SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 128.84 129.35 0.51 0.4% 129.99
High 128.88 130.01 1.13 0.9% 130.48
Low 127.51 129.20 1.69 1.3% 125.28
Close 127.76 129.74 1.98 1.5% 127.76
Range 1.37 0.81 -0.56 -40.9% 5.20
ATR 1.89 1.92 0.03 1.3% 0.00
Volume 229,679,841 153,784,432 -75,895,409 -33.0% 1,542,503,020
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 132.08 131.72 130.19
R3 131.27 130.91 129.96
R2 130.46 130.46 129.89
R1 130.10 130.10 129.81 130.28
PP 129.65 129.65 129.65 129.74
S1 129.29 129.29 129.67 129.47
S2 128.84 128.84 129.59
S3 128.03 128.48 129.52
S4 127.22 127.67 129.29
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
5 130.01 125.28 4.73 3.6% 1.92 1.5% 94% True False 292,270,373
10 133.00 125.28 7.72 6.0% 1.73 1.3% 58% False False 255,110,118
20 133.86 125.28 8.58 6.6% 1.76 1.4% 52% False False 234,060,108
40 134.69 125.28 9.41 7.3% 1.42 1.1% 47% False False 187,107,412
60 134.69 125.04 9.65 7.4% 1.25 1.0% 49% False False 162,675,529
80 134.69 117.74 16.95 13.1% 1.18 0.9% 71% False False 159,208,228
100 134.69 117.26 17.43 13.4% 1.19 0.9% 72% False False 165,443,723
120 134.69 113.18 21.51 16.6% 1.21 0.9% 77% False False 168,931,124
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 133.45
2.618 132.13
1.618 131.32
1.000 130.82
0.618 130.51
HIGH 130.01
0.618 129.70
0.500 129.61
0.382 129.51
LOW 129.20
0.618 128.70
1.000 128.39
1.618 127.89
2.618 127.08
4.250 125.76
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 129.70 129.35
PP 129.65 128.95
S1 129.61 128.56

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

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