.69 112.18 22.51 17.5% 1.20 0.9% 73% False False 165,981,114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 31 trading days
Fibonacci Retracements and Extensions
4.250 141.36
2.618 136.74
1.618 133.91
1.000 132.16
0.618 131.08
HIGH 129.33
0.618 128.25
0.500 127.92
0.382 127.58
LOW 126.50
0.618 124.75
1.000 123.67
1.618 121.92
2.618 119.09
4.250 114.47
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 128.35 128.91
PP 128.13 128.79
S1 127.92 128.68

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

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