SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Mar-2012
Day Change Summary
Previous Current
23-Mar-2012 26-Mar-2012 Change Change % Previous Week
Open 139.32 140.65 1.33 1.0% 140.22
High 139.81 141.61 1.80 1.3% 141.28
Low 138.55 140.60 2.05 1.5% 138.55
Close 139.65 141.61 1.96 1.4% 139.65
Range 1.26 1.01 -0.25 -19.8% 2.73
ATR 1.22 1.28 0.05 4.3% 0.00
Volume 120,483,133 119,858,938 -624,195 -0.5% 624,858,898
Daily Pivots for day following 26-Mar-2012
Classic Woodie Camarilla DeMark
R4 144.30 143.97 142.17
R3 143.29 142.96 141.89
R2 142.28 142.28 141.80
R1 141.95 141.95 141.70 142.12
PP 141.27 141.27 141.27 141.36
S1 140.94 140.94 141.52 141.11
S2 140.26 140.26 141.42
S3 139.25 139.93 141.33
S4 138.24 138.92 141.05
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 148.02 146.56 141.15
R3 145.29 143.83 140.40
R2 142.56 142.56 140.15
R1 141.10 141.10 139.90 140.47
PP 139.83 139.83 139.83 139.51
S1 138.37 138.37 139.40 137.74
S2 137.10 137.10 139.15
S3 134.37 135.64 138.90
S4 131.64 132.91 138.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.61 138.55 3.06 2.2% 0.96 0.7% 100% True False 123,896,220
10 141.61 138.09 3.52 2.5% 1.05 0.7% 100% True False 139,160,091
20 141.61 134.36 7.25 5.1% 1.02 0.7% 100% True False 140,083,972
40 141.61 130.06 11.55 8.2% 1.04 0.7% 100% True False 142,057,985
60 141.61 124.86 16.75 11.8% 1.09 0.8% 100% True False 141,285,396
80 141.61 120.00 21.61 15.3% 1.32 0.9% 100% True False 155,302,714
100 141.61 116.20 25.41 17.9% 1.46 1.0% 100% True False 171,031,966
120 141.61 107.43 34.18 24.1% 1.64 1.2% 100% True False 187,101,107
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.90
2.618 144.25
1.618 143.24
1.000 142.62
0.618 142.23
HIGH 141.61
0.618 141.22
0.500 141.11
0.382 140.99
LOW 140.60
0.618 139.98
1.000 139.59
1.618 138.97
2.618 137.96
4.250 136.31
Fisher Pivots for day following 26-Mar-2012
Pivot 1 day 3 day
R1 141.44 141.10
PP 141.27 140.59
S1 141.11 140.08

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

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