SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Feb-2013
Day Change Summary
Previous Current
20-Feb-2013 21-Feb-2013 Change Change % Previous Week
Open 153.14 150.96 -2.18 -1.4% 151.74
High 153.19 151.42 -1.77 -1.2% 152.61
Low 151.26 149.94 -1.32 -0.9% 151.39
Close 151.34 150.42 -0.92 -0.6% 152.11
Range 1.93 1.48 -0.45 -23.3% 1.22
ATR 1.18 1.20 0.02 1.8% 0.00
Volume 160,574,703 183,256,906 22,682,203 14.1% 517,550,590
Daily Pivots for day following 21-Feb-2013
Classic Woodie Camarilla DeMark
R4 155.03 154.21 151.23
R3 153.55 152.73 150.83
R2 152.07 152.07 150.69
R1 151.25 151.25 150.56 150.92
PP 150.59 150.59 150.59 150.43
S1 149.77 149.77 150.28 149.44
S2 149.11 149.11 150.15
S3 147.63 148.29 150.01
S4 146.15 146.81 149.61
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 155.70 155.12 152.78
R3 154.48 153.90 152.45
R2 153.26 153.26 152.33
R1 152.68 152.68 152.22 152.97
PP 152.04 152.04 152.04 152.18
S1 151.46 151.46 152.00 151.75
S2 150.82 150.82 151.89
S3 149.60 150.24 151.77
S4 148.38 149.02 151.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153.28 149.94 3.34 2.2% 1.30 0.9% 14% False True 146,999,524
10 153.28 149.86 3.42 2.3% 1.08 0.7% 16% False False 122,211,111
20 153.28 149.01 4.27 2.8% 1.07 0.7% 33% False False 126,207,510
40 153.28 139.54 13.74 9.1% 1.10 0.7% 79% False False 126,841,920
60 153.28 139.00 14.28 9.5% 1.17 0.8% 80% False False 132,269,755
80 153.28 134.70 18.58 12.4% 1.30 0.9% 85% False False 134,744,250
100 153.28 134.70 18.58 12.4% 1.30 0.9% 85% False False 134,043,838
120 153.28 134.70 18.58 12.4% 1.27 0.8% 85% False False 131,468,591
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 False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 157.71
2.618 155.29
1.618 153.81
1.000 152.90
0.618 152.33
HIGH 151.42
0.618 150.85
0.500 150.68
0.382 150.51
LOW 149.94
0.618 149.03
1.000 148.46
1.618 147.55
2.618 146.07
4.250 143.65
Fisher Pivots for day following 21-Feb-2013
Pivot 1 day 3 day
R1 150.68 151.61
PP 150.59 151.21
S1 150.51 150.82

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

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