SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Mar-2010

Day Change Summary
	Previous	Current
	24-Mar-2010	25-Mar-2010	Change	Change %	Previous Week
Open	116.97	117.63	0.66	0.6%	115.26
High	117.43	118.17	0.74	0.6%	117.48
Low	116.60	116.51	-0.09	-0.1%	114.60
Close	116.84	116.65	-0.19	-0.2%	115.97
Range	0.83	1.66	0.83	100.5%	2.88
ATR	1.11	1.15	0.04	3.5%	0.00
Volume	196,071,714	223,207,827	27,136,113	13.8%	915,123,401

Daily Pivots for day following 25-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	122.08	121.02	117.56
R3	120.42	119.36	117.11
R2	118.77	118.77	116.95
R1	117.71	117.71	116.80	117.41
PP	117.11	117.11	117.11	116.96
S1	116.05	116.05	116.50	115.75
S2	115.45	115.45	116.35
S3	113.80	114.39	116.19
S4	112.14	112.74	115.74

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.66	123.19	117.55
R3	121.78	120.31	116.76
R2	118.90	118.90	116.50
R1	117.43	117.43	116.23	118.17
PP	116.02	116.02	116.02	116.38
S1	114.55	114.55	115.71	115.29
S2	113.14	113.14	115.44
S3	110.26	111.67	115.18
S4	107.38	108.79	114.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118.17	115.24	2.93	2.5%	1.39	1.2%	48%	True	False	202,515,578
10	118.17	114.60	3.57	3.1%	1.15	1.0%	57%	True	False	186,310,790
20	118.17	110.11	8.06	6.9%	1.03	0.9%	81%	True	False	171,119,703

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.28
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125.21
2.618	122.50
1.618	120.85
1.000	119.82
0.618	119.19
HIGH	118.17
0.618	117.53
0.500	117.34
0.382	117.14
LOW	116.51
0.618	115.49
1.000	114.85
1.618	113.83
2.618	112.17
4.250	109.47

Fisher Pivots for day following 25-Mar-2010
Pivot	1 day	3 day
R1	117.34	117.27
PP	117.11	117.07
S1	116.88	116.86

Download as Excel Spreadsheet

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

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