SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 128.00 128.84 0.84 0.7% 129.99
High 128.39 128.88 0.49 0.4% 130.48
Low 127.10 127.51 0.41 0.3% 125.28
Close 127.85 127.76 -0.09 -0.1% 127.76
Range 1.29 1.37 0.08 6.2% 5.20
ATR 1.93 1.89 -0.04 -2.1% 0.00
Volume 253,963,153 229,679,841 -24,283,312 -9.6% 1,542,503,020
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 132.16 131.33 128.51
R3 130.79 129.96 128.14
R2 129.42 129.42 128.01
R1 128.59 128.59 127.89 128.32
PP 128.05 128.05 128.05 127.92
S1 127.22 127.22 127.63 126.95
S2 126.68 126.68 127.51
S3 125.31 125.85 127.38
S4 123.94 124.48 127.01
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 143.44 140.80 130.62
R3 138.24 135.60 129.19
R2 133.04 133.04 128.71
R1 130.40 130.40 128.24 129.12
PP 127.84 127.84 127.84 127.20
S1 125.20 125.20 127.28 123.92
S2 122.64 122.64 126.81
S3 117.44 120.00 126.33
S4 112.24 114.80 124.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.48 125.28 5.20 4.1% 2.04 1.6% 48% False False 308,500,604
10 133.16 125.28 7.88 6.2% 1.89 1.5% 31% False False 261,389,996
20 134.69 125.28 9.41 7.4% 1.75 1.4% 26% False False 232,861,933
40 134.69 125.28 9.41 7.4% 1.43 1.1% 26% False False 187,047,132
60 134.69 125.04 9.65 7.6% 1.24 1.0% 28% False False 161,426,172
80 134.69 117.74 16.95 13.3% 1.18 0.9% 59% False False 160,059,157
100 134.69 117.26 17.43 13.6% 1.19 0.9% 60% False False 165,494,760
120 134.69 113.18 21.51 16.8% 1.22 1.0% 68% False False 169,392,053
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.70
2.618 132.47
1.618 131.10
1.000 130.25
0.618 129.73
HIGH 128.88
0.618 128.36
0.500 128.20
0.382 128.03
LOW 127.51
0.618 126.66
1.000 126.14
1.618 125.29
2.618 123.92
4.250 121.69
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 128.20 127.53
PP 128.05 127.31
S1 127.91 127.08

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

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