SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Mar-2013
Day Change Summary
Previous Current
19-Mar-2013 20-Mar-2013 Change Change % Previous Week
Open 155.30 155.52 0.22 0.1% 155.33
High 155.51 155.95 0.44 0.3% 156.80
Low 153.59 155.26 1.67 1.1% 155.13
Close 154.61 155.69 1.08 0.7% 155.83
Range 1.92 0.69 -1.23 -64.1% 1.67
ATR 1.34 1.34 0.00 0.0% 0.00
Volume 167,567,203 113,759,203 -53,808,000 -32.1% 546,984,109
Daily Pivots for day following 20-Mar-2013
Classic Woodie Camarilla DeMark
R4 157.70 157.39 156.07
R3 157.01 156.70 155.88
R2 156.32 156.32 155.82
R1 156.01 156.01 155.75 156.17
PP 155.63 155.63 155.63 155.71
S1 155.32 155.32 155.63 155.48
S2 154.94 154.94 155.56
S3 154.25 154.63 155.50
S4 153.56 153.94 155.31
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% 1.13 0.7% 65% False False 134,592,304
10 156.80 153.59 3.21 2.1% 0.98 0.6% 65% False False 116,460,361
20 156.80 148.73 8.07 5.2% 1.36 0.9% 86% False False 132,503,130
40 156.80 148.73 8.07 5.2% 1.20 0.8% 86% False False 127,388,797
60 156.80 139.54 17.26 11.1% 1.20 0.8% 94% False False 129,772,771
80 156.80 139.00 17.80 11.4% 1.22 0.8% 94% False False 130,855,001
100 156.80 134.70 22.10 14.2% 1.31 0.8% 95% False False 134,384,019
120 156.80 134.70 22.10 14.2% 1.32 0.8% 95% False False 133,369,621
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 0.23
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 158.88
2.618 157.76
1.618 157.07
1.000 156.64
0.618 156.38
HIGH 155.95
0.618 155.69
0.500 155.61
0.382 155.52
LOW 155.26
0.618 154.83
1.000 154.57
1.618 154.14
2.618 153.45
4.250 152.33
Fisher Pivots for day following 20-Mar-2013
Pivot 1 day 3 day
R1 155.66 155.38
PP 155.63 155.08
S1 155.61 154.77

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

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