SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 140.51 139.18 -1.33 -0.9% 137.56
High 140.65 139.55 -1.10 -0.8% 140.78
Low 139.92 138.74 -1.18 -0.8% 137.09
Close 140.21 139.20 -1.01 -0.7% 140.30
Range 0.73 0.81 0.08 11.0% 3.69
ATR 1.20 1.22 0.02 1.6% 0.00
Volume 122,340,406 135,136,734 12,796,328 10.5% 750,784,118
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 141.59 141.21 139.65
R3 140.78 140.40 139.42
R2 139.97 139.97 139.35
R1 139.59 139.59 139.27 139.78
PP 139.16 139.16 139.16 139.26
S1 138.78 138.78 139.13 138.97
S2 138.35 138.35 139.05
S3 137.54 137.97 138.98
S4 136.73 137.16 138.75
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
5 141.28 138.74 2.54 1.8% 0.83 0.6% 18% False True 131,450,771
10 141.28 137.09 4.19 3.0% 0.97 0.7% 50% False False 137,798,299
20 141.28 134.36 6.92 5.0% 1.02 0.7% 70% False False 140,623,117
40 141.28 130.06 11.22 8.1% 1.06 0.8% 81% False False 144,044,560
60 141.28 124.73 16.55 11.9% 1.10 0.8% 87% False False 140,693,570
80 141.28 118.82 22.46 16.1% 1.32 1.0% 91% False False 157,413,652
100 141.28 116.20 25.08 18.0% 1.48 1.1% 92% False False 173,164,221
120 141.28 107.43 33.85 24.3% 1.67 1.2% 94% False False 190,541,584
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.99
2.618 141.67
1.618 140.86
1.000 140.36
0.618 140.05
HIGH 139.55
0.618 139.24
0.500 139.15
0.382 139.05
LOW 138.74
0.618 138.24
1.000 137.93
1.618 137.43
2.618 136.62
4.250 135.30
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 139.18 139.70
PP 139.16 139.53
S1 139.15 139.37

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

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