SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 128.15 128.00 -0.15 -0.1% 132.86
High 128.57 128.39 -0.18 -0.1% 133.16
Low 125.28 127.10 1.82 1.5% 129.49
Close 126.18 127.85 1.68 1.3% 130.84
Range 3.29 1.29 -2.00 -60.8% 3.67
ATR 1.91 1.93 0.02 1.1% 0.00
Volume 465,982,680 253,963,153 -212,019,527 -45.5% 1,071,396,948
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 131.65 131.04 128.56
R3 130.36 129.75 128.20
R2 129.07 129.07 128.09
R1 128.46 128.46 127.97 128.12
PP 127.78 127.78 127.78 127.61
S1 127.17 127.17 127.73 126.83
S2 126.49 126.49 127.61
S3 125.20 125.88 127.50
S4 123.91 124.59 127.14
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
5 131.31 125.28 6.03 4.7% 2.13 1.7% 43% False False 307,645,286
10 133.63 125.28 8.35 6.5% 1.96 1.5% 31% False False 266,120,927
20 134.69 125.28 9.41 7.4% 1.74 1.4% 27% False False 226,866,027
40 134.69 125.28 9.41 7.4% 1.43 1.1% 27% False False 185,692,910
60 134.69 124.87 9.82 7.7% 1.23 1.0% 30% False False 159,178,988
80 134.69 117.74 16.95 13.3% 1.18 0.9% 60% False False 159,455,140
100 134.69 117.26 17.43 13.6% 1.19 0.9% 61% False False 164,707,157
120 134.69 113.18 21.51 16.8% 1.22 1.0% 68% False False 168,549,644
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 133.87
2.618 131.77
1.618 130.48
1.000 129.68
0.618 129.19
HIGH 128.39
0.618 127.90
0.500 127.75
0.382 127.59
LOW 127.10
0.618 126.30
1.000 125.81
1.618 125.01
2.618 123.72
4.250 121.62
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 127.82 127.67
PP 127.78 127.49
S1 127.75 127.31

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

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