SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-Feb-2012
Day Change Summary
Previous Current
08-Feb-2012 09-Feb-2012 Change Change % Previous Week
Open 134.87 135.41 0.54 0.4% 130.51
High 135.22 135.59 0.37 0.3% 134.62
Low 134.31 134.56 0.25 0.2% 130.06
Close 135.19 135.36 0.17 0.1% 134.54
Range 0.91 1.03 0.12 13.2% 4.56
ATR 1.44 1.41 -0.03 -2.0% 0.00
Volume 138,825,547 148,408,375 9,582,828 6.9% 743,399,024
Daily Pivots for day following 09-Feb-2012
Classic Woodie Camarilla DeMark
R4 138.26 137.84 135.93
R3 137.23 136.81 135.64
R2 136.20 136.20 135.55
R1 135.78 135.78 135.45 135.48
PP 135.17 135.17 135.17 135.02
S1 134.75 134.75 135.27 134.45
S2 134.14 134.14 135.17
S3 133.11 133.72 135.08
S4 132.08 132.69 134.79
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
5 135.59 133.64 1.95 1.4% 0.97 0.7% 88% True False 138,165,292
10 135.59 130.06 5.53 4.1% 1.05 0.8% 96% True False 140,887,176
20 135.59 127.72 7.87 5.8% 1.21 0.9% 97% True False 144,091,034
40 135.59 120.03 15.56 11.5% 1.34 1.0% 99% True False 149,725,298
60 135.59 116.20 19.39 14.3% 1.58 1.2% 99% True False 171,978,325
80 135.59 116.20 19.39 14.3% 1.78 1.3% 99% True False 194,828,515
100 135.59 107.43 28.16 20.8% 1.97 1.5% 99% True False 214,499,217
120 135.59 107.43 28.16 20.8% 2.13 1.6% 99% True False 226,894,857
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.97
2.618 138.29
1.618 137.26
1.000 136.62
0.618 136.23
HIGH 135.59
0.618 135.20
0.500 135.08
0.382 134.95
LOW 134.56
0.618 133.92
1.000 133.53
1.618 132.89
2.618 131.86
4.250 130.18
Fisher Pivots for day following 09-Feb-2012
Pivot 1 day 3 day
R1 135.27 135.11
PP 135.17 134.86
S1 135.08 134.62

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

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