SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 130.26 130.83 0.57 0.4% 128.07
High 130.98 131.20 0.22 0.2% 131.20
Low 129.57 130.23 0.66 0.5% 127.75
Close 130.78 131.15 0.37 0.3% 131.15
Range 1.41 0.97 -0.44 -31.2% 3.45
ATR 1.20 1.18 -0.02 -1.4% 0.00
Volume 145,724,127 134,578,637 -11,145,490 -7.6% 713,975,908
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 133.77 133.43 131.68
R3 132.80 132.46 131.42
R2 131.83 131.83 131.33
R1 131.49 131.49 131.24 131.66
PP 130.86 130.86 130.86 130.95
S1 130.52 130.52 131.06 130.69
S2 129.89 129.89 130.97
S3 128.92 129.55 130.88
S4 127.95 128.58 130.62
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 140.38 139.22 133.05
R3 136.93 135.77 132.10
R2 133.48 133.48 131.78
R1 132.32 132.32 131.47 132.90
PP 130.03 130.03 130.03 130.33
S1 128.87 128.87 130.83 129.45
S2 126.58 126.58 130.52
S3 123.13 125.42 130.20
S4 119.68 121.97 129.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.20 127.75 3.45 2.6% 1.10 0.8% 99% True False 142,795,181
10 131.20 127.51 3.69 2.8% 1.21 0.9% 99% True False 155,484,567
20 131.20 126.15 5.05 3.9% 1.12 0.9% 99% True False 144,492,254
40 131.20 123.15 8.05 6.1% 0.95 0.7% 99% True False 128,116,208
60 131.20 117.59 13.61 10.4% 1.04 0.8% 100% True False 146,954,831
80 131.20 116.02 15.18 11.6% 1.09 0.8% 100% True False 156,629,164
100 131.20 111.98 19.22 14.7% 1.14 0.9% 100% True False 163,297,287
120 131.20 104.29 26.91 20.5% 1.19 0.9% 100% True False 170,019,287
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135.32
2.618 133.74
1.618 132.77
1.000 132.17
0.618 131.80
HIGH 131.20
0.618 130.83
0.500 130.72
0.382 130.60
LOW 130.23
0.618 129.63
1.000 129.26
1.618 128.66
2.618 127.69
4.250 126.11
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 131.01 130.90
PP 130.86 130.64
S1 130.72 130.39

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

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