SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 138.32 140.10 1.78 1.3% 137.10
High 140.13 140.45 0.32 0.2% 137.93
Low 138.09 139.48 1.39 1.0% 134.36
Close 140.06 139.91 -0.15 -0.1% 137.57
Range 2.04 0.97 -1.07 -52.5% 3.57
ATR 1.33 1.31 -0.03 -1.9% 0.00
Volume 183,934,938 145,111,750 -38,823,188 -21.1% 725,752,165
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 142.86 142.35 140.44
R3 141.89 141.38 140.18
R2 140.92 140.92 140.09
R1 140.41 140.41 140.00 140.18
PP 139.95 139.95 139.95 139.83
S1 139.44 139.44 139.82 139.21
S2 138.98 138.98 139.73
S3 138.01 138.47 139.64
S4 137.04 137.50 139.38
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 147.33 146.02 139.53
R3 143.76 142.45 138.55
R2 140.19 140.19 138.22
R1 138.88 138.88 137.90 139.54
PP 136.62 136.62 136.62 136.95
S1 135.31 135.31 137.24 135.97
S2 133.05 133.05 136.92
S3 129.48 131.74 136.59
S4 125.91 128.17 135.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.45 136.24 4.21 3.0% 1.11 0.8% 87% True False 134,511,753
10 140.45 134.36 6.09 4.4% 1.04 0.7% 91% True False 142,408,263
20 140.45 134.29 6.16 4.4% 1.11 0.8% 91% True False 144,836,544
40 140.45 129.08 11.37 8.1% 1.12 0.8% 95% True False 144,936,664
60 140.45 120.03 20.42 14.6% 1.20 0.9% 97% True False 144,224,447
80 140.45 116.20 24.25 17.3% 1.40 1.0% 98% True False 163,575,926
100 140.45 116.20 24.25 17.3% 1.58 1.1% 98% True False 181,850,874
120 140.45 107.43 33.02 23.6% 1.78 1.3% 98% True False 200,167,712
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.57
2.618 142.99
1.618 142.02
1.000 141.42
0.618 141.05
HIGH 140.45
0.618 140.08
0.500 139.97
0.382 139.85
LOW 139.48
0.618 138.88
1.000 138.51
1.618 137.91
2.618 136.94
4.250 135.36
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 139.97 139.53
PP 139.95 139.15
S1 139.93 138.77

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

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