SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 129.52 129.99 0.47 0.4% 132.86
High 131.31 130.48 -0.83 -0.6% 133.16
Low 129.49 129.06 -0.43 -0.3% 129.49
Close 130.84 130.05 -0.79 -0.6% 130.84
Range 1.82 1.42 -0.40 -22.0% 3.67
ATR 1.67 1.67 0.01 0.5% 0.00
Volume 225,403,252 234,935,586 9,532,334 4.2% 1,071,396,948
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 134.12 133.51 130.83
R3 132.70 132.09 130.44
R2 131.28 131.28 130.31
R1 130.67 130.67 130.18 130.98
PP 129.86 129.86 129.86 130.02
S1 129.25 129.25 129.92 129.56
S2 128.44 128.44 129.79
S3 127.02 127.83 129.66
S4 125.60 126.41 129.27
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 142.17 140.18 132.86
R3 138.50 136.51 131.85
R2 134.83 134.83 131.51
R1 132.84 132.84 131.18 132.00
PP 131.16 131.16 131.16 130.74
S1 129.17 129.17 130.50 128.33
S2 127.49 127.49 130.17
S3 123.82 125.50 129.83
S4 120.15 121.83 128.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.00 129.06 3.94 3.0% 1.55 1.2% 25% False True 217,949,863
10 133.69 129.06 4.63 3.6% 1.77 1.4% 21% False True 221,702,257
20 134.69 129.06 5.63 4.3% 1.49 1.1% 18% False True 190,522,502
40 134.69 127.13 7.56 5.8% 1.33 1.0% 39% False False 168,332,047
60 134.69 123.75 10.94 8.4% 1.15 0.9% 58% False False 148,519,614
80 134.69 117.74 16.95 13.0% 1.13 0.9% 73% False False 152,559,855
100 134.69 116.87 17.82 13.7% 1.16 0.9% 74% False False 159,221,737
120 134.69 112.18 22.51 17.3% 1.19 0.9% 79% False False 164,591,225
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136.52
2.618 134.20
1.618 132.78
1.000 131.90
0.618 131.36
HIGH 130.48
0.618 129.94
0.500 129.77
0.382 129.60
LOW 129.06
0.618 128.18
1.000 127.64
1.618 126.76
2.618 125.34
4.250 123.03
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 129.96 130.19
PP 129.86 130.14
S1 129.77 130.10

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

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