SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Mar-2010

Day Change Summary
	Previous	Current
	17-Mar-2010	18-Mar-2010	Change	Change %	Previous Week
Open	116.76	117.11	0.35	0.3%	114.26
High	117.48	117.27	-0.21	-0.2%	115.97
Low	116.42	116.57	0.15	0.1%	113.87
Close	117.10	117.04	-0.06	-0.1%	115.46
Range	1.06	0.70	-0.36	-34.0%	2.10
ATR	1.08	1.05	-0.03	-2.5%	0.00
Volume	177,207,117	196,301,597	19,094,480	10.8%	777,158,405

Daily Pivots for day following 18-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	119.06	118.75	117.42
R3	118.36	118.05	117.23
R2	117.66	117.66	117.17
R1	117.35	117.35	117.10	117.15
PP	116.96	116.96	116.96	116.86
S1	116.65	116.65	116.97	116.45
S2	116.26	116.26	116.91
S3	115.56	115.95	116.85
S4	114.86	115.25	116.65

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	117.48	114.60	2.88	2.5%	0.92	0.8%	85%	False	False	170,106,003
10	117.48	113.10	4.38	3.7%	0.94	0.8%	90%	False	False	164,180,965

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.21
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	120.25
2.618	119.10
1.618	118.40
1.000	117.97
0.618	117.70
HIGH	117.27
0.618	117.00
0.500	116.92
0.382	116.84
LOW	116.57
0.618	116.14
1.000	115.87
1.618	115.44
2.618	114.74
4.250	113.60

Fisher Pivots for day following 18-Mar-2010
Pivot	1 day	3 day
R1	117.00	116.85
PP	116.96	116.67
S1	116.92	116.49

Download as Excel Spreadsheet

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

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