SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 117.46 116.95 -0.51 -0.4% 115.31
High 117.83 117.52 -0.31 -0.3% 118.17
Low 116.91 116.61 -0.30 -0.3% 115.24
Close 117.40 117.00 -0.40 -0.3% 116.58
Range 0.92 0.91 -0.01 -1.1% 2.93
ATR 1.13 1.12 -0.02 -1.4% 0.00
Volume 145,682,592 160,932,306 15,249,714 10.5% 991,684,402
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 119.77 119.30 117.50
R3 118.86 118.39 117.25
R2 117.95 117.95 117.17
R1 117.48 117.48 117.08 117.72
PP 117.04 117.04 117.04 117.16
S1 116.57 116.57 116.92 116.81
S2 116.13 116.13 116.83
S3 115.22 115.66 116.75
S4 114.31 114.75 116.50
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 125.44 123.94 118.19
R3 122.52 121.01 117.39
R2 119.59 119.59 117.12
R1 118.09 118.09 116.85 118.84
PP 116.66 116.66 116.66 117.04
S1 115.16 115.16 116.31 115.91
S2 113.74 113.74 116.05
S3 110.81 112.23 115.78
S4 107.88 109.31 114.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.17 116.12 2.05 1.7% 1.13 1.0% 43% False False 173,976,256
10 118.17 115.24 2.93 2.5% 1.16 1.0% 60% False False 185,555,294
20 118.17 112.03 6.14 5.2% 1.05 0.9% 81% False False 171,829,725
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121.39
2.618 119.90
1.618 118.99
1.000 118.43
0.618 118.08
HIGH 117.52
0.618 117.17
0.500 117.07
0.382 116.96
LOW 116.61
0.618 116.05
1.000 115.70
1.618 115.14
2.618 114.23
4.250 112.74
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 117.07 117.22
PP 117.04 117.15
S1 117.02 117.07

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

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