SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 137.31 137.56 0.25 0.2% 137.10
High 137.93 137.76 -0.17 -0.1% 137.93
Low 137.13 137.09 -0.04 0.0% 134.36
Close 137.57 137.58 0.01 0.0% 137.57
Range 0.80 0.67 -0.13 -16.3% 3.57
ATR 1.28 1.24 -0.04 -3.4% 0.00
Volume 122,823,109 103,901,039 -18,922,070 -15.4% 725,752,165
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 139.49 139.20 137.95
R3 138.82 138.53 137.76
R2 138.15 138.15 137.70
R1 137.86 137.86 137.64 138.01
PP 137.48 137.48 137.48 137.55
S1 137.19 137.19 137.52 137.34
S2 136.81 136.81 137.46
S3 136.14 136.52 137.40
S4 135.47 135.85 137.21
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 147.33 146.02 139.53
R3 143.76 142.45 138.55
R2 140.19 140.19 138.22
R1 138.88 138.88 137.90 139.54
PP 136.62 136.62 136.62 136.95
S1 135.31 135.31 137.24 135.97
S2 133.05 133.05 136.92
S3 129.48 131.74 136.59
S4 125.91 128.17 135.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.93 134.36 3.57 2.6% 0.92 0.7% 90% False False 137,812,806
10 138.19 134.36 3.83 2.8% 0.98 0.7% 84% False False 141,007,853
20 138.19 134.25 3.94 2.9% 1.05 0.8% 85% False False 142,463,852
40 138.19 127.72 10.47 7.6% 1.12 0.8% 94% False False 144,503,610
60 138.19 120.03 18.16 13.2% 1.20 0.9% 97% False False 146,023,629
80 138.19 116.20 21.99 16.0% 1.42 1.0% 97% False False 164,708,386
100 138.19 116.20 21.99 16.0% 1.61 1.2% 97% False False 184,012,663
120 138.19 107.43 30.76 22.4% 1.81 1.3% 98% False False 201,883,147
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 140.61
2.618 139.51
1.618 138.84
1.000 138.43
0.618 138.17
HIGH 137.76
0.618 137.50
0.500 137.43
0.382 137.35
LOW 137.09
0.618 136.68
1.000 136.42
1.618 136.01
2.618 135.34
4.250 134.24
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 137.53 137.42
PP 137.48 137.25
S1 137.43 137.09

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

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