SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 136.25 135.97 -0.28 -0.2% 135.32
High 136.55 136.73 0.18 0.1% 136.63
Low 135.79 135.50 -0.29 -0.2% 134.25
Close 136.03 136.63 0.60 0.4% 136.41
Range 0.76 1.23 0.47 61.8% 2.38
ATR 1.30 1.30 -0.01 -0.4% 0.00
Volume 124,109,508 137,608,922 13,499,414 10.9% 792,398,243
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 139.98 139.53 137.31
R3 138.75 138.30 136.97
R2 137.52 137.52 136.86
R1 137.07 137.07 136.74 137.30
PP 136.29 136.29 136.29 136.40
S1 135.84 135.84 136.52 136.07
S2 135.06 135.06 136.40
S3 133.83 134.61 136.29
S4 132.60 133.38 135.95
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
5 137.05 134.33 2.72 2.0% 1.10 0.8% 85% False False 142,373,570
10 137.05 133.84 3.21 2.3% 1.05 0.8% 87% False False 150,427,106
20 137.05 130.06 6.99 5.1% 1.10 0.8% 94% False False 147,466,003
40 137.05 124.73 12.32 9.0% 1.14 0.8% 97% False False 140,728,796
60 137.05 118.82 18.23 13.3% 1.43 1.0% 98% False False 163,010,497
80 137.05 116.20 20.85 15.3% 1.59 1.2% 98% False False 181,299,497
100 137.05 107.43 29.62 21.7% 1.80 1.3% 99% False False 200,525,278
120 137.05 107.43 29.62 21.7% 1.97 1.4% 99% False False 216,233,656
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 141.96
2.618 139.95
1.618 138.72
1.000 137.96
0.618 137.49
HIGH 136.73
0.618 136.26
0.500 136.12
0.382 135.97
LOW 135.50
0.618 134.74
1.000 134.27
1.618 133.51
2.618 132.28
4.250 130.27
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 136.46 136.51
PP 136.29 136.39
S1 136.12 136.28

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

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