SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 133.12 131.75 -1.37 -1.0% 133.03
High 133.86 132.07 -1.79 -1.3% 134.69
Low 131.47 130.21 -1.26 -1.0% 132.32
Close 131.83 131.02 -0.81 -0.6% 134.53
Range 2.39 1.86 -0.53 -22.2% 2.37
ATR 1.23 1.28 0.04 3.6% 0.00
Volume 232,808,933 227,029,106 -5,779,827 -2.5% 590,599,746
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 136.68 135.71 132.04
R3 134.82 133.85 131.53
R2 132.96 132.96 131.36
R1 131.99 131.99 131.19 131.55
PP 131.10 131.10 131.10 130.88
S1 130.13 130.13 130.85 129.69
S2 129.24 129.24 130.68
S3 127.38 128.27 130.51
S4 125.52 126.41 130.00
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
5 134.69 130.21 4.48 3.4% 1.36 1.0% 18% False True 165,891,883
10 134.69 130.21 4.48 3.4% 1.21 0.9% 18% False True 149,690,046
20 134.69 127.51 7.18 5.5% 1.19 0.9% 49% False False 149,095,599
40 134.69 125.33 9.36 7.1% 1.06 0.8% 61% False False 135,276,267
60 134.69 117.74 16.95 12.9% 1.02 0.8% 78% False False 138,320,759
80 134.69 117.59 17.10 13.1% 1.07 0.8% 79% False False 149,558,579
100 134.69 113.18 21.51 16.4% 1.12 0.9% 83% False False 155,838,450
120 134.69 108.49 26.20 20.0% 1.13 0.9% 86% False False 161,330,288
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.98
2.618 136.94
1.618 135.08
1.000 133.93
0.618 133.22
HIGH 132.07
0.618 131.36
0.500 131.14
0.382 130.92
LOW 130.21
0.618 129.06
1.000 128.35
1.618 127.20
2.618 125.34
4.250 122.31
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 131.14 132.45
PP 131.10 131.97
S1 131.06 131.50

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

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