SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 135.01 135.63 0.62 0.5% 133.99
High 135.27 135.83 0.56 0.4% 135.59
Low 134.25 134.29 0.04 0.0% 133.64
Close 135.19 134.56 -0.63 -0.5% 134.36
Range 1.02 1.54 0.52 51.0% 1.95
ATR 1.38 1.39 0.01 0.8% 0.00
Volume 165,939,172 194,612,844 28,673,672 17.3% 698,042,446
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 139.51 138.58 135.41
R3 137.97 137.04 134.98
R2 136.43 136.43 134.84
R1 135.50 135.50 134.70 135.20
PP 134.89 134.89 134.89 134.74
S1 133.96 133.96 134.42 133.66
S2 133.35 133.35 134.28
S3 131.81 132.42 134.14
S4 130.27 130.88 133.71
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
5 135.83 133.84 1.99 1.5% 1.00 0.7% 36% True False 158,480,642
10 135.83 132.21 3.62 2.7% 0.96 0.7% 65% True False 144,780,602
20 135.83 130.06 5.77 4.3% 1.13 0.8% 78% True False 146,615,598
40 135.83 120.03 15.80 11.7% 1.25 0.9% 92% True False 143,272,995
60 135.83 116.20 19.63 14.6% 1.48 1.1% 94% True False 167,554,119
80 135.83 116.20 19.63 14.6% 1.68 1.3% 94% True False 190,262,849
100 135.83 107.43 28.40 21.1% 1.90 1.4% 96% True False 208,042,979
120 135.83 107.43 28.40 21.1% 2.06 1.5% 96% True False 221,593,738
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 142.38
2.618 139.86
1.618 138.32
1.000 137.37
0.618 136.78
HIGH 135.83
0.618 135.24
0.500 135.06
0.382 134.88
LOW 134.29
0.618 133.34
1.000 132.75
1.618 131.80
2.618 130.26
4.250 127.75
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 135.06 135.04
PP 134.89 134.88
S1 134.73 134.72

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

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