SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 134.37 133.12 -1.25 -0.9% 133.03
High 134.69 133.86 -0.83 -0.6% 134.69
Low 134.06 131.47 -2.59 -1.9% 132.32
Close 134.53 131.83 -2.70 -2.0% 134.53
Range 0.63 2.39 1.76 279.4% 2.37
ATR 1.09 1.23 0.14 12.8% 0.00
Volume 129,820,939 232,808,933 102,987,994 79.3% 590,599,746
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 139.56 138.08 133.14
R3 137.17 135.69 132.49
R2 134.78 134.78 132.27
R1 133.30 133.30 132.05 132.85
PP 132.39 132.39 132.39 132.16
S1 130.91 130.91 131.61 130.46
S2 130.00 130.00 131.39
S3 127.61 128.52 131.17
S4 125.22 126.13 130.52
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 140.97 140.12 135.84
R3 138.59 137.75 135.18
R2 136.22 136.22 134.97
R1 135.37 135.37 134.75 135.80
PP 133.85 133.85 133.85 134.06
S1 133.00 133.00 134.31 133.42
S2 131.47 131.47 134.09
S3 129.10 130.63 133.88
S4 126.73 128.25 133.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.69 131.47 3.22 2.4% 1.17 0.9% 11% False True 144,376,880
10 134.69 131.30 3.39 2.6% 1.11 0.8% 16% False False 136,872,819
20 134.69 127.51 7.18 5.4% 1.16 0.9% 60% False False 146,112,949
40 134.69 125.04 9.65 7.3% 1.03 0.8% 70% False False 131,052,147
60 134.69 117.74 16.95 12.9% 1.01 0.8% 83% False False 135,803,736
80 134.69 117.59 17.10 13.0% 1.06 0.8% 83% False False 148,826,162
100 134.69 113.18 21.51 16.3% 1.12 0.8% 87% False False 156,437,651
120 134.69 106.66 28.03 21.3% 1.13 0.9% 90% False False 161,668,082
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 144.02
2.618 140.12
1.618 137.73
1.000 136.25
0.618 135.34
HIGH 133.86
0.618 132.95
0.500 132.67
0.382 132.38
LOW 131.47
0.618 129.99
1.000 129.08
1.618 127.60
2.618 125.21
4.250 121.31
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 132.67 133.08
PP 132.39 132.66
S1 132.11 132.25

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

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