SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Feb-2012
Day Change Summary
Previous Current
13-Feb-2012 14-Feb-2012 Change Change % Previous Week
Open 135.32 135.01 -0.31 -0.2% 133.99
High 135.52 135.27 -0.25 -0.2% 135.59
Low 134.74 134.25 -0.49 -0.4% 133.64
Close 135.36 135.19 -0.17 -0.1% 134.36
Range 0.78 1.02 0.24 30.8% 1.95
ATR 1.40 1.38 -0.02 -1.5% 0.00
Volume 115,653,680 165,939,172 50,285,492 43.5% 698,042,446
Daily Pivots for day following 14-Feb-2012
Classic Woodie Camarilla DeMark
R4 137.96 137.60 135.75
R3 136.94 136.58 135.47
R2 135.92 135.92 135.38
R1 135.56 135.56 135.28 135.74
PP 134.90 134.90 134.90 135.00
S1 134.54 134.54 135.10 134.72
S2 133.88 133.88 135.00
S3 132.86 133.52 134.91
S4 131.84 132.50 134.63
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
5 135.59 133.84 1.75 1.3% 0.87 0.6% 77% False False 147,323,183
10 135.59 132.13 3.46 2.6% 0.91 0.7% 88% False False 141,900,886
20 135.59 129.08 6.51 4.8% 1.14 0.8% 94% False False 145,036,784
40 135.59 120.03 15.56 11.5% 1.25 0.9% 97% False False 143,918,398
60 135.59 116.20 19.39 14.3% 1.50 1.1% 98% False False 169,822,386
80 135.59 116.20 19.39 14.3% 1.69 1.3% 98% False False 191,104,456
100 135.59 107.43 28.16 20.8% 1.92 1.4% 99% False False 211,233,946
120 135.59 107.43 28.16 20.8% 2.07 1.5% 99% False False 222,025,064
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 True
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 139.61
2.618 137.94
1.618 136.92
1.000 136.29
0.618 135.90
HIGH 135.27
0.618 134.88
0.500 134.76
0.382 134.64
LOW 134.25
0.618 133.62
1.000 133.23
1.618 132.60
2.618 131.58
4.250 129.92
Fisher Pivots for day following 14-Feb-2012
Pivot 1 day 3 day
R1 135.05 135.02
PP 134.90 134.85
S1 134.76 134.68

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

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