SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Feb-2011
Day Change Summary
Previous Current
02-Feb-2011 03-Feb-2011 Change Change % Previous Week
Open 130.40 130.26 -0.14 -0.1% 128.29
High 130.84 130.98 0.14 0.1% 130.35
Low 130.33 129.57 -0.76 -0.6% 127.51
Close 130.49 130.78 0.30 0.2% 127.72
Range 0.51 1.41 0.90 176.5% 2.84
ATR 1.18 1.20 0.02 1.4% 0.00
Volume 117,645,178 145,724,127 28,078,949 23.9% 840,869,768
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 134.67 134.14 131.56
R3 133.26 132.73 131.17
R2 131.85 131.85 131.04
R1 131.32 131.32 130.91 131.59
PP 130.44 130.44 130.44 130.58
S1 129.91 129.91 130.65 130.18
S2 129.03 129.03 130.52
S3 127.62 128.50 130.39
S4 126.21 127.09 130.00
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
5 130.98 127.51 3.47 2.7% 1.48 1.1% 94% True False 174,981,520
10 130.98 127.51 3.47 2.7% 1.20 0.9% 94% True False 157,164,028
20 130.98 126.15 4.83 3.7% 1.12 0.9% 96% True False 143,883,356
40 130.98 122.41 8.57 6.6% 0.95 0.7% 98% True False 128,195,918
60 130.98 117.59 13.39 10.2% 1.05 0.8% 99% True False 147,812,626
80 130.98 115.65 15.33 11.7% 1.10 0.8% 99% True False 157,218,869
100 130.98 111.98 19.00 14.5% 1.14 0.9% 99% True False 164,045,190
120 130.98 104.29 26.69 20.4% 1.19 0.9% 99% True False 170,127,476
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136.97
2.618 134.67
1.618 133.26
1.000 132.39
0.618 131.85
HIGH 130.98
0.618 130.44
0.500 130.28
0.382 130.11
LOW 129.57
0.618 128.70
1.000 128.16
1.618 127.29
2.618 125.88
4.250 123.58
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 130.61 130.58
PP 130.44 130.38
S1 130.28 130.18

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

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