SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 133.02 133.46 0.44 0.3% 131.44
High 133.22 134.01 0.79 0.6% 133.28
Low 132.32 133.19 0.87 0.7% 131.30
Close 133.01 133.85 0.84 0.6% 133.11
Range 0.90 0.82 -0.08 -9.2% 1.98
ATR 1.14 1.13 -0.01 -0.9% 0.00
Volume 119,454,089 130,038,726 10,584,637 8.9% 657,648,891
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 136.14 135.82 134.30
R3 135.32 135.00 134.08
R2 134.50 134.50 134.00
R1 134.18 134.18 133.93 134.34
PP 133.68 133.68 133.68 133.77
S1 133.36 133.36 133.77 133.52
S2 132.86 132.86 133.70
S3 132.04 132.54 133.62
S4 131.22 131.72 133.40
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
5 134.01 131.30 2.71 2.0% 1.01 0.8% 94% True False 130,237,559
10 134.01 129.57 4.44 3.3% 1.03 0.8% 96% True False 128,896,874
20 134.01 127.13 6.88 5.1% 1.11 0.8% 98% True False 144,519,794
40 134.01 124.87 9.14 6.8% 0.97 0.7% 98% True False 125,335,468
60 134.01 117.74 16.27 12.2% 1.00 0.7% 99% True False 136,984,844
80 134.01 117.26 16.75 12.5% 1.05 0.8% 99% True False 149,167,439
100 134.01 113.18 20.83 15.6% 1.11 0.8% 99% True False 156,886,367
120 134.01 104.31 29.70 22.2% 1.14 0.9% 99% True False 163,674,419
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.50
2.618 136.16
1.618 135.34
1.000 134.83
0.618 134.52
HIGH 134.01
0.618 133.70
0.500 133.60
0.382 133.50
LOW 133.19
0.618 132.68
1.000 132.37
1.618 131.86
2.618 131.04
4.250 129.71
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 133.77 133.62
PP 133.68 133.39
S1 133.60 133.16

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

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