SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Mar-2013

Day Change Summary
	Previous	Current
	06-Mar-2013	07-Mar-2013	Change	Change %	Previous Week
Open	154.84	154.70	-0.14	-0.1%	152.63
High	154.92	154.98	0.06	0.0%	152.87
Low	154.16	154.52	0.36	0.2%	148.73
Close	154.50	154.78	0.28	0.2%	152.11
Range	0.76	0.46	-0.30	-39.5%	4.14
ATR	1.48	1.41	-0.07	-4.8%	0.00
Volume	94,469,797	86,101,297	-8,368,500	-8.9%	880,703,187

Daily Pivots for day following 07-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	156.14	155.92	155.03
R3	155.68	155.46	154.91
R2	155.22	155.22	154.86
R1	155.00	155.00	154.82	155.11
PP	154.76	154.76	154.76	154.82
S1	154.54	154.54	154.74	154.65
S2	154.30	154.30	154.70
S3	153.84	154.08	154.65
S4	153.38	153.62	154.53

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	163.66	162.02	154.39
R3	159.52	157.88	153.25
R2	155.38	155.38	152.87
R1	153.74	153.74	152.49	152.49
PP	151.24	151.24	151.24	150.61
S1	149.60	149.60	151.73	148.35
S2	147.10	147.10	151.35
S3	142.96	145.46	150.97
S4	138.82	141.32	149.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154.98	150.41	4.57	3.0%	1.12	0.7%	96%	True	False	114,375,678
10	154.98	148.73	6.25	4.0%	1.64	1.1%	97%	True	False	138,830,337
20	154.98	148.73	6.25	4.0%	1.36	0.9%	97%	True	False	130,520,724
40	154.98	145.64	9.34	6.0%	1.17	0.8%	98%	True	False	126,389,327
60	154.98	139.54	15.44	10.0%	1.22	0.8%	99%	True	False	133,657,533
80	154.98	134.70	20.28	13.1%	1.29	0.8%	99%	True	False	134,672,241
100	154.98	134.70	20.28	13.1%	1.34	0.9%	99%	True	False	135,366,006
120	154.98	134.70	20.28	13.1%	1.32	0.9%	99%	True	False	134,277,013

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.32
Narrowest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	156.94
2.618	156.18
1.618	155.72
1.000	155.44
0.618	155.26
HIGH	154.98
0.618	154.80
0.500	154.75
0.382	154.70
LOW	154.52
0.618	154.24
1.000	154.06
1.618	153.78
2.618	153.32
4.250	152.57

Fisher Pivots for day following 07-Mar-2013
Pivot	1 day	3 day
R1	154.77	154.62
PP	154.76	154.47
S1	154.75	154.31

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