SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 137.31 137.64 0.33 0.2% 136.03
High 137.99 137.82 -0.17 -0.1% 138.19
Low 136.93 137.00 0.07 0.1% 135.80
Close 137.73 137.31 -0.42 -0.3% 137.31
Range 1.06 0.82 -0.24 -22.6% 2.39
ATR 1.26 1.23 -0.03 -2.5% 0.00
Volume 144,815,672 120,567,070 -24,248,602 -16.7% 726,052,273
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 139.84 139.39 137.76
R3 139.02 138.57 137.54
R2 138.20 138.20 137.46
R1 137.75 137.75 137.39 137.57
PP 137.38 137.38 137.38 137.28
S1 136.93 136.93 137.23 136.75
S2 136.56 136.56 137.16
S3 135.74 136.11 137.08
S4 134.92 135.29 136.86
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 144.27 143.18 138.62
R3 141.88 140.79 137.97
R2 139.49 139.49 137.75
R1 138.40 138.40 137.53 138.95
PP 137.10 137.10 137.10 137.37
S1 136.01 136.01 137.09 136.56
S2 134.71 134.71 136.87
S3 132.32 133.62 136.65
S4 129.93 131.23 136.00
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% 1.21 0.9% 63% False False 145,210,454
10 138.19 135.50 2.69 2.0% 1.03 0.7% 67% False False 135,699,207
20 138.19 133.64 4.55 3.3% 1.05 0.8% 81% False False 143,911,972
40 138.19 126.43 11.76 8.6% 1.13 0.8% 93% False False 142,913,317
60 138.19 120.03 18.16 13.2% 1.33 1.0% 95% False False 154,282,390
80 138.19 116.20 21.99 16.0% 1.52 1.1% 96% False False 171,069,461
100 138.19 116.20 21.99 16.0% 1.67 1.2% 96% False False 189,178,819
120 138.19 107.43 30.76 22.4% 1.88 1.4% 97% False False 209,542,544
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 3 trading days
Fibonacci Retracements and Extensions
4.250 141.31
2.618 139.97
1.618 139.15
1.000 138.64
0.618 138.33
HIGH 137.82
0.618 137.51
0.500 137.41
0.382 137.31
LOW 137.00
0.618 136.49
1.000 136.18
1.618 135.67
2.618 134.85
4.250 133.52
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 137.41 137.37
PP 137.38 137.35
S1 137.34 137.33

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

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