SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Feb-2013
Day Change Summary
Previous Current
01-Feb-2013 04-Feb-2013 Change Change % Previous Week
Open 150.65 150.32 -0.33 -0.2% 150.29
High 151.42 151.27 -0.15 -0.1% 151.42
Low 150.39 149.43 -0.96 -0.6% 149.51
Close 151.24 149.54 -1.70 -1.1% 151.24
Range 1.03 1.84 0.81 78.6% 1.91
ATR 1.18 1.22 0.05 4.0% 0.00
Volume 131,173,000 159,073,500 27,900,500 21.3% 596,648,290
Daily Pivots for day following 04-Feb-2013
Classic Woodie Camarilla DeMark
R4 155.60 154.41 150.55
R3 153.76 152.57 150.05
R2 151.92 151.92 149.88
R1 150.73 150.73 149.71 150.41
PP 150.08 150.08 150.08 149.92
S1 148.89 148.89 149.37 148.57
S2 148.24 148.24 149.20
S3 146.40 147.05 149.03
S4 144.56 145.21 148.53
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 156.45 155.76 152.29
R3 154.54 153.85 151.77
R2 152.63 152.63 151.59
R1 151.94 151.94 151.42 152.29
PP 150.72 150.72 150.72 150.90
S1 150.03 150.03 151.06 150.38
S2 148.81 148.81 150.89
S3 146.90 148.12 150.71
S4 144.99 146.21 150.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151.42 149.43 1.99 1.3% 1.17 0.8% 6% False True 128,472,837
10 151.42 147.98 3.44 2.3% 1.05 0.7% 45% False False 126,575,729
20 151.42 144.98 6.44 4.3% 0.97 0.6% 71% False False 121,187,555
40 151.42 139.54 11.88 7.9% 1.16 0.8% 84% False False 134,207,732
60 151.42 134.70 16.72 11.2% 1.32 0.9% 89% False False 139,275,190
80 151.42 134.70 16.72 11.2% 1.34 0.9% 89% False False 136,259,993
100 151.42 134.70 16.72 11.2% 1.32 0.9% 89% False False 134,253,704
120 151.42 134.70 16.72 11.2% 1.27 0.8% 89% False False 128,775,113
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 0.30
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 159.09
2.618 156.09
1.618 154.25
1.000 153.11
0.618 152.41
HIGH 151.27
0.618 150.57
0.500 150.35
0.382 150.13
LOW 149.43
0.618 148.29
1.000 147.59
1.618 146.45
2.618 144.61
4.250 141.61
Fisher Pivots for day following 04-Feb-2013
Pivot 1 day 3 day
R1 150.35 150.43
PP 150.08 150.13
S1 149.81 149.84

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

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