SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Mar-2011

Day Change Summary
	Previous	Current
	14-Mar-2011	15-Mar-2011	Change	Change %	Previous Week
Open	129.99	126.59	-3.40	-2.6%	132.86
High	130.48	129.33	-1.15	-0.9%	133.16
Low	129.06	126.50	-2.56	-2.0%	129.49
Close	130.05	128.56	-1.49	-1.1%	130.84
Range	1.42	2.83	1.41	99.3%	3.67
ATR	1.67	1.81	0.13	8.0%	0.00
Volume	234,935,586	357,941,760	123,006,174	52.4%	1,071,396,948

Daily Pivots for day following 15-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	136.62	135.42	130.12
R3	133.79	132.59	129.34
R2	130.96	130.96	129.08
R1	129.76	129.76	128.82	130.36
PP	128.13	128.13	128.13	128.43
S1	126.93	126.93	128.30	127.53
S2	125.30	125.30	128.04
S3	122.47	124.10	127.78
S4	119.64	121.27	127.00

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	132.80	126.50	6.30	4.9%	1.73	1.3%	33%	False	True	254,651,561
10	133.63	126.50	7.13	5.5%	1.77	1.4%	29%	False	True	231,723,220
20	134.69	126.50	8.19	6.4%	1.60	1.2%	25%	False	True	203,343,376
40	134.69	126.50	8.19	6.4%	1.37	1.1%	25%	False	True	174,340,344
60	134.69	123.82	10.87	8.5%	1.18	0.9%	44%	False	False	151,511,490
80	134.69	117.74	16.95	13.2%	1.15	0.9%	64%	False	False	154,883,824
100	134.69	117.21	17.48	13.6%	1.17	0.9%	65%	False	False	160,803,358
120	134.69	112.18	22.51	17.5%	1.20	0.9%	73%	False	False	165,981,114

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	141.36
2.618	136.74
1.618	133.91
1.000	132.16
0.618	131.08
HIGH	129.33
0.618	128.25
0.500	127.92
0.382	127.58
LOW	126.50
0.618	124.75
1.000	123.67
1.618	121.92
2.618	119.09
4.250	114.47

Fisher Pivots for day following 15-Mar-2011
Pivot	1 day	3 day
R1	128.35	128.91
PP	128.13	128.79
S1	127.92	128.68

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols