SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 128.93 130.40 1.47 1.1% 129.99
High 130.00 131.09 1.09 0.8% 130.48
Low 128.32 129.67 1.35 1.1% 125.28
Close 129.66 130.90 1.24 1.0% 127.76
Range 1.68 1.42 -0.26 -15.5% 5.20
ATR 1.82 1.80 -0.03 -1.5% 0.00
Volume 148,215,781 158,359,629 10,143,848 6.8% 1,542,503,020
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 134.81 134.28 131.68
R3 133.39 132.86 131.29
R2 131.97 131.97 131.16
R1 131.44 131.44 131.03 131.71
PP 130.55 130.55 130.55 130.69
S1 130.02 130.02 130.77 130.29
S2 129.13 129.13 130.64
S3 127.71 128.60 130.51
S4 126.29 127.18 130.12
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
5 131.09 127.51 3.58 2.7% 1.20 0.9% 95% True False 163,921,768
10 131.31 125.28 6.03 4.6% 1.67 1.3% 93% False False 235,783,527
20 133.69 125.28 8.41 6.4% 1.65 1.3% 67% False False 219,869,268
40 134.69 125.28 9.41 7.2% 1.45 1.1% 60% False False 187,457,101
60 134.69 125.28 9.41 7.2% 1.28 1.0% 60% False False 166,888,352
80 134.69 117.81 16.88 12.9% 1.18 0.9% 78% False False 159,166,358
100 134.69 117.59 17.10 13.1% 1.20 0.9% 78% False False 164,780,145
120 134.69 113.18 21.51 16.4% 1.21 0.9% 82% False False 167,223,311
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.13
2.618 134.81
1.618 133.39
1.000 132.51
0.618 131.97
HIGH 131.09
0.618 130.55
0.500 130.38
0.382 130.21
LOW 129.67
0.618 128.79
1.000 128.25
1.618 127.37
2.618 125.95
4.250 123.64
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 130.73 130.50
PP 130.55 130.10
S1 130.38 129.71

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

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