SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Feb-2011
Day Change Summary
Previous Current
31-Jan-2011 01-Feb-2011 Change Change % Previous Week
Open 128.07 129.46 1.39 1.1% 128.29
High 128.78 130.97 2.19 1.7% 130.35
Low 127.75 129.38 1.63 1.3% 127.51
Close 128.68 130.74 2.06 1.6% 127.72
Range 1.03 1.59 0.56 54.4% 2.84
ATR 1.15 1.23 0.08 7.0% 0.00
Volume 149,106,650 166,921,316 17,814,666 11.9% 840,869,768
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 135.13 134.53 131.61
R3 133.54 132.94 131.18
R2 131.95 131.95 131.03
R1 131.35 131.35 130.89 131.65
PP 130.36 130.36 130.36 130.52
S1 129.76 129.76 130.59 130.06
S2 128.77 128.77 130.45
S3 127.18 128.17 130.30
S4 125.59 126.58 129.87
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 137.05 135.22 129.28
R3 134.21 132.38 128.50
R2 131.37 131.37 128.24
R1 129.54 129.54 127.98 129.04
PP 128.53 128.53 128.53 128.27
S1 126.70 126.70 127.46 126.20
S2 125.69 125.69 127.20
S3 122.85 123.86 126.94
S4 120.01 121.02 126.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.97 127.51 3.46 2.6% 1.40 1.1% 93% True False 175,175,475
10 130.97 127.13 3.84 2.9% 1.30 1.0% 94% True False 163,539,695
20 130.97 126.15 4.82 3.7% 1.14 0.9% 95% True False 144,273,558
40 130.97 122.41 8.56 6.5% 0.95 0.7% 97% True False 129,327,412
60 130.97 117.59 13.38 10.2% 1.04 0.8% 98% True False 149,025,757
80 130.97 115.61 15.36 11.7% 1.10 0.8% 99% True False 157,433,637
100 130.97 110.87 20.10 15.4% 1.14 0.9% 99% True False 164,468,502
120 130.97 104.29 26.68 20.4% 1.19 0.9% 99% True False 171,247,312
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.73
2.618 135.13
1.618 133.54
1.000 132.56
0.618 131.95
HIGH 130.97
0.618 130.36
0.500 130.18
0.382 129.99
LOW 129.38
0.618 128.40
1.000 127.79
1.618 126.81
2.618 125.22
4.250 122.62
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 130.55 130.24
PP 130.36 129.74
S1 130.18 129.24

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

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