SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Mar-2011

Day Change Summary
	Previous	Current
	15-Mar-2011	16-Mar-2011	Change	Change %	Previous Week
Open	126.59	128.15	1.56	1.2%	132.86
High	129.33	128.57	-0.76	-0.6%	133.16
Low	126.50	125.28	-1.22	-1.0%	129.49
Close	128.56	126.18	-2.39	-1.9%	130.84
Range	2.83	3.29	0.46	16.3%	3.67
ATR	1.81	1.91	0.11	5.9%	0.00
Volume	357,941,760	465,982,680	108,040,920	30.2%	1,071,396,948

Daily Pivots for day following 16-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	136.55	134.65	127.98
R3	133.26	131.36	127.08
R2	129.97	129.97	126.78
R1	128.07	128.07	126.48	127.37
PP	126.68	126.68	126.68	126.33
S1	124.78	124.78	125.87	124.08
S2	123.39	123.39	125.57
S3	120.10	121.49	125.27
S4	116.81	118.20	124.37

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	131.31	125.28	6.03	4.8%	2.15	1.7%	15%	False	True	317,099,479
10	133.63	125.28	8.35	6.6%	1.95	1.5%	11%	False	True	258,314,815
20	134.69	125.28	9.41	7.5%	1.71	1.4%	10%	False	True	220,669,806
40	134.69	125.28	9.41	7.5%	1.43	1.1%	10%	False	True	183,134,207
60	134.69	123.98	10.71	8.5%	1.22	1.0%	20%	False	False	156,928,933
80	134.69	117.74	16.95	13.4%	1.18	0.9%	50%	False	False	158,240,629
100	134.69	117.26	17.43	13.8%	1.18	0.9%	51%	False	False	163,248,894
120	134.69	113.18	21.51	17.0%	1.22	1.0%	60%	False	False	168,179,940

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 204 trading days

Fibonacci Retracements and Extensions
4.250	142.55
2.618	137.18
1.618	133.89
1.000	131.86
0.618	130.60
HIGH	128.57
0.618	127.31
0.500	126.93
0.382	126.54
LOW	125.28
0.618	123.25
1.000	121.99
1.618	119.96
2.618	116.67
4.250	111.30

Fisher Pivots for day following 16-Mar-2011
Pivot	1 day	3 day
R1	126.93	127.88
PP	126.68	127.31
S1	126.43	126.74

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