SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 132.09 132.21 0.12 0.1% 128.07
High 132.64 132.63 -0.01 0.0% 131.20
Low 131.73 131.61 -0.12 -0.1% 127.75
Close 132.57 132.27 -0.30 -0.2% 131.15
Range 0.91 1.02 0.11 12.1% 3.45
ATR 1.17 1.16 -0.01 -0.9% 0.00
Volume 98,856,842 146,291,974 47,435,132 48.0% 713,975,908
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 135.23 134.77 132.83
R3 134.21 133.75 132.55
R2 133.19 133.19 132.46
R1 132.73 132.73 132.36 132.96
PP 132.17 132.17 132.17 132.28
S1 131.71 131.71 132.18 131.94
S2 131.15 131.15 132.08
S3 130.13 130.69 131.99
S4 129.11 129.67 131.71
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
5 132.64 129.57 3.07 2.3% 1.06 0.8% 88% False False 127,556,190
10 132.64 127.51 5.13 3.9% 1.20 0.9% 93% False False 149,016,687
20 132.64 127.13 5.51 4.2% 1.10 0.8% 93% False False 142,949,062
40 132.64 123.75 8.89 6.7% 0.96 0.7% 96% False False 127,697,883
60 132.64 117.59 15.05 11.4% 1.01 0.8% 98% False False 142,626,352
80 132.64 116.02 16.62 12.6% 1.08 0.8% 98% False False 152,912,763
100 132.64 112.18 20.46 15.5% 1.14 0.9% 98% False False 161,232,394
120 132.64 104.29 28.35 21.4% 1.17 0.9% 99% False False 167,827,798
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 136.97
2.618 135.30
1.618 134.28
1.000 133.65
0.618 133.26
HIGH 132.63
0.618 132.24
0.500 132.12
0.382 132.00
LOW 131.61
0.618 130.98
1.000 130.59
1.618 129.96
2.618 128.94
4.250 127.28
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 132.22 132.19
PP 132.17 132.11
S1 132.12 132.04

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

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