SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Mar-2010

Day Change Summary
	Previous	Current
	09-Mar-2010	10-Mar-2010	Change	Change %	Previous Week
Open	113.93	114.51	0.58	0.5%	111.20
High	114.99	115.28	0.29	0.2%	114.34
Low	113.87	114.41	0.54	0.5%	111.17
Close	114.46	114.97	0.51	0.4%	114.25
Range	1.12	0.87	-0.26	-22.8%	3.17
ATR
Volume	154,429,193	185,854,165	31,424,972	20.3%	770,627,525

Daily Pivots for day following 10-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	117.48	117.09	115.45
R3	116.62	116.23	115.21
R2	115.75	115.75	115.13
R1	115.36	115.36	115.05	115.56
PP	114.89	114.89	114.89	114.98
S1	114.50	114.50	114.89	114.69
S2	114.02	114.02	114.81
S3	113.16	113.63	114.73
S4	112.29	112.77	114.49

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	122.76	121.68	115.99
R3	119.59	118.51	115.12
R2	116.42	116.42	114.83
R1	115.34	115.34	114.54	115.88
PP	113.25	113.25	113.25	113.53
S1	112.17	112.17	113.96	112.71
S2	110.08	110.08	113.67
S3	106.91	109.00	113.38
S4	103.74	105.83	112.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115.28	112.03	3.25	2.8%	0.89	0.8%	91%	True	False	153,279,929
10	115.28	108.94	6.34	5.5%	0.98	0.9%	95%	True	False	165,789,688

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	0.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118.95
2.618	117.54
1.618	116.67
1.000	116.14
0.618	115.81
HIGH	115.28
0.618	114.94
0.500	114.84
0.382	114.74
LOW	114.41
0.618	113.88
1.000	113.55
1.618	113.01
2.618	112.15
4.250	110.73

Fisher Pivots for day following 10-Mar-2010
Pivot	1 day	3 day
R1	114.93	114.84
PP	114.89	114.71
S1	114.84	114.57

Download as Excel Spreadsheet

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

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