SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 130.87 132.55 1.68 1.3% 129.35
High 131.90 133.16 1.26 1.0% 131.87
Low 130.44 132.36 1.92 1.5% 128.32
Close 131.86 132.77 0.91 0.7% 131.30
Range 1.46 0.80 -0.66 -45.2% 3.55
ATR 1.67 1.64 -0.03 -1.6% 0.00
Volume 129,255,860 135,670,521 6,414,661 5.0% 745,562,635
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 135.16 134.77 133.21
R3 134.36 133.97 132.99
R2 133.56 133.56 132.92
R1 133.17 133.17 132.84 133.37
PP 132.76 132.76 132.76 132.86
S1 132.37 132.37 132.70 132.57
S2 131.96 131.96 132.62
S3 131.16 131.57 132.55
S4 130.36 130.77 132.33
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
5 133.16 129.67 3.49 2.6% 1.13 0.8% 89% True False 137,558,916
10 133.16 127.10 6.06 4.6% 1.15 0.9% 94% True False 160,300,694
20 133.63 125.28 8.35 6.3% 1.55 1.2% 90% False False 209,307,755
40 134.69 125.28 9.41 7.1% 1.40 1.1% 80% False False 182,324,456
60 134.69 125.28 9.41 7.1% 1.31 1.0% 80% False False 169,640,823
80 134.69 122.41 12.28 9.2% 1.17 0.9% 84% False False 155,825,934
100 134.69 117.59 17.10 12.9% 1.18 0.9% 89% False False 162,345,237
120 134.69 115.61 19.08 14.4% 1.20 0.9% 90% False False 165,730,577
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 136.56
2.618 135.25
1.618 134.45
1.000 133.96
0.618 133.65
HIGH 133.16
0.618 132.85
0.500 132.76
0.382 132.67
LOW 132.36
0.618 131.87
1.000 131.56
1.618 131.07
2.618 130.27
4.250 128.96
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 132.77 132.45
PP 132.76 132.12
S1 132.76 131.80

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

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