SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 141.74 141.10 -0.64 -0.5% 140.22
High 141.83 141.32 -0.51 -0.4% 141.28
Low 141.08 139.64 -1.44 -1.0% 138.55
Close 141.17 140.47 -0.70 -0.5% 139.65
Range 0.75 1.68 0.93 124.0% 2.73
ATR 1.24 1.27 0.03 2.5% 0.00
Volume 119,647,414 148,498,750 28,851,336 24.1% 624,858,898
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 145.52 144.67 141.39
R3 143.84 142.99 140.93
R2 142.16 142.16 140.78
R1 141.31 141.31 140.62 140.90
PP 140.48 140.48 140.48 140.27
S1 139.63 139.63 140.32 139.22
S2 138.80 138.80 140.16
S3 137.12 137.95 140.01
S4 135.44 136.27 139.55
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
5 141.83 138.55 3.28 2.3% 1.10 0.8% 59% False False 128,724,993
10 141.83 138.55 3.28 2.3% 0.99 0.7% 59% False False 133,070,039
20 141.83 134.36 7.47 5.3% 1.01 0.7% 82% False False 137,739,151
40 141.83 132.13 9.70 6.9% 1.03 0.7% 86% False False 141,161,003
60 141.83 126.43 15.40 11.0% 1.10 0.8% 91% False False 142,106,845
80 141.83 120.03 21.80 15.5% 1.27 0.9% 94% False False 152,403,694
100 141.83 116.20 25.63 18.2% 1.44 1.0% 95% False False 167,106,817
120 141.83 113.51 28.32 20.2% 1.59 1.1% 95% False False 183,146,331
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 0.24
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 148.46
2.618 145.72
1.618 144.04
1.000 143.00
0.618 142.36
HIGH 141.32
0.618 140.68
0.500 140.48
0.382 140.28
LOW 139.64
0.618 138.60
1.000 137.96
1.618 136.92
2.618 135.24
4.250 132.50
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 140.48 140.74
PP 140.48 140.65
S1 140.47 140.56

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

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