SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Feb-2012
Day Change Summary
Previous Current
21-Feb-2012 22-Feb-2012 Change Change % Previous Week
Open 136.73 136.25 -0.48 -0.4% 135.32
High 137.05 136.55 -0.50 -0.4% 136.63
Low 136.05 135.79 -0.26 -0.2% 134.25
Close 136.47 136.03 -0.44 -0.3% 136.41
Range 1.00 0.76 -0.24 -24.0% 2.38
ATR 1.34 1.30 -0.04 -3.1% 0.00
Volume 133,956,875 124,109,508 -9,847,367 -7.4% 792,398,243
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 138.40 137.98 136.45
R3 137.64 137.22 136.24
R2 136.88 136.88 136.17
R1 136.46 136.46 136.10 136.29
PP 136.12 136.12 136.12 136.04
S1 135.70 135.70 135.96 135.53
S2 135.36 135.36 135.89
S3 134.60 134.94 135.82
S4 133.84 134.18 135.61
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
5 137.05 134.29 2.76 2.0% 1.16 0.9% 63% False False 153,774,354
10 137.05 133.84 3.21 2.4% 1.02 0.7% 68% False False 150,548,768
20 137.05 130.06 6.99 5.1% 1.14 0.8% 85% False False 150,506,787
40 137.05 124.73 12.32 9.1% 1.13 0.8% 92% False False 139,592,393
60 137.05 116.20 20.85 15.3% 1.43 1.1% 95% False False 162,376,298
80 137.05 116.20 20.85 15.3% 1.64 1.2% 95% False False 184,452,664
100 137.05 107.43 29.62 21.8% 1.83 1.3% 97% False False 202,129,133
120 137.05 107.43 29.62 21.8% 1.98 1.5% 97% False False 217,601,337
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.78
2.618 138.54
1.618 137.78
1.000 137.31
0.618 137.02
HIGH 136.55
0.618 136.26
0.500 136.17
0.382 136.08
LOW 135.79
0.618 135.32
1.000 135.03
1.618 134.56
2.618 133.80
4.250 132.56
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 136.17 136.42
PP 136.12 136.29
S1 136.08 136.16

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

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