SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 29-Feb-2012
Day Change Summary
Previous Current
28-Feb-2012 29-Feb-2012 Change Change % Previous Week
Open 137.21 137.76 0.55 0.4% 136.73
High 137.72 138.19 0.47 0.3% 137.20
Low 136.93 136.54 -0.39 -0.3% 135.50
Close 137.56 137.02 -0.54 -0.4% 136.93
Range 0.79 1.65 0.86 108.9% 1.70
ATR 1.24 1.27 0.03 2.3% 0.00
Volume 129,274,109 185,768,484 56,494,375 43.7% 501,173,328
Daily Pivots for day following 29-Feb-2012
Classic Woodie Camarilla DeMark
R4 142.20 141.26 137.93
R3 140.55 139.61 137.47
R2 138.90 138.90 137.32
R1 137.96 137.96 137.17 137.61
PP 137.25 137.25 137.25 137.07
S1 136.31 136.31 136.87 135.96
S2 135.60 135.60 136.72
S3 133.95 134.66 136.57
S4 132.30 133.01 136.11
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 141.64 140.99 137.87
R3 139.94 139.29 137.40
R2 138.24 138.24 137.24
R1 137.59 137.59 137.09 137.92
PP 136.54 136.54 136.54 136.71
S1 135.89 135.89 136.77 136.22
S2 134.84 134.84 136.62
S3 133.14 134.19 136.46
S4 131.44 132.49 136.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.19 135.50 2.69 2.0% 1.19 0.9% 57% True False 140,755,295
10 138.19 134.29 3.90 2.8% 1.18 0.9% 70% True False 147,264,825
20 138.19 132.13 6.06 4.4% 1.04 0.8% 81% True False 144,582,855
40 138.19 126.43 11.76 8.6% 1.14 0.8% 90% True False 144,290,692
60 138.19 120.03 18.16 13.3% 1.35 1.0% 94% True False 157,291,875
80 138.19 116.20 21.99 16.0% 1.55 1.1% 95% True False 174,448,734
100 138.19 113.51 24.68 18.0% 1.70 1.2% 95% True False 192,227,767
120 138.19 107.43 30.76 22.4% 1.92 1.4% 96% True False 212,581,197
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.20
2.618 142.51
1.618 140.86
1.000 139.84
0.618 139.21
HIGH 138.19
0.618 137.56
0.500 137.37
0.382 137.17
LOW 136.54
0.618 135.52
1.000 134.89
1.618 133.87
2.618 132.22
4.250 129.53
Fisher Pivots for day following 29-Feb-2012
Pivot 1 day 3 day
R1 137.37 137.01
PP 137.25 137.00
S1 137.14 137.00

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

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