SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 129.46 130.40 0.94 0.7% 128.29
High 130.97 130.84 -0.13 -0.1% 130.35
Low 129.38 130.33 0.95 0.7% 127.51
Close 130.74 130.49 -0.26 -0.2% 127.72
Range 1.59 0.51 -1.08 -67.9% 2.84
ATR 1.23 1.18 -0.05 -4.2% 0.00
Volume 166,921,316 117,645,178 -49,276,138 -29.5% 840,869,768
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 132.08 131.79 130.77
R3 131.57 131.28 130.63
R2 131.06 131.06 130.58
R1 130.77 130.77 130.53 130.92
PP 130.55 130.55 130.55 130.62
S1 130.26 130.26 130.44 130.41
S2 130.04 130.04 130.39
S3 129.53 129.75 130.34
S4 129.02 129.24 130.20
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 2.7% 1.34 1.0% 86% False False 170,477,183
10 130.97 127.13 3.84 2.9% 1.19 0.9% 87% False False 160,142,713
20 130.97 126.15 4.82 3.7% 1.11 0.9% 90% False False 143,290,225
40 130.97 122.41 8.56 6.6% 0.94 0.7% 94% False False 129,711,445
60 130.97 117.59 13.38 10.3% 1.04 0.8% 96% False False 147,976,589
80 130.97 115.65 15.32 11.7% 1.09 0.8% 97% False False 156,683,869
100 130.97 111.98 18.99 14.6% 1.13 0.9% 97% False False 164,367,432
120 130.97 104.29 26.68 20.4% 1.18 0.9% 98% False False 170,232,982
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 133.01
2.618 132.18
1.618 131.67
1.000 131.35
0.618 131.16
HIGH 130.84
0.618 130.65
0.500 130.59
0.382 130.52
LOW 130.33
0.618 130.01
1.000 129.82
1.618 129.50
2.618 128.99
4.250 128.16
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 130.59 130.11
PP 130.55 129.74
S1 130.52 129.36

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

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