SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Mar-2013
Day Change Summary
Previous Current
26-Mar-2013 27-Mar-2013 Change Change % Previous Week
Open 155.59 155.26 -0.33 -0.2% 154.34
High 156.23 156.25 0.02 0.0% 155.95
Low 155.42 155.00 -0.42 -0.3% 153.59
Close 156.19 156.19 0.00 0.0% 155.60
Range 0.81 1.25 0.44 54.3% 2.36
ATR 1.38 1.37 -0.01 -0.7% 0.00
Volume 86,856,500 99,950,500 13,094,000 15.1% 647,798,219
Daily Pivots for day following 27-Mar-2013
Classic Woodie Camarilla DeMark
R4 159.56 159.13 156.88
R3 158.31 157.88 156.53
R2 157.06 157.06 156.42
R1 156.63 156.63 156.30 156.85
PP 155.81 155.81 155.81 155.92
S1 155.38 155.38 156.08 155.60
S2 154.56 154.56 155.96
S3 153.31 154.13 155.85
S4 152.06 152.88 155.50
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% 1.28 0.8% 96% False False 115,579,362
10 156.80 153.59 3.21 2.1% 1.21 0.8% 81% False False 125,085,833
20 156.80 150.41 6.39 4.1% 1.14 0.7% 90% False False 117,757,166
40 156.80 148.73 8.07 5.2% 1.24 0.8% 92% False False 126,403,962
60 156.80 139.54 17.26 11.1% 1.18 0.8% 96% False False 127,347,167
80 156.80 139.54 17.26 11.1% 1.20 0.8% 96% False False 130,299,315
100 156.80 134.70 22.10 14.1% 1.30 0.8% 97% False False 133,201,441
120 156.80 134.70 22.10 14.1% 1.31 0.8% 97% False False 132,534,557
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 161.56
2.618 159.52
1.618 158.27
1.000 157.50
0.618 157.02
HIGH 156.25
0.618 155.77
0.500 155.63
0.382 155.48
LOW 155.00
0.618 154.23
1.000 153.75
1.618 152.98
2.618 151.73
4.250 149.69
Fisher Pivots for day following 27-Mar-2013
Pivot 1 day 3 day
R1 156.00 155.90
PP 155.81 155.60
S1 155.63 155.31

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

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