SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 137.10 135.36 -1.74 -1.3% 136.03
High 137.20 135.43 -1.77 -1.3% 138.19
Low 136.28 134.36 -1.92 -1.4% 135.80
Close 136.75 134.75 -2.00 -1.5% 137.31
Range 0.92 1.07 0.15 16.3% 2.39
ATR 1.21 1.30 0.08 6.9% 0.00
Volume 140,589,172 201,928,688 61,339,516 43.6% 726,052,273
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 138.06 137.47 135.34
R3 136.99 136.40 135.04
R2 135.92 135.92 134.95
R1 135.33 135.33 134.85 135.09
PP 134.85 134.85 134.85 134.73
S1 134.26 134.26 134.65 134.02
S2 133.78 133.78 134.55
S3 132.71 133.19 134.46
S4 131.64 132.12 134.16
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 144.27 143.18 138.62
R3 141.88 140.79 137.97
R2 139.49 139.49 137.75
R1 138.40 138.40 137.53 138.95
PP 137.10 137.10 137.10 137.37
S1 136.01 136.01 137.09 136.56
S2 134.71 134.71 136.87
S3 132.32 133.62 136.65
S4 129.93 131.23 136.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.19 134.36 3.83 2.8% 1.10 0.8% 10% False True 158,733,817
10 138.19 134.36 3.83 2.8% 1.06 0.8% 10% False True 143,578,658
20 138.19 133.64 4.55 3.4% 1.07 0.8% 24% False False 147,628,328
40 138.19 127.41 10.78 8.0% 1.12 0.8% 68% False False 143,435,822
60 138.19 120.03 18.16 13.5% 1.30 1.0% 81% False False 153,066,307
80 138.19 116.20 21.99 16.3% 1.49 1.1% 84% False False 170,094,410
100 138.19 116.20 21.99 16.3% 1.65 1.2% 84% False False 188,211,062
120 138.19 107.43 30.76 22.8% 1.86 1.4% 89% False False 207,581,083
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.27
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 139.98
2.618 138.23
1.618 137.16
1.000 136.50
0.618 136.09
HIGH 135.43
0.618 135.02
0.500 134.90
0.382 134.77
LOW 134.36
0.618 133.70
1.000 133.29
1.618 132.63
2.618 131.56
4.250 129.81
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 134.90 136.09
PP 134.85 135.64
S1 134.80 135.20

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

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