SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary
Previous Current
28-Mar-2011 29-Mar-2011 Change Change % Previous Week
Open 131.58 130.87 -0.71 -0.5% 129.35
High 131.92 131.90 -0.02 0.0% 131.87
Low 130.94 130.44 -0.50 -0.4% 128.32
Close 130.98 131.86 0.88 0.7% 131.30
Range 0.98 1.46 0.48 49.0% 3.55
ATR 1.68 1.67 -0.02 -0.9% 0.00
Volume 108,874,938 129,255,860 20,380,922 18.7% 745,562,635
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 135.78 135.28 132.66
R3 134.32 133.82 132.26
R2 132.86 132.86 132.13
R1 132.36 132.36 131.99 132.61
PP 131.40 131.40 131.40 131.53
S1 130.90 130.90 131.73 131.15
S2 129.94 129.94 131.59
S3 128.48 129.44 131.46
S4 127.02 127.98 131.06
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
5 131.92 128.32 3.60 2.7% 1.30 1.0% 98% False False 140,067,968
10 131.92 125.28 6.64 5.0% 1.40 1.1% 99% False False 193,331,910
20 133.63 125.28 8.35 6.3% 1.59 1.2% 79% False False 212,527,565
40 134.69 125.28 9.41 7.1% 1.42 1.1% 70% False False 183,105,726
60 134.69 125.28 9.41 7.1% 1.31 1.0% 70% False False 169,688,244
80 134.69 122.11 12.58 9.5% 1.17 0.9% 78% False False 156,020,284
100 134.69 117.59 17.10 13.0% 1.19 0.9% 83% False False 163,134,796
120 134.69 115.19 19.50 14.8% 1.20 0.9% 85% False False 165,972,762
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 138.11
2.618 135.72
1.618 134.26
1.000 133.36
0.618 132.80
HIGH 131.90
0.618 131.34
0.500 131.17
0.382 131.00
LOW 130.44
0.618 129.54
1.000 128.98
1.618 128.08
2.618 126.62
4.250 124.24
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 131.63 131.63
PP 131.40 131.41
S1 131.17 131.18

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

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