SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Mar-2013
Day Change Summary
Previous Current
21-Mar-2013 22-Mar-2013 Change Change % Previous Week
Open 154.76 154.85 0.09 0.1% 154.34
High 155.64 155.60 -0.04 0.0% 155.95
Low 154.10 154.73 0.63 0.4% 153.59
Close 154.36 155.60 1.24 0.8% 155.60
Range 1.54 0.87 -0.67 -43.5% 2.36
ATR 1.35 1.35 -0.01 -0.6% 0.00
Volume 128,604,102 111,163,508 -17,440,594 -13.6% 647,798,219
Daily Pivots for day following 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 157.92 157.63 156.08
R3 157.05 156.76 155.84
R2 156.18 156.18 155.76
R1 155.89 155.89 155.68 156.04
PP 155.31 155.31 155.31 155.38
S1 155.02 155.02 155.52 155.17
S2 154.44 154.44 155.44
S3 153.57 154.15 155.36
S4 152.70 153.28 155.12
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 162.13 161.22 156.90
R3 159.77 158.86 156.25
R2 157.41 157.41 156.03
R1 156.50 156.50 155.82 156.96
PP 155.05 155.05 155.05 155.27
S1 154.14 154.14 155.38 154.60
S2 152.69 152.69 155.17
S3 150.33 151.78 154.95
S4 147.97 149.42 154.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155.95 153.59 2.36 1.5% 1.29 0.8% 85% False False 129,559,643
10 156.80 153.59 3.21 2.1% 1.08 0.7% 63% False False 119,478,232
20 156.80 148.73 8.07 5.2% 1.34 0.9% 85% False False 130,010,840
40 156.80 148.73 8.07 5.2% 1.21 0.8% 85% False False 127,107,430
60 156.80 139.54 17.26 11.1% 1.20 0.8% 93% False False 128,772,927
80 156.80 139.00 17.80 11.4% 1.21 0.8% 93% False False 131,782,929
100 156.80 134.70 22.10 14.2% 1.31 0.8% 95% False False 133,659,341
120 156.80 134.70 22.10 14.2% 1.31 0.8% 95% False False 133,037,126
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 159.30
2.618 157.88
1.618 157.01
1.000 156.47
0.618 156.14
HIGH 155.60
0.618 155.27
0.500 155.17
0.382 155.06
LOW 154.73
0.618 154.19
1.000 153.86
1.618 153.32
2.618 152.45
4.250 151.03
Fisher Pivots for day following 22-Mar-2013
Pivot 1 day 3 day
R1 155.46 155.41
PP 155.31 155.22
S1 155.17 155.03

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

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