SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 139.63 140.92 1.29 0.9% 140.65
High 140.49 141.05 0.56 0.4% 141.83
Low 139.09 140.05 0.96 0.7% 139.09
Close 140.23 140.81 0.58 0.4% 140.81
Range 1.40 1.00 -0.40 -28.6% 2.74
ATR 1.28 1.26 -0.02 -1.6% 0.00
Volume 164,904,984 135,445,641 -29,459,343 -17.9% 688,355,727
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 143.64 143.22 141.36
R3 142.64 142.22 141.09
R2 141.64 141.64 140.99
R1 141.22 141.22 140.90 140.93
PP 140.64 140.64 140.64 140.49
S1 140.22 140.22 140.72 139.93
S2 139.64 139.64 140.63
S3 138.64 139.22 140.54
S4 137.64 138.22 140.26
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 148.80 147.54 142.32
R3 146.06 144.80 141.56
R2 143.32 143.32 141.31
R1 142.06 142.06 141.06 142.69
PP 140.58 140.58 140.58 140.89
S1 139.32 139.32 140.56 139.95
S2 137.84 137.84 140.31
S3 135.10 136.58 140.06
S4 132.36 133.84 139.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.83 139.09 2.74 1.9% 1.17 0.8% 63% False False 137,671,145
10 141.83 138.55 3.28 2.3% 1.08 0.8% 69% False False 131,321,462
20 141.83 134.36 7.47 5.3% 1.04 0.7% 86% False False 139,487,545
40 141.83 133.64 8.19 5.8% 1.04 0.7% 88% False False 141,699,758
60 141.83 126.43 15.40 10.9% 1.10 0.8% 93% False False 141,771,393
80 141.83 120.03 21.80 15.5% 1.25 0.9% 95% False False 150,583,679
100 141.83 116.20 25.63 18.2% 1.42 1.0% 96% False False 164,753,077
120 141.83 116.20 25.63 18.2% 1.56 1.1% 96% False False 180,896,940
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 3 trading days
Fibonacci Retracements and Extensions
4.250 145.30
2.618 143.67
1.618 142.67
1.000 142.05
0.618 141.67
HIGH 141.05
0.618 140.67
0.500 140.55
0.382 140.43
LOW 140.05
0.618 139.43
1.000 139.05
1.618 138.43
2.618 137.43
4.250 135.80
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 140.72 140.61
PP 140.64 140.41
S1 140.55 140.21

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

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