SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 129.72 128.93 -0.79 -0.6% 129.99
High 129.89 130.00 0.11 0.1% 130.48
Low 129.17 128.32 -0.85 -0.7% 125.28
Close 129.29 129.66 0.37 0.3% 127.76
Range 0.72 1.68 0.96 133.3% 5.20
ATR 1.83 1.82 -0.01 -0.6% 0.00
Volume 129,569,159 148,215,781 18,646,622 14.4% 1,542,503,020
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 134.37 133.69 130.58
R3 132.69 132.01 130.12
R2 131.01 131.01 129.97
R1 130.33 130.33 129.81 130.67
PP 129.33 129.33 129.33 129.50
S1 128.65 128.65 129.51 128.99
S2 127.65 127.65 129.35
S3 125.97 126.97 129.20
S4 124.29 125.29 128.74
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
5 130.01 127.10 2.91 2.2% 1.17 0.9% 88% False False 183,042,473
10 131.31 125.28 6.03 4.7% 1.66 1.3% 73% False False 250,070,976
20 133.69 125.28 8.41 6.5% 1.67 1.3% 52% False False 224,957,453
40 134.69 125.28 9.41 7.3% 1.43 1.1% 47% False False 187,026,526
60 134.69 125.28 9.41 7.3% 1.26 1.0% 47% False False 165,169,995
80 134.69 117.74 16.95 13.1% 1.18 0.9% 70% False False 159,979,933
100 134.69 117.59 17.10 13.2% 1.19 0.9% 71% False False 164,638,354
120 134.69 113.18 21.51 16.6% 1.21 0.9% 77% False False 167,358,284
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 137.14
2.618 134.40
1.618 132.72
1.000 131.68
0.618 131.04
HIGH 130.00
0.618 129.36
0.500 129.16
0.382 128.96
LOW 128.32
0.618 127.28
1.000 126.64
1.618 125.60
2.618 123.92
4.250 121.18
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 129.49 129.50
PP 129.33 129.33
S1 129.16 129.17

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

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