SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 132.21 131.60 -0.61 -0.5% 128.07
High 132.63 132.47 -0.16 -0.1% 131.20
Low 131.61 131.30 -0.31 -0.2% 127.75
Close 132.27 132.32 0.05 0.0% 131.15
Range 1.02 1.17 0.15 14.7% 3.45
ATR 1.16 1.16 0.00 0.1% 0.00
Volume 146,291,974 162,505,516 16,213,542 11.1% 713,975,908
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 135.54 135.10 132.96
R3 134.37 133.93 132.64
R2 133.20 133.20 132.54
R1 132.76 132.76 132.43 132.98
PP 132.03 132.03 132.03 132.14
S1 131.59 131.59 132.21 131.81
S2 130.86 130.86 132.11
S3 129.69 130.42 132.00
S4 128.52 129.25 131.68
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
5 132.64 130.23 2.41 1.8% 1.01 0.8% 87% False False 130,912,468
10 132.64 127.51 5.13 3.9% 1.24 0.9% 94% False False 152,946,994
20 132.64 127.13 5.51 4.2% 1.12 0.8% 94% False False 145,707,103
40 132.64 123.75 8.89 6.7% 0.97 0.7% 96% False False 128,085,402
60 132.64 117.59 15.05 11.4% 1.01 0.8% 98% False False 142,607,100
80 132.64 116.02 16.62 12.6% 1.08 0.8% 98% False False 153,179,880
100 132.64 112.18 20.46 15.5% 1.13 0.9% 98% False False 160,712,011
120 132.64 104.29 28.35 21.4% 1.17 0.9% 99% False False 167,435,659
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 137.44
2.618 135.53
1.618 134.36
1.000 133.64
0.618 133.19
HIGH 132.47
0.618 132.02
0.500 131.89
0.382 131.75
LOW 131.30
0.618 130.58
1.000 130.13
1.618 129.41
2.618 128.24
4.250 126.33
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 132.18 132.20
PP 132.03 132.09
S1 131.89 131.97

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

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