SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 132.74 134.00 1.26 0.9% 130.51
High 133.02 134.62 1.60 1.2% 134.62
Low 132.21 133.77 1.56 1.2% 130.06
Close 132.68 134.54 1.86 1.4% 134.54
Range 0.81 0.85 0.04 4.9% 4.56
ATR 1.52 1.55 0.03 2.0% 0.00
Volume 112,984,727 160,573,156 47,588,429 42.1% 743,399,024
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 136.86 136.55 135.01
R3 136.01 135.70 134.77
R2 135.16 135.16 134.70
R1 134.85 134.85 134.62 135.01
PP 134.31 134.31 134.31 134.39
S1 134.00 134.00 134.46 134.16
S2 133.46 133.46 134.38
S3 132.61 133.15 134.31
S4 131.76 132.30 134.07
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 146.75 145.21 137.05
R3 142.19 140.65 135.79
R2 137.63 137.63 135.38
R1 136.09 136.09 134.96 136.86
PP 133.07 133.07 133.07 133.46
S1 131.53 131.53 134.12 132.30
S2 128.51 128.51 133.70
S3 123.95 126.97 133.29
S4 119.39 122.41 132.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.62 130.06 4.56 3.4% 1.11 0.8% 98% True False 148,679,804
10 134.62 130.06 4.56 3.4% 1.28 0.9% 98% True False 149,371,074
20 134.62 127.29 7.33 5.4% 1.18 0.9% 99% True False 141,260,408
40 134.62 120.03 14.59 10.8% 1.45 1.1% 99% True False 159,026,223
60 134.62 116.20 18.42 13.7% 1.65 1.2% 100% True False 179,528,396
80 134.62 116.20 18.42 13.7% 1.81 1.3% 100% True False 199,623,581
100 134.62 107.43 27.19 20.2% 2.03 1.5% 100% True False 221,218,981
120 134.62 107.43 27.19 20.2% 2.21 1.6% 100% True False 233,161,108
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138.23
2.618 136.85
1.618 136.00
1.000 135.47
0.618 135.15
HIGH 134.62
0.618 134.30
0.500 134.20
0.382 134.09
LOW 133.77
0.618 133.24
1.000 132.92
1.618 132.39
2.618 131.54
4.250 130.16
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 134.43 134.15
PP 134.31 133.76
S1 134.20 133.38

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

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