SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Mar-2013
Day Change Summary
Previous Current
20-Mar-2013 21-Mar-2013 Change Change % Previous Week
Open 155.52 154.76 -0.76 -0.5% 155.33
High 155.95 155.64 -0.31 -0.2% 156.80
Low 155.26 154.10 -1.16 -0.7% 155.13
Close 155.69 154.36 -1.33 -0.9% 155.83
Range 0.69 1.54 0.85 123.2% 1.67
ATR 1.34 1.35 0.02 1.4% 0.00
Volume 113,759,203 128,604,102 14,844,899 13.0% 546,984,109
Daily Pivots for day following 21-Mar-2013
Classic Woodie Camarilla DeMark
R4 159.32 158.38 155.21
R3 157.78 156.84 154.78
R2 156.24 156.24 154.64
R1 155.30 155.30 154.50 155.00
PP 154.70 154.70 154.70 154.55
S1 153.76 153.76 154.22 153.46
S2 153.16 153.16 154.08
S3 151.62 152.22 153.94
S4 150.08 150.68 153.51
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 160.93 160.05 156.75
R3 159.26 158.38 156.29
R2 157.59 157.59 156.14
R1 156.71 156.71 155.98 157.15
PP 155.92 155.92 155.92 156.14
S1 155.04 155.04 155.68 155.48
S2 154.25 154.25 155.52
S3 152.58 153.37 155.37
S4 150.91 151.70 154.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.04 153.59 2.45 1.6% 1.26 0.8% 31% False False 135,047,164
10 156.80 153.59 3.21 2.1% 1.09 0.7% 24% False False 120,710,642
20 156.80 148.73 8.07 5.2% 1.36 0.9% 70% False False 129,770,489
40 156.80 148.73 8.07 5.2% 1.22 0.8% 70% False False 127,989,000
60 156.80 139.54 17.26 11.2% 1.19 0.8% 86% False False 127,818,110
80 156.80 139.00 17.80 11.5% 1.22 0.8% 86% False False 131,644,939
100 156.80 134.70 22.10 14.3% 1.31 0.9% 89% False False 133,749,498
120 156.80 134.70 22.10 14.3% 1.31 0.9% 89% False False 133,331,613
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162.19
2.618 159.67
1.618 158.13
1.000 157.18
0.618 156.59
HIGH 155.64
0.618 155.05
0.500 154.87
0.382 154.69
LOW 154.10
0.618 153.15
1.000 152.56
1.618 151.61
2.618 150.07
4.250 147.56
Fisher Pivots for day following 21-Mar-2013
Pivot 1 day 3 day
R1 154.87 154.77
PP 154.70 154.63
S1 154.53 154.50

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

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