SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Feb-2012
Day Change Summary
Previous Current
09-Feb-2012 10-Feb-2012 Change Change % Previous Week
Open 135.41 134.16 -1.25 -0.9% 133.99
High 135.59 134.47 -1.12 -0.8% 135.59
Low 134.56 133.84 -0.72 -0.5% 133.64
Close 135.36 134.36 -1.00 -0.7% 134.36
Range 1.03 0.63 -0.40 -38.8% 1.95
ATR 1.41 1.42 0.01 0.5% 0.00
Volume 148,408,375 167,789,141 19,380,766 13.1% 698,042,446
Daily Pivots for day following 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 136.11 135.87 134.71
R3 135.48 135.24 134.53
R2 134.85 134.85 134.48
R1 134.61 134.61 134.42 134.73
PP 134.22 134.22 134.22 134.29
S1 133.98 133.98 134.30 134.10
S2 133.59 133.59 134.24
S3 132.96 133.35 134.19
S4 132.33 132.72 134.01
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 140.38 139.32 135.43
R3 138.43 137.37 134.90
R2 136.48 136.48 134.72
R1 135.42 135.42 134.54 135.95
PP 134.53 134.53 134.53 134.80
S1 133.47 133.47 134.18 134.00
S2 132.58 132.58 134.00
S3 130.63 131.52 133.82
S4 128.68 129.57 133.29
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 1.5% 0.93 0.7% 37% False False 139,608,489
10 135.59 130.06 5.53 4.1% 1.02 0.8% 78% False False 144,144,147
20 135.59 127.72 7.87 5.9% 1.19 0.9% 84% False False 146,543,368
40 135.59 120.03 15.56 11.6% 1.28 0.9% 92% False False 147,803,518
60 135.59 116.20 19.39 14.4% 1.55 1.2% 94% False False 172,123,231
80 135.59 116.20 19.39 14.4% 1.75 1.3% 94% False False 194,399,866
100 135.59 107.43 28.16 21.0% 1.96 1.5% 96% False False 213,767,006
120 135.59 107.43 28.16 21.0% 2.11 1.6% 96% False False 224,725,124
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.28
Narrowest range in 198 trading days
Fibonacci Retracements and Extensions
4.250 137.15
2.618 136.12
1.618 135.49
1.000 135.10
0.618 134.86
HIGH 134.47
0.618 134.23
0.500 134.16
0.382 134.08
LOW 133.84
0.618 133.45
1.000 133.21
1.618 132.82
2.618 132.19
4.250 131.16
Fisher Pivots for day following 10-Feb-2012
Pivot 1 day 3 day
R1 134.29 134.72
PP 134.22 134.60
S1 134.16 134.48

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

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