SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 156.31 155.85 -0.46 -0.3% 155.33
High 156.80 156.04 -0.76 -0.5% 156.80
Low 155.91 155.31 -0.60 -0.4% 155.13
Close 156.73 155.83 -0.90 -0.6% 155.83
Range 0.89 0.73 -0.16 -18.0% 1.67
ATR 1.25 1.27 0.01 0.9% 0.00
Volume 126,329,805 138,601,109 12,271,304 9.7% 546,984,109
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 157.92 157.60 156.23
R3 157.19 156.87 156.03
R2 156.46 156.46 155.96
R1 156.14 156.14 155.90 155.94
PP 155.73 155.73 155.73 155.62
S1 155.41 155.41 155.76 155.21
S2 155.00 155.00 155.70
S3 154.27 154.68 155.63
S4 153.54 153.95 155.43
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 160.93 160.05 156.75
R3 159.26 158.38 156.29
R2 157.59 157.59 156.14
R1 156.71 156.71 155.98 157.15
PP 155.92 155.92 155.92 156.14
S1 155.04 155.04 155.68 155.48
S2 154.25 154.25 155.52
S3 152.58 153.37 155.37
S4 150.91 151.70 154.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.80 155.13 1.67 1.1% 0.86 0.6% 42% False False 109,396,821
10 156.80 151.52 5.28 3.4% 0.90 0.6% 82% False False 107,171,539
20 156.80 148.73 8.07 5.2% 1.36 0.9% 88% False False 135,646,925
40 156.80 147.14 9.66 6.2% 1.18 0.8% 90% False False 127,576,445
60 156.80 139.54 17.26 11.1% 1.20 0.8% 94% False False 131,258,010
80 156.80 136.41 20.39 13.1% 1.22 0.8% 95% False False 130,167,290
100 156.80 134.70 22.10 14.2% 1.32 0.8% 96% False False 134,897,034
120 156.80 134.70 22.10 14.2% 1.31 0.8% 96% False False 132,956,275
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.20
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 159.14
2.618 157.95
1.618 157.22
1.000 156.77
0.618 156.49
HIGH 156.04
0.618 155.76
0.500 155.68
0.382 155.59
LOW 155.31
0.618 154.86
1.000 154.58
1.618 154.13
2.618 153.40
4.250 152.21
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 155.78 156.02
PP 155.73 155.95
S1 155.68 155.89

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

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