SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 130.40 131.24 0.84 0.6% 129.35
High 131.09 131.87 0.78 0.6% 131.87
Low 129.67 130.89 1.22 0.9% 128.32
Close 130.90 131.30 0.40 0.3% 131.30
Range 1.42 0.98 -0.44 -31.1% 3.55
ATR 1.80 1.74 -0.06 -3.3% 0.00
Volume 158,359,629 155,633,634 -2,725,995 -1.7% 745,562,635
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 134.29 133.77 131.84
R3 133.31 132.79 131.57
R2 132.33 132.33 131.48
R1 131.82 131.82 131.39 132.07
PP 131.35 131.35 131.35 131.48
S1 130.84 130.84 131.21 131.10
S2 130.38 130.38 131.12
S3 129.40 129.86 131.03
S4 128.42 128.88 130.76
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 141.15 139.77 133.25
R3 137.60 136.22 132.28
R2 134.05 134.05 131.95
R1 132.67 132.67 131.63 133.36
PP 130.50 130.50 130.50 130.84
S1 129.12 129.12 130.97 129.81
S2 126.95 126.95 130.65
S3 123.40 125.57 130.32
S4 119.85 122.02 129.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.87 128.32 3.55 2.7% 1.12 0.9% 84% True False 149,112,527
10 131.87 125.28 6.59 5.0% 1.58 1.2% 91% True False 228,806,565
20 133.69 125.28 8.41 6.4% 1.65 1.3% 72% False False 220,576,531
40 134.69 125.28 9.41 7.2% 1.45 1.1% 64% False False 188,267,881
60 134.69 125.28 9.41 7.2% 1.29 1.0% 64% False False 168,516,066
80 134.69 120.19 14.50 11.0% 1.17 0.9% 77% False False 158,191,758
100 134.69 117.59 17.10 13.0% 1.19 0.9% 80% False False 164,597,855
120 134.69 114.67 20.02 15.2% 1.20 0.9% 83% False False 167,136,927
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 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136.03
2.618 134.43
1.618 133.45
1.000 132.85
0.618 132.47
HIGH 131.87
0.618 131.50
0.500 131.38
0.382 131.27
LOW 130.89
0.618 130.29
1.000 129.91
1.618 129.31
2.618 128.33
4.250 126.74
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 131.38 130.90
PP 131.35 130.50
S1 131.33 130.10

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

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