SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary
Previous Current
17-Feb-2012 21-Feb-2012 Change Change % Previous Week
Open 136.52 136.73 0.21 0.2% 135.32
High 136.63 137.05 0.42 0.3% 136.63
Low 135.96 136.05 0.09 0.1% 134.25
Close 136.41 136.47 0.06 0.0% 136.41
Range 0.67 1.00 0.33 49.3% 2.38
ATR 1.37 1.34 -0.03 -1.9% 0.00
Volume 129,766,469 133,956,875 4,190,406 3.2% 792,398,243
Daily Pivots for day following 21-Feb-2012
Classic Woodie Camarilla DeMark
R4 139.52 139.00 137.02
R3 138.52 138.00 136.75
R2 137.52 137.52 136.65
R1 137.00 137.00 136.56 136.76
PP 136.52 136.52 136.52 136.41
S1 136.00 136.00 136.38 135.76
S2 135.52 135.52 136.29
S3 134.52 135.00 136.20
S4 133.52 134.00 135.92
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 142.90 142.04 137.72
R3 140.52 139.66 137.06
R2 138.14 138.14 136.85
R1 137.28 137.28 136.63 137.71
PP 135.76 135.76 135.76 135.98
S1 134.90 134.90 136.19 135.33
S2 133.38 133.38 135.97
S3 131.00 132.52 135.76
S4 128.62 130.14 135.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.05 134.25 2.80 2.1% 1.21 0.9% 79% True False 162,140,287
10 137.05 133.64 3.41 2.5% 1.08 0.8% 83% True False 151,677,997
20 137.05 130.06 6.99 5.1% 1.15 0.8% 92% True False 149,444,684
40 137.05 124.23 12.82 9.4% 1.15 0.8% 95% True False 139,468,818
60 137.05 116.20 20.85 15.3% 1.46 1.1% 97% True False 164,046,645
80 137.05 116.20 20.85 15.3% 1.66 1.2% 97% True False 186,512,400
100 137.05 107.43 29.62 21.7% 1.85 1.4% 98% True False 203,753,386
120 137.05 107.43 29.62 21.7% 2.00 1.5% 98% True False 218,575,535
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.30
2.618 139.67
1.618 138.67
1.000 138.05
0.618 137.67
HIGH 137.05
0.618 136.67
0.500 136.55
0.382 136.43
LOW 136.05
0.618 135.43
1.000 135.05
1.618 134.43
2.618 133.43
4.250 131.80
Fisher Pivots for day following 21-Feb-2012
Pivot 1 day 3 day
R1 136.55 136.21
PP 136.52 135.95
S1 136.50 135.69

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

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