SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 134.18 134.87 0.69 0.5% 130.51
High 135.02 135.22 0.20 0.1% 134.62
Low 133.64 134.31 0.67 0.5% 130.06
Close 134.79 135.19 0.40 0.3% 134.54
Range 1.38 0.91 -0.47 -34.1% 4.56
ATR 1.48 1.44 -0.04 -2.8% 0.00
Volume 135,401,797 138,825,547 3,423,750 2.5% 743,399,024
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 137.64 137.32 135.69
R3 136.73 136.41 135.44
R2 135.82 135.82 135.36
R1 135.50 135.50 135.27 135.66
PP 134.91 134.91 134.91 134.99
S1 134.59 134.59 135.11 134.75
S2 134.00 134.00 135.02
S3 133.09 133.68 134.94
S4 132.18 132.77 134.69
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
5 135.22 132.21 3.01 2.2% 0.93 0.7% 99% True False 131,080,562
10 135.22 130.06 5.16 3.8% 1.15 0.8% 99% True False 144,504,900
20 135.22 127.72 7.50 5.5% 1.20 0.9% 100% True False 142,234,118
40 135.22 120.03 15.19 11.2% 1.36 1.0% 100% True False 151,401,050
60 135.22 116.20 19.02 14.1% 1.58 1.2% 100% True False 172,669,729
80 135.22 116.20 19.02 14.1% 1.78 1.3% 100% True False 195,614,739
100 135.22 107.43 27.79 20.6% 1.98 1.5% 100% True False 215,855,584
120 135.22 107.43 27.79 20.6% 2.18 1.6% 100% True False 229,927,912
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.09
2.618 137.60
1.618 136.69
1.000 136.13
0.618 135.78
HIGH 135.22
0.618 134.87
0.500 134.77
0.382 134.66
LOW 134.31
0.618 133.75
1.000 133.40
1.618 132.84
2.618 131.93
4.250 130.44
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 135.05 134.94
PP 134.91 134.68
S1 134.77 134.43

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

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