SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 140.13 140.36 0.23 0.2% 137.56
High 140.78 140.48 -0.30 -0.2% 140.78
Low 139.76 140.00 0.24 0.2% 137.09
Close 140.72 140.30 -0.42 -0.3% 140.30
Range 1.02 0.48 -0.54 -52.9% 3.69
ATR 1.29 1.24 -0.04 -3.1% 0.00
Volume 164,958,297 152,878,094 -12,080,203 -7.3% 750,784,118
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 141.70 141.48 140.56
R3 141.22 141.00 140.43
R2 140.74 140.74 140.39
R1 140.52 140.52 140.34 140.39
PP 140.26 140.26 140.26 140.20
S1 140.04 140.04 140.26 139.91
S2 139.78 139.78 140.21
S3 139.30 139.56 140.17
S4 138.82 139.08 140.04
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 150.46 149.07 142.33
R3 146.77 145.38 141.31
R2 143.08 143.08 140.98
R1 141.69 141.69 140.64 142.39
PP 139.39 139.39 139.39 139.74
S1 138.00 138.00 139.96 138.70
S2 135.70 135.70 139.62
S3 132.01 134.31 139.29
S4 128.32 130.62 138.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.78 137.09 3.69 2.6% 1.04 0.7% 87% False False 150,156,823
10 140.78 134.36 6.42 4.6% 1.00 0.7% 93% False False 147,653,628
20 140.78 134.36 6.42 4.6% 1.02 0.7% 93% False False 141,676,417
40 140.78 130.06 10.72 7.6% 1.10 0.8% 96% False False 145,651,904
60 140.78 120.37 20.41 14.5% 1.16 0.8% 98% False False 142,798,581
80 140.78 116.20 24.58 17.5% 1.37 1.0% 98% False False 160,723,431
100 140.78 116.20 24.58 17.5% 1.56 1.1% 98% False False 179,620,784
120 140.78 107.43 33.35 23.8% 1.75 1.2% 99% False False 195,975,446
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 306 trading days
Fibonacci Retracements and Extensions
4.250 142.52
2.618 141.74
1.618 141.26
1.000 140.96
0.618 140.78
HIGH 140.48
0.618 140.30
0.500 140.24
0.382 140.18
LOW 140.00
0.618 139.70
1.000 139.52
1.618 139.22
2.618 138.74
4.250 137.96
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 140.28 140.24
PP 140.26 140.19
S1 140.24 140.13

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

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