SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Mar-2013
Day Change Summary
Previous Current
27-Mar-2013 28-Mar-2013 Change Change % Previous Week
Open 155.26 156.09 0.83 0.5% 154.34
High 156.25 156.85 0.60 0.4% 155.95
Low 155.00 155.75 0.75 0.5% 153.59
Close 156.19 156.67 0.48 0.3% 155.60
Range 1.25 1.10 -0.15 -12.0% 2.36
ATR 1.37 1.35 -0.02 -1.4% 0.00
Volume 99,950,500 102,932,703 2,982,203 3.0% 647,798,219
Daily Pivots for day following 28-Mar-2013
Classic Woodie Camarilla DeMark
R4 159.72 159.30 157.28
R3 158.62 158.20 156.97
R2 157.52 157.52 156.87
R1 157.10 157.10 156.77 157.31
PP 156.42 156.42 156.42 156.53
S1 156.00 156.00 156.57 156.21
S2 155.32 155.32 156.47
S3 154.22 154.90 156.37
S4 153.12 153.80 156.07
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
5 156.85 154.35 2.50 1.6% 1.19 0.8% 93% True False 110,445,082
10 156.85 153.59 3.26 2.1% 1.23 0.8% 94% True False 122,746,123
20 156.85 150.41 6.44 4.1% 1.12 0.7% 97% True False 116,560,511
40 156.85 148.73 8.12 5.2% 1.24 0.8% 98% True False 125,541,090
60 156.85 144.73 12.12 7.7% 1.15 0.7% 99% True False 124,996,843
80 156.85 139.54 17.31 11.0% 1.21 0.8% 99% True False 129,878,871
100 156.85 134.70 22.15 14.1% 1.30 0.8% 99% True False 133,220,813
120 156.85 134.70 22.15 14.1% 1.31 0.8% 99% True False 132,447,146
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 161.53
2.618 159.73
1.618 158.63
1.000 157.95
0.618 157.53
HIGH 156.85
0.618 156.43
0.500 156.30
0.382 156.17
LOW 155.75
0.618 155.07
1.000 154.65
1.618 153.97
2.618 152.87
4.250 151.08
Fisher Pivots for day following 28-Mar-2013
Pivot 1 day 3 day
R1 156.55 156.42
PP 156.42 156.17
S1 156.30 155.93

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

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