SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Mar-2013
Day Change Summary
Previous Current
13-Mar-2013 14-Mar-2013 Change Change % Previous Week
Open 155.76 156.31 0.55 0.4% 151.76
High 156.12 156.80 0.68 0.4% 155.65
Low 155.23 155.91 0.68 0.4% 151.52
Close 155.91 156.73 0.82 0.5% 155.44
Range 0.89 0.89 0.00 0.0% 4.13
ATR 1.28 1.25 -0.03 -2.2% 0.00
Volume 92,550,797 126,329,805 33,779,008 36.5% 524,731,290
Daily Pivots for day following 14-Mar-2013
Classic Woodie Camarilla DeMark
R4 159.15 158.83 157.22
R3 158.26 157.94 156.97
R2 157.37 157.37 156.89
R1 157.05 157.05 156.81 157.21
PP 156.48 156.48 156.48 156.56
S1 156.16 156.16 156.65 156.32
S2 155.59 155.59 156.57
S3 154.70 155.27 156.49
S4 153.81 154.38 156.24
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
5 156.80 154.66 2.14 1.4% 0.91 0.6% 97% True False 106,374,120
10 156.80 150.41 6.39 4.1% 1.02 0.6% 99% True False 110,374,899
20 156.80 148.73 8.07 5.1% 1.37 0.9% 99% True False 132,758,580
40 156.80 146.61 10.19 6.5% 1.18 0.8% 99% True False 126,732,652
60 156.80 139.54 17.26 11.0% 1.21 0.8% 100% True False 131,343,586
80 156.80 134.70 22.10 14.1% 1.24 0.8% 100% True False 131,428,323
100 156.80 134.70 22.10 14.1% 1.32 0.8% 100% True False 134,799,362
120 156.80 134.70 22.10 14.1% 1.31 0.8% 100% True False 132,870,584
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 160.58
2.618 159.13
1.618 158.24
1.000 157.69
0.618 157.35
HIGH 156.80
0.618 156.46
0.500 156.36
0.382 156.25
LOW 155.91
0.618 155.36
1.000 155.02
1.618 154.47
2.618 153.58
4.250 152.13
Fisher Pivots for day following 14-Mar-2013
Pivot 1 day 3 day
R1 156.61 156.49
PP 156.48 156.25
S1 156.36 156.01

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

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