SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 140.10 140.13 0.03 0.0% 137.10
High 140.45 140.78 0.33 0.2% 137.93
Low 139.48 139.76 0.28 0.2% 134.36
Close 139.91 140.72 0.81 0.6% 137.57
Range 0.97 1.02 0.05 5.2% 3.57
ATR 1.31 1.29 -0.02 -1.6% 0.00
Volume 145,111,750 164,958,297 19,846,547 13.7% 725,752,165
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 143.48 143.12 141.28
R3 142.46 142.10 141.00
R2 141.44 141.44 140.91
R1 141.08 141.08 140.81 141.26
PP 140.42 140.42 140.42 140.51
S1 140.06 140.06 140.63 140.24
S2 139.40 139.40 140.53
S3 138.38 139.04 140.44
S4 137.36 138.02 140.16
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
5 140.78 137.09 3.69 2.6% 1.10 0.8% 98% True False 144,145,826
10 140.78 134.36 6.42 4.6% 1.04 0.7% 99% True False 144,422,525
20 140.78 134.33 6.45 4.6% 1.08 0.8% 99% True False 143,353,816
40 140.78 130.06 10.72 7.6% 1.11 0.8% 99% True False 144,984,707
60 140.78 120.03 20.75 14.7% 1.19 0.8% 100% True False 143,299,935
80 140.78 116.20 24.58 17.5% 1.38 1.0% 100% True False 161,504,043
100 140.78 116.20 24.58 17.5% 1.56 1.1% 100% True False 180,881,042
120 140.78 107.43 33.35 23.7% 1.77 1.3% 100% True False 197,261,452
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.12
2.618 143.45
1.618 142.43
1.000 141.80
0.618 141.41
HIGH 140.78
0.618 140.39
0.500 140.27
0.382 140.15
LOW 139.76
0.618 139.13
1.000 138.74
1.618 138.11
2.618 137.09
4.250 135.43
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 140.57 140.29
PP 140.42 139.86
S1 140.27 139.44

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

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