SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 154.84 154.70 -0.14 -0.1% 152.63
High 154.92 154.98 0.06 0.0% 152.87
Low 154.16 154.52 0.36 0.2% 148.73
Close 154.50 154.78 0.28 0.2% 152.11
Range 0.76 0.46 -0.30 -39.5% 4.14
ATR 1.48 1.41 -0.07 -4.8% 0.00
Volume 94,469,797 86,101,297 -8,368,500 -8.9% 880,703,187
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 156.14 155.92 155.03
R3 155.68 155.46 154.91
R2 155.22 155.22 154.86
R1 155.00 155.00 154.82 155.11
PP 154.76 154.76 154.76 154.82
S1 154.54 154.54 154.74 154.65
S2 154.30 154.30 154.70
S3 153.84 154.08 154.65
S4 153.38 153.62 154.53
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 163.66 162.02 154.39
R3 159.52 157.88 153.25
R2 155.38 155.38 152.87
R1 153.74 153.74 152.49 152.49
PP 151.24 151.24 151.24 150.61
S1 149.60 149.60 151.73 148.35
S2 147.10 147.10 151.35
S3 142.96 145.46 150.97
S4 138.82 141.32 149.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154.98 150.41 4.57 3.0% 1.12 0.7% 96% True False 114,375,678
10 154.98 148.73 6.25 4.0% 1.64 1.1% 97% True False 138,830,337
20 154.98 148.73 6.25 4.0% 1.36 0.9% 97% True False 130,520,724
40 154.98 145.64 9.34 6.0% 1.17 0.8% 98% True False 126,389,327
60 154.98 139.54 15.44 10.0% 1.22 0.8% 99% True False 133,657,533
80 154.98 134.70 20.28 13.1% 1.29 0.8% 99% True False 134,672,241
100 154.98 134.70 20.28 13.1% 1.34 0.9% 99% True False 135,366,006
120 154.98 134.70 20.28 13.1% 1.32 0.9% 99% True False 134,277,013
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.32
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 156.94
2.618 156.18
1.618 155.72
1.000 155.44
0.618 155.26
HIGH 154.98
0.618 154.80
0.500 154.75
0.382 154.70
LOW 154.52
0.618 154.24
1.000 154.06
1.618 153.78
2.618 153.32
4.250 152.57
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 154.77 154.62
PP 154.76 154.47
S1 154.75 154.31

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

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