SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Mar-2012
Day Change Summary
Previous Current
16-Mar-2012 19-Mar-2012 Change Change % Previous Week
Open 140.36 140.22 -0.14 -0.1% 137.56
High 140.48 141.28 0.80 0.6% 140.78
Low 140.00 140.11 0.11 0.1% 137.09
Close 140.30 140.85 0.55 0.4% 140.30
Range 0.48 1.17 0.69 143.8% 3.69
ATR 1.24 1.24 -0.01 -0.4% 0.00
Volume 152,878,094 125,236,734 -27,641,360 -18.1% 750,784,118
Daily Pivots for day following 19-Mar-2012
Classic Woodie Camarilla DeMark
R4 144.26 143.72 141.49
R3 143.09 142.55 141.17
R2 141.92 141.92 141.06
R1 141.38 141.38 140.96 141.65
PP 140.75 140.75 140.75 140.88
S1 140.21 140.21 140.74 140.48
S2 139.58 139.58 140.64
S3 138.41 139.04 140.53
S4 137.24 137.87 140.21
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 150.46 149.07 142.33
R3 146.77 145.38 141.31
R2 143.08 143.08 140.98
R1 141.69 141.69 140.64 142.39
PP 139.39 139.39 139.39 139.74
S1 138.00 138.00 139.96 138.70
S2 135.70 135.70 139.62
S3 132.01 134.31 139.29
S4 128.32 130.62 138.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.28 138.09 3.19 2.3% 1.14 0.8% 87% True False 154,423,962
10 141.28 134.36 6.92 4.9% 1.03 0.7% 94% True False 146,118,384
20 141.28 134.36 6.92 4.9% 1.04 0.7% 94% True False 141,449,930
40 141.28 130.06 11.22 8.0% 1.10 0.8% 96% True False 145,328,751
60 141.28 122.75 18.53 13.2% 1.12 0.8% 98% True False 141,132,410
80 141.28 116.20 25.08 17.8% 1.36 1.0% 98% True False 159,424,682
100 141.28 116.20 25.08 17.8% 1.55 1.1% 98% True False 178,844,768
120 141.28 107.43 33.85 24.0% 1.73 1.2% 99% True False 194,848,784
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.20
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 146.25
2.618 144.34
1.618 143.17
1.000 142.45
0.618 142.00
HIGH 141.28
0.618 140.83
0.500 140.70
0.382 140.56
LOW 140.11
0.618 139.39
1.000 138.94
1.618 138.22
2.618 137.05
4.250 135.14
Fisher Pivots for day following 19-Mar-2012
Pivot 1 day 3 day
R1 140.80 140.74
PP 140.75 140.63
S1 140.70 140.52

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

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