SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Feb-2013
Day Change Summary
Previous Current
04-Feb-2013 05-Feb-2013 Change Change % Previous Week
Open 150.32 150.35 0.03 0.0% 150.29
High 151.27 151.48 0.21 0.1% 151.42
Low 149.43 150.29 0.86 0.6% 149.51
Close 149.54 151.05 1.51 1.0% 151.24
Range 1.84 1.19 -0.65 -35.3% 1.91
ATR 1.22 1.27 0.05 4.2% 0.00
Volume 159,073,500 113,912,297 -45,161,203 -28.4% 596,648,290
Daily Pivots for day following 05-Feb-2013
Classic Woodie Camarilla DeMark
R4 154.51 153.97 151.70
R3 153.32 152.78 151.38
R2 152.13 152.13 151.27
R1 151.59 151.59 151.16 151.86
PP 150.94 150.94 150.94 151.08
S1 150.40 150.40 150.94 150.67
S2 149.75 149.75 150.83
S3 148.56 149.21 150.72
S4 147.37 148.02 150.40
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
5 151.48 149.43 2.05 1.4% 1.17 0.8% 79% True False 130,116,437
10 151.48 148.86 2.62 1.7% 1.05 0.7% 84% True False 126,787,240
20 151.48 144.98 6.50 4.3% 0.98 0.6% 93% True False 121,383,046
40 151.48 139.54 11.94 7.9% 1.16 0.8% 96% True False 134,475,027
60 151.48 134.70 16.78 11.1% 1.29 0.9% 97% True False 136,768,655
80 151.48 134.70 16.78 11.1% 1.34 0.9% 97% True False 136,703,703
100 151.48 134.70 16.78 11.1% 1.32 0.9% 97% True False 134,528,243
120 151.48 134.70 16.78 11.1% 1.27 0.8% 97% True False 128,893,050
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 156.54
2.618 154.60
1.618 153.41
1.000 152.67
0.618 152.22
HIGH 151.48
0.618 151.03
0.500 150.89
0.382 150.74
LOW 150.29
0.618 149.55
1.000 149.10
1.618 148.36
2.618 147.17
4.250 145.23
Fisher Pivots for day following 05-Feb-2013
Pivot 1 day 3 day
R1 151.00 150.85
PP 150.94 150.65
S1 150.89 150.46

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

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