SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Mar-2011

Day Change Summary
	Previous	Current
	29-Mar-2011	30-Mar-2011	Change	Change %	Previous Week
Open	130.87	132.55	1.68	1.3%	129.35
High	131.90	133.16	1.26	1.0%	131.87
Low	130.44	132.36	1.92	1.5%	128.32
Close	131.86	132.77	0.91	0.7%	131.30
Range	1.46	0.80	-0.66	-45.2%	3.55
ATR	1.67	1.64	-0.03	-1.6%	0.00
Volume	129,255,860	135,670,521	6,414,661	5.0%	745,562,635

Daily Pivots for day following 30-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.16	134.77	133.21
R3	134.36	133.97	132.99
R2	133.56	133.56	132.92
R1	133.17	133.17	132.84	133.37
PP	132.76	132.76	132.76	132.86
S1	132.37	132.37	132.70	132.57
S2	131.96	131.96	132.62
S3	131.16	131.57	132.55
S4	130.36	130.77	132.33

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	133.16	129.67	3.49	2.6%	1.13	0.8%	89%	True	False	137,558,916
10	133.16	127.10	6.06	4.6%	1.15	0.9%	94%	True	False	160,300,694
20	133.63	125.28	8.35	6.3%	1.55	1.2%	90%	False	False	209,307,755
40	134.69	125.28	9.41	7.1%	1.40	1.1%	80%	False	False	182,324,456
60	134.69	125.28	9.41	7.1%	1.31	1.0%	80%	False	False	169,640,823
80	134.69	122.41	12.28	9.2%	1.17	0.9%	84%	False	False	155,825,934
100	134.69	117.59	17.10	12.9%	1.18	0.9%	89%	False	False	162,345,237
120	134.69	115.61	19.08	14.4%	1.20	0.9%	90%	False	False	165,730,577

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.34
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	136.56
2.618	135.25
1.618	134.45
1.000	133.96
0.618	133.65
HIGH	133.16
0.618	132.85
0.500	132.76
0.382	132.67
LOW	132.36
0.618	131.87
1.000	131.56
1.618	131.07
2.618	130.27
4.250	128.96

Fisher Pivots for day following 30-Mar-2011
Pivot	1 day	3 day
R1	132.77	132.45
PP	132.76	132.12
S1	132.76	131.80

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