SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 131.24 131.58 0.34 0.3% 129.35
High 131.87 131.92 0.05 0.0% 131.87
Low 130.89 130.94 0.05 0.0% 128.32
Close 131.30 130.98 -0.32 -0.2% 131.30
Range 0.98 0.98 0.00 0.2% 3.55
ATR 1.74 1.68 -0.05 -3.1% 0.00
Volume 155,633,634 108,874,938 -46,758,696 -30.0% 745,562,635
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 134.22 133.58 131.52
R3 133.24 132.60 131.25
R2 132.26 132.26 131.16
R1 131.62 131.62 131.07 131.45
PP 131.28 131.28 131.28 131.20
S1 130.64 130.64 130.89 130.47
S2 130.30 130.30 130.80
S3 129.32 129.66 130.71
S4 128.34 128.68 130.44
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 141.15 139.77 133.25
R3 137.60 136.22 132.28
R2 134.05 134.05 131.95
R1 132.67 132.67 131.63 133.36
PP 130.50 130.50 130.50 130.84
S1 129.12 129.12 130.97 129.81
S2 126.95 126.95 130.65
S3 123.40 125.57 130.32
S4 119.85 122.02 129.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.92 128.32 3.60 2.7% 1.16 0.9% 74% True False 140,130,628
10 131.92 125.28 6.64 5.1% 1.54 1.2% 86% True False 216,200,500
20 133.69 125.28 8.41 6.4% 1.65 1.3% 68% False False 218,951,379
40 134.69 125.28 9.41 7.2% 1.40 1.1% 61% False False 183,601,996
60 134.69 125.28 9.41 7.2% 1.30 1.0% 61% False False 169,054,107
80 134.69 121.13 13.56 10.4% 1.17 0.9% 73% False False 156,792,499
100 134.69 117.59 17.10 13.1% 1.19 0.9% 78% False False 164,107,393
120 134.69 115.19 19.50 14.9% 1.20 0.9% 81% False False 166,133,256
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136.09
2.618 134.49
1.618 133.51
1.000 132.90
0.618 132.53
HIGH 131.92
0.618 131.55
0.500 131.43
0.382 131.31
LOW 130.94
0.618 130.33
1.000 129.96
1.618 129.35
2.618 128.37
4.250 126.78
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 131.43 130.92
PP 131.28 130.86
S1 131.13 130.80

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

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