SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 29-Mar-2012
Day Change Summary
Previous Current
28-Mar-2012 29-Mar-2012 Change Change % Previous Week
Open 141.10 139.63 -1.47 -1.0% 140.22
High 141.32 140.49 -0.83 -0.6% 141.28
Low 139.64 139.09 -0.55 -0.4% 138.55
Close 140.47 140.23 -0.24 -0.2% 139.65
Range 1.68 1.40 -0.28 -16.7% 2.73
ATR 1.27 1.28 0.01 0.7% 0.00
Volume 148,498,750 164,904,984 16,406,234 11.0% 624,858,898
Daily Pivots for day following 29-Mar-2012
Classic Woodie Camarilla DeMark
R4 144.14 143.58 141.00
R3 142.74 142.18 140.62
R2 141.34 141.34 140.49
R1 140.78 140.78 140.36 141.06
PP 139.94 139.94 139.94 140.08
S1 139.38 139.38 140.10 139.66
S2 138.54 138.54 139.97
S3 137.14 137.98 139.85
S4 135.74 136.58 139.46
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% 1.22 0.9% 51% False False 134,678,643
10 141.83 138.55 3.28 2.3% 1.03 0.7% 51% False False 133,064,707
20 141.83 134.36 7.47 5.3% 1.03 0.7% 79% False False 138,743,616
40 141.83 132.21 9.62 6.9% 1.04 0.7% 83% False False 141,138,236
60 141.83 126.43 15.40 11.0% 1.11 0.8% 90% False False 141,629,401
80 141.83 120.03 21.80 15.5% 1.26 0.9% 93% False False 151,701,635
100 141.83 116.20 25.63 18.3% 1.43 1.0% 94% False False 165,890,723
120 141.83 115.06 26.77 19.1% 1.57 1.1% 94% False False 182,373,222
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.44
2.618 144.16
1.618 142.76
1.000 141.89
0.618 141.36
HIGH 140.49
0.618 139.96
0.500 139.79
0.382 139.62
LOW 139.09
0.618 138.22
1.000 137.69
1.618 136.82
2.618 135.42
4.250 133.14
Fisher Pivots for day following 29-Mar-2012
Pivot 1 day 3 day
R1 140.08 140.46
PP 139.94 140.38
S1 139.79 140.31

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

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