SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Feb-2012
Day Change Summary
Previous Current
31-Jan-2012 01-Feb-2012 Change Change % Previous Week
Open 132.02 132.29 0.27 0.2% 131.51
High 132.18 133.14 0.96 0.7% 133.40
Low 130.68 132.13 1.45 1.1% 130.60
Close 131.32 132.47 1.15 0.9% 131.82
Range 1.50 1.01 -0.49 -32.7% 2.80
ATR 1.56 1.57 0.02 1.2% 0.00
Volume 157,128,359 165,815,688 8,687,329 5.5% 750,311,718
Daily Pivots for day following 01-Feb-2012
Classic Woodie Camarilla DeMark
R4 135.61 135.05 133.03
R3 134.60 134.04 132.75
R2 133.59 133.59 132.66
R1 133.03 133.03 132.56 133.31
PP 132.58 132.58 132.58 132.72
S1 132.02 132.02 132.38 132.30
S2 131.57 131.57 132.28
S3 130.56 131.01 132.19
S4 129.55 130.00 131.91
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 140.34 138.88 133.36
R3 137.54 136.08 132.59
R2 134.74 134.74 132.33
R1 133.28 133.28 132.08 134.01
PP 131.94 131.94 131.94 132.31
S1 130.48 130.48 131.56 131.21
S2 129.14 129.14 131.31
S3 126.34 127.68 131.05
S4 123.54 124.88 130.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.40 130.06 3.34 2.5% 1.37 1.0% 72% False False 157,929,237
10 133.40 130.06 3.34 2.5% 1.29 1.0% 72% False False 148,450,593
20 133.40 126.43 6.97 5.3% 1.24 0.9% 87% False False 142,611,732
40 133.40 120.03 13.37 10.1% 1.49 1.1% 93% False False 162,265,035
60 133.40 116.20 17.20 13.0% 1.69 1.3% 95% False False 182,392,382
80 133.40 115.06 18.34 13.8% 1.84 1.4% 95% False False 202,990,715
100 133.40 107.43 25.97 19.6% 2.08 1.6% 96% False False 225,339,790
120 133.40 107.43 25.97 19.6% 2.27 1.7% 96% False False 237,395,634
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 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 137.43
2.618 135.78
1.618 134.77
1.000 134.15
0.618 133.76
HIGH 133.14
0.618 132.75
0.500 132.64
0.382 132.52
LOW 132.13
0.618 131.51
1.000 131.12
1.618 130.50
2.618 129.49
4.250 127.84
Fisher Pivots for day following 01-Feb-2012
Pivot 1 day 3 day
R1 132.64 132.18
PP 132.58 131.89
S1 132.53 131.60

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

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