SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 129.35 129.72 0.37 0.3% 129.99
High 130.01 129.89 -0.12 -0.1% 130.48
Low 129.20 129.17 -0.03 0.0% 125.28
Close 129.74 129.29 -0.45 -0.3% 127.76
Range 0.81 0.72 -0.09 -11.1% 5.20
ATR 1.92 1.83 -0.09 -4.5% 0.00
Volume 153,784,432 129,569,159 -24,215,273 -15.7% 1,542,503,020
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 131.61 131.17 129.69
R3 130.89 130.45 129.49
R2 130.17 130.17 129.42
R1 129.73 129.73 129.36 129.59
PP 129.45 129.45 129.45 129.38
S1 129.01 129.01 129.22 128.87
S2 128.73 128.73 129.16
S3 128.01 128.29 129.09
S4 127.29 127.57 128.89
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 3.7% 1.50 1.2% 85% False False 246,595,853
10 132.80 125.28 7.52 5.8% 1.61 1.2% 53% False False 250,623,707
20 133.69 125.28 8.41 6.5% 1.68 1.3% 48% False False 228,898,119
40 134.69 125.28 9.41 7.3% 1.42 1.1% 43% False False 187,505,534
60 134.69 125.04 9.65 7.5% 1.25 1.0% 44% False False 163,667,471
80 134.69 117.74 16.95 13.1% 1.17 0.9% 68% False False 159,077,332
100 134.69 117.59 17.10 13.2% 1.18 0.9% 68% False False 164,840,553
120 134.69 113.18 21.51 16.6% 1.21 0.9% 75% False False 168,514,396
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 132.95
2.618 131.77
1.618 131.05
1.000 130.61
0.618 130.33
HIGH 129.89
0.618 129.61
0.500 129.53
0.382 129.45
LOW 129.17
0.618 128.73
1.000 128.45
1.618 128.01
2.618 127.29
4.250 126.11
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 129.53 129.11
PP 129.45 128.94
S1 129.37 128.76

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

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