SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 130.83 131.44 0.61 0.5% 128.07
High 131.20 132.40 1.20 0.9% 131.20
Low 130.23 131.43 1.20 0.9% 127.75
Close 131.15 131.97 0.82 0.6% 131.15
Range 0.97 0.97 0.00 0.0% 3.45
ATR 1.18 1.19 0.00 0.4% 0.00
Volume 134,578,637 112,329,373 -22,249,264 -16.5% 713,975,908
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 134.84 134.38 132.50
R3 133.87 133.41 132.24
R2 132.90 132.90 132.15
R1 132.44 132.44 132.06 132.67
PP 131.93 131.93 131.93 132.05
S1 131.47 131.47 131.88 131.70
S2 130.96 130.96 131.79
S3 129.99 130.50 131.70
S4 129.02 129.53 131.44
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
5 132.40 129.38 3.02 2.3% 1.09 0.8% 86% True False 135,439,726
10 132.40 127.51 4.89 3.7% 1.20 0.9% 91% True False 155,353,080
20 132.40 126.20 6.20 4.7% 1.09 0.8% 93% True False 142,310,699
40 132.40 123.73 8.67 6.6% 0.95 0.7% 95% True False 127,846,156
60 132.40 117.59 14.81 11.2% 1.03 0.8% 97% True False 145,150,391
80 132.40 116.02 16.38 12.4% 1.09 0.8% 97% True False 155,609,355
100 132.40 112.18 20.22 15.3% 1.14 0.9% 98% True False 162,736,211
120 132.40 104.29 28.11 21.3% 1.18 0.9% 98% True False 169,521,009
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 136.52
2.618 134.94
1.618 133.97
1.000 133.37
0.618 133.00
HIGH 132.40
0.618 132.03
0.500 131.92
0.382 131.80
LOW 131.43
0.618 130.83
1.000 130.46
1.618 129.86
2.618 128.89
4.250 127.31
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 131.95 131.64
PP 131.93 131.31
S1 131.92 130.99

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

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