SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Mar-2010

Day Change Summary
	Previous	Current
	15-Mar-2010	16-Mar-2010	Change	Change %	Previous Week
Open	115.26	115.81	0.55	0.5%	114.26
High	115.58	116.52	0.95	0.8%	115.97
Low	114.60	115.49	0.89	0.8%	113.87
Close	115.49	116.41	0.92	0.8%	115.46
Range	0.98	1.03	0.06	5.6%	2.10
ATR	1.09	1.08	0.00	-0.4%	0.00
Volume	146,533,476	168,562,021	22,028,545	15.0%	777,158,405

Daily Pivots for day following 16-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	119.23	118.85	116.98
R3	118.20	117.82	116.69
R2	117.17	117.17	116.60
R1	116.79	116.79	116.50	116.98
PP	116.14	116.14	116.14	116.24
S1	115.76	115.76	116.32	115.95
S2	115.11	115.11	116.22
S3	114.08	114.73	116.13
S4	113.05	113.70	115.84

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	121.40	120.53	116.62
R3	119.30	118.43	116.04
R2	117.20	117.20	115.85
R1	116.33	116.33	115.65	116.77
PP	115.10	115.10	115.10	115.32
S1	114.23	114.23	115.27	114.67
S2	113.00	113.00	115.08
S3	110.90	112.13	114.88
S4	108.80	110.03	114.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116.52	114.35	2.17	1.9%	0.97	0.8%	95%	True	False	164,657,793
10	116.52	112.02	4.50	3.9%	0.94	0.8%	98%	True	False	155,440,378

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	0.24
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120.90
2.618	119.22
1.618	118.19
1.000	117.55
0.618	117.16
HIGH	116.52
0.618	116.13
0.500	116.01
0.382	115.88
LOW	115.49
0.618	114.85
1.000	114.46
1.618	113.82
2.618	112.79
4.250	111.11

Fisher Pivots for day following 16-Mar-2010
Pivot	1 day	3 day
R1	116.28	116.13
PP	116.14	115.84
S1	116.01	115.56

Download as Excel Spreadsheet

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

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