SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Mar-2013
Day Change Summary
Previous Current
25-Mar-2013 26-Mar-2013 Change Change % Previous Week
Open 156.01 155.59 -0.42 -0.3% 154.34
High 156.27 156.23 -0.04 0.0% 155.95
Low 154.35 155.42 1.07 0.7% 153.59
Close 154.95 156.19 1.24 0.8% 155.60
Range 1.92 0.81 -1.11 -57.8% 2.36
ATR 1.39 1.38 -0.01 -0.6% 0.00
Volume 151,322,203 86,856,500 -64,465,703 -42.6% 647,798,219
Daily Pivots for day following 26-Mar-2013
Classic Woodie Camarilla DeMark
R4 158.38 158.09 156.64
R3 157.57 157.28 156.41
R2 156.76 156.76 156.34
R1 156.47 156.47 156.26 156.62
PP 155.95 155.95 155.95 156.02
S1 155.66 155.66 156.12 155.81
S2 155.14 155.14 156.04
S3 154.33 154.85 155.97
S4 153.52 154.04 155.74
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 162.13 161.22 156.90
R3 159.77 158.86 156.25
R2 157.41 157.41 156.03
R1 156.50 156.50 155.82 156.96
PP 155.05 155.05 155.05 155.27
S1 154.14 154.14 155.38 154.60
S2 152.69 152.69 155.17
S3 150.33 151.78 154.95
S4 147.97 149.42 154.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.27 154.10 2.17 1.4% 1.17 0.7% 96% False False 118,341,103
10 156.80 153.59 3.21 2.1% 1.17 0.7% 81% False False 124,345,863
20 156.80 149.76 7.04 4.5% 1.21 0.8% 91% False False 120,298,730
40 156.80 148.73 8.07 5.2% 1.24 0.8% 92% False False 126,547,557
60 156.80 139.54 17.26 11.1% 1.18 0.8% 96% False False 128,161,435
80 156.80 139.54 17.26 11.1% 1.20 0.8% 96% False False 130,938,506
100 156.80 134.70 22.10 14.1% 1.31 0.8% 97% False False 133,236,321
120 156.80 134.70 22.10 14.1% 1.31 0.8% 97% False False 132,834,229
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 159.67
2.618 158.35
1.618 157.54
1.000 157.04
0.618 156.73
HIGH 156.23
0.618 155.92
0.500 155.83
0.382 155.73
LOW 155.42
0.618 154.92
1.000 154.61
1.618 154.11
2.618 153.30
4.250 151.98
Fisher Pivots for day following 26-Mar-2013
Pivot 1 day 3 day
R1 156.07 155.90
PP 155.95 155.60
S1 155.83 155.31

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

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