SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 137.76 137.31 -0.45 -0.3% 136.73
High 138.19 137.99 -0.20 -0.1% 137.20
Low 136.54 136.93 0.39 0.3% 135.50
Close 137.02 137.73 0.71 0.5% 136.93
Range 1.65 1.06 -0.59 -35.8% 1.70
ATR 1.27 1.26 -0.02 -1.2% 0.00
Volume 185,768,484 144,815,672 -40,952,812 -22.0% 501,173,328
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 140.73 140.29 138.31
R3 139.67 139.23 138.02
R2 138.61 138.61 137.92
R1 138.17 138.17 137.83 138.39
PP 137.55 137.55 137.55 137.66
S1 137.11 137.11 137.63 137.33
S2 136.49 136.49 137.54
S3 135.43 136.05 137.44
S4 134.37 134.99 137.15
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 141.64 140.99 137.87
R3 139.94 139.29 137.40
R2 138.24 138.24 137.24
R1 137.59 137.59 137.09 137.92
PP 136.54 136.54 136.54 136.71
S1 135.89 135.89 136.77 136.22
S2 134.84 134.84 136.62
S3 133.14 134.19 136.46
S4 131.44 132.49 136.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.19 135.80 2.39 1.7% 1.16 0.8% 81% False False 142,196,645
10 138.19 134.33 3.86 2.8% 1.13 0.8% 88% False False 142,285,107
20 138.19 132.21 5.98 4.3% 1.05 0.8% 92% False False 143,532,855
40 138.19 126.43 11.76 8.5% 1.14 0.8% 96% False False 143,072,293
60 138.19 120.03 18.16 13.2% 1.34 1.0% 97% False False 156,020,975
80 138.19 116.20 21.99 16.0% 1.53 1.1% 98% False False 172,677,500
100 138.19 115.06 23.13 16.8% 1.68 1.2% 98% False False 191,099,143
120 138.19 107.43 30.76 22.3% 1.91 1.4% 99% False False 211,705,301
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.50
2.618 140.77
1.618 139.71
1.000 139.05
0.618 138.65
HIGH 137.99
0.618 137.59
0.500 137.46
0.382 137.33
LOW 136.93
0.618 136.27
1.000 135.87
1.618 135.21
2.618 134.15
4.250 132.43
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 137.64 137.61
PP 137.55 137.49
S1 137.46 137.37

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

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