SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Mar-2013

Day Change Summary
	Previous	Current
	18-Mar-2013	19-Mar-2013	Change	Change %	Previous Week
Open	154.34	155.30	0.96	0.6%	155.33
High	155.64	155.51	-0.13	-0.1%	156.80
Low	154.20	153.59	-0.61	-0.4%	155.13
Close	154.97	154.61	-0.36	-0.2%	155.83
Range	1.44	1.92	0.48	33.3%	1.67
ATR	1.29	1.34	0.04	3.5%	0.00
Volume	126,704,203	167,567,203	40,863,000	32.3%	546,984,109

Daily Pivots for day following 19-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	160.33	159.39	155.67
R3	158.41	157.47	155.14
R2	156.49	156.49	154.96
R1	155.55	155.55	154.79	155.06
PP	154.57	154.57	154.57	154.33
S1	153.63	153.63	154.43	153.14
S2	152.65	152.65	154.26
S3	150.73	151.71	154.08
S4	148.81	149.79	153.55

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	153.59	3.21	2.1%	1.17	0.8%	32%	False	True	130,350,623
10	156.80	153.59	3.21	2.1%	0.99	0.6%	32%	False	True	114,531,421
20	156.80	148.73	8.07	5.2%	1.42	0.9%	73%	False	False	134,843,905
40	156.80	147.98	8.82	5.7%	1.21	0.8%	75%	False	False	127,339,747
60	156.80	139.54	17.26	11.2%	1.21	0.8%	87%	False	False	130,684,900
80	156.80	139.00	17.80	11.5%	1.21	0.8%	88%	False	False	130,454,395
100	156.80	134.70	22.10	14.3%	1.32	0.9%	90%	False	False	134,502,213
120	156.80	134.70	22.10	14.3%	1.32	0.9%	90%	False	False	133,218,977

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	163.67
2.618	160.54
1.618	158.62
1.000	157.43
0.618	156.70
HIGH	155.51
0.618	154.78
0.500	154.55
0.382	154.32
LOW	153.59
0.618	152.40
1.000	151.67
1.618	150.48
2.618	148.56
4.250	145.43

Fisher Pivots for day following 19-Mar-2013
Pivot	1 day	3 day
R1	154.59	154.82
PP	154.57	154.75
S1	154.55	154.68

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