SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 131.80 133.03 1.23 0.9% 131.44
High 133.28 133.54 0.26 0.2% 133.28
Low 131.77 132.88 1.11 0.8% 131.30
Close 133.11 133.43 0.32 0.2% 133.11
Range 1.51 0.66 -0.85 -56.3% 1.98
ATR 1.18 1.15 -0.04 -3.2% 0.00
Volume 137,665,186 101,524,279 -36,140,907 -26.3% 657,648,891
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 135.26 135.01 133.79
R3 134.60 134.35 133.61
R2 133.94 133.94 133.55
R1 133.69 133.69 133.49 133.82
PP 133.28 133.28 133.28 133.35
S1 133.03 133.03 133.37 133.16
S2 132.62 132.62 133.31
S3 131.96 132.37 133.25
S4 131.30 131.71 133.07
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 138.50 137.79 134.20
R3 136.52 135.81 133.65
R2 134.54 134.54 133.47
R1 133.83 133.83 133.29 134.19
PP 132.56 132.56 132.56 132.74
S1 131.85 131.85 132.93 132.21
S2 130.58 130.58 132.75
S3 128.60 129.87 132.57
S4 126.62 127.89 132.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.54 131.30 2.24 1.7% 1.05 0.8% 95% True False 129,368,759
10 133.54 129.38 4.16 3.1% 1.07 0.8% 97% True False 132,404,242
20 133.54 127.13 6.41 4.8% 1.14 0.9% 98% True False 145,337,311
40 133.54 123.82 9.72 7.3% 0.97 0.7% 99% True False 125,595,547
60 133.54 117.74 15.80 11.8% 1.00 0.8% 99% True False 138,730,641
80 133.54 117.21 16.33 12.2% 1.06 0.8% 99% True False 150,168,354
100 133.54 112.18 21.36 16.0% 1.12 0.8% 99% True False 158,508,661
120 133.54 104.29 29.25 21.9% 1.16 0.9% 100% True False 165,731,925
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.25
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 136.35
2.618 135.27
1.618 134.61
1.000 134.20
0.618 133.95
HIGH 133.54
0.618 133.29
0.500 133.21
0.382 133.13
LOW 132.88
0.618 132.47
1.000 132.22
1.618 131.81
2.618 131.15
4.250 130.08
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 133.36 133.09
PP 133.28 132.76
S1 133.21 132.42

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

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