SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 135.36 135.06 -0.30 -0.2% 136.03
High 135.43 135.91 0.48 0.4% 138.19
Low 134.36 134.93 0.57 0.4% 135.80
Close 134.75 135.69 0.94 0.7% 137.31
Range 1.07 0.98 -0.09 -8.4% 2.39
ATR 1.30 1.29 -0.01 -0.8% 0.00
Volume 201,928,688 143,623,266 -58,305,422 -28.9% 726,052,273
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 138.45 138.05 136.23
R3 137.47 137.07 135.96
R2 136.49 136.49 135.87
R1 136.09 136.09 135.78 136.29
PP 135.51 135.51 135.51 135.61
S1 135.11 135.11 135.60 135.31
S2 134.53 134.53 135.51
S3 133.55 134.13 135.42
S4 132.57 133.15 135.15
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
5 137.99 134.36 3.63 2.7% 0.97 0.7% 37% False False 150,304,773
10 138.19 134.36 3.83 2.8% 1.08 0.8% 35% False False 145,530,034
20 138.19 133.84 4.35 3.2% 1.05 0.8% 43% False False 148,039,401
40 138.19 127.72 10.47 7.7% 1.12 0.8% 76% False False 144,543,667
60 138.19 120.03 18.16 13.4% 1.27 0.9% 86% False False 151,450,199
80 138.19 116.20 21.99 16.2% 1.46 1.1% 89% False False 167,670,900
100 138.19 116.20 21.99 16.2% 1.65 1.2% 89% False False 186,833,455
120 138.19 107.43 30.76 22.7% 1.84 1.4% 92% False False 206,117,501
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.08
2.618 138.48
1.618 137.50
1.000 136.89
0.618 136.52
HIGH 135.91
0.618 135.54
0.500 135.42
0.382 135.30
LOW 134.93
0.618 134.32
1.000 133.95
1.618 133.34
2.618 132.36
4.250 130.77
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 135.60 135.78
PP 135.51 135.75
S1 135.42 135.72

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

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