SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 137.56 138.32 0.76 0.6% 137.10
High 137.76 140.13 2.37 1.7% 137.93
Low 137.09 138.09 1.00 0.7% 134.36
Close 137.58 140.06 2.48 1.8% 137.57
Range 0.67 2.04 1.37 204.5% 3.57
ATR 1.24 1.33 0.09 7.6% 0.00
Volume 103,901,039 183,934,938 80,033,899 77.0% 725,752,165
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 145.55 144.84 141.18
R3 143.51 142.80 140.62
R2 141.47 141.47 140.43
R1 140.76 140.76 140.25 141.12
PP 139.43 139.43 139.43 139.60
S1 138.72 138.72 139.87 139.08
S2 137.39 137.39 139.69
S3 135.35 136.68 139.50
S4 133.31 134.64 138.94
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
5 140.13 134.93 5.20 3.7% 1.11 0.8% 99% True False 134,214,056
10 140.13 134.36 5.77 4.1% 1.11 0.8% 99% True False 146,473,936
20 140.13 134.25 5.88 4.2% 1.11 0.8% 99% True False 145,877,915
40 140.13 128.90 11.23 8.0% 1.14 0.8% 99% True False 144,609,802
60 140.13 120.03 20.10 14.4% 1.21 0.9% 100% True False 145,120,696
80 140.13 116.20 23.93 17.1% 1.42 1.0% 100% True False 164,702,863
100 140.13 116.20 23.93 17.1% 1.59 1.1% 100% True False 182,665,248
120 140.13 107.43 32.70 23.3% 1.81 1.3% 100% True False 201,592,287
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 148.80
2.618 145.47
1.618 143.43
1.000 142.17
0.618 141.39
HIGH 140.13
0.618 139.35
0.500 139.11
0.382 138.87
LOW 138.09
0.618 136.83
1.000 136.05
1.618 134.79
2.618 132.75
4.250 129.42
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 139.74 139.58
PP 139.43 139.09
S1 139.11 138.61

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

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