SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 133.03 133.02 -0.01 0.0% 131.44
High 133.54 133.22 -0.32 -0.2% 133.28
Low 132.88 132.32 -0.56 -0.4% 131.30
Close 133.43 133.01 -0.42 -0.3% 133.11
Range 0.66 0.90 0.24 36.9% 1.98
ATR 1.15 1.14 0.00 -0.2% 0.00
Volume 101,524,279 119,454,089 17,929,810 17.7% 657,648,891
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 135.56 135.19 133.51
R3 134.66 134.28 133.26
R2 133.75 133.75 133.18
R1 133.38 133.38 133.09 133.12
PP 132.85 132.85 132.85 132.72
S1 132.48 132.48 132.93 132.21
S2 131.95 131.95 132.84
S3 131.04 131.57 132.76
S4 130.14 130.67 132.51
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% 76% False False 133,488,208
10 133.54 129.57 3.97 3.0% 1.00 0.8% 87% False False 127,657,520
20 133.54 127.13 6.41 4.8% 1.15 0.9% 92% False False 145,598,607
40 133.54 123.98 9.56 7.2% 0.97 0.7% 94% False False 125,058,496
60 133.54 117.74 15.80 11.9% 1.00 0.8% 97% False False 137,430,904
80 133.54 117.26 16.28 12.2% 1.05 0.8% 97% False False 148,893,666
100 133.54 113.18 20.36 15.3% 1.12 0.8% 97% False False 157,681,967
120 133.54 104.31 29.23 22.0% 1.15 0.9% 98% False False 164,459,293
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.06
2.618 135.58
1.618 134.68
1.000 134.12
0.618 133.78
HIGH 133.22
0.618 132.87
0.500 132.77
0.382 132.66
LOW 132.32
0.618 131.76
1.000 131.41
1.618 130.86
2.618 129.95
4.250 128.48
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 132.93 132.89
PP 132.85 132.77
S1 132.77 132.66

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

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