SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Mar-2013
Day Change Summary
Previous Current
08-Mar-2013 11-Mar-2013 Change Change % Previous Week
Open 155.46 155.33 -0.13 -0.1% 151.76
High 155.65 156.04 0.39 0.3% 155.65
Low 154.66 155.13 0.47 0.3% 151.52
Close 155.44 156.03 0.59 0.4% 155.44
Range 0.99 0.91 -0.08 -8.1% 4.13
ATR 1.38 1.34 -0.03 -2.4% 0.00
Volume 123,487,602 83,746,703 -39,740,899 -32.2% 524,731,290
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 158.46 158.16 156.53
R3 157.55 157.25 156.28
R2 156.64 156.64 156.20
R1 156.34 156.34 156.11 156.49
PP 155.73 155.73 155.73 155.81
S1 155.43 155.43 155.95 155.58
S2 154.82 154.82 155.86
S3 153.91 154.52 155.78
S4 153.00 153.61 155.53
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 166.59 165.15 157.71
R3 162.46 161.02 156.58
R2 158.33 158.33 156.20
R1 156.89 156.89 155.82 157.61
PP 154.20 154.20 154.20 154.57
S1 152.76 152.76 155.06 153.48
S2 150.07 150.07 154.68
S3 145.94 148.63 154.30
S4 141.81 144.50 153.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.04 153.64 2.40 1.5% 0.84 0.5% 100% True False 101,893,679
10 156.04 148.73 7.31 4.7% 1.30 0.8% 100% True False 124,335,638
20 156.04 148.73 7.31 4.7% 1.34 0.9% 100% True False 127,601,264
40 156.04 146.20 9.84 6.3% 1.17 0.7% 100% True False 126,033,165
60 156.04 139.54 16.50 10.6% 1.23 0.8% 100% True False 132,921,256
80 156.04 134.70 21.34 13.7% 1.28 0.8% 100% True False 133,528,512
100 156.04 134.70 21.34 13.7% 1.33 0.9% 100% True False 134,959,862
120 156.04 134.70 21.34 13.7% 1.31 0.8% 100% True False 133,394,708
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 159.91
2.618 158.42
1.618 157.51
1.000 156.95
0.618 156.60
HIGH 156.04
0.618 155.69
0.500 155.59
0.382 155.48
LOW 155.13
0.618 154.57
1.000 154.22
1.618 153.66
2.618 152.75
4.250 151.26
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 155.88 155.78
PP 155.73 155.53
S1 155.59 155.28

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

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