SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Feb-2013
Day Change Summary
Previous Current
26-Feb-2013 27-Feb-2013 Change Change % Previous Week
Open 149.72 149.89 0.17 0.1% 152.37
High 150.20 152.33 2.13 1.4% 153.28
Low 148.73 149.76 1.03 0.7% 149.94
Close 150.02 151.91 1.89 1.3% 151.89
Range 1.47 2.57 1.10 74.8% 3.34
ATR 1.41 1.50 0.08 5.8% 0.00
Volume 186,596,109 150,781,781 -35,814,328 -19.2% 545,293,515
Daily Pivots for day following 27-Feb-2013
Classic Woodie Camarilla DeMark
R4 159.04 158.05 153.32
R3 156.47 155.48 152.62
R2 153.90 153.90 152.38
R1 152.91 152.91 152.15 153.41
PP 151.33 151.33 151.33 151.58
S1 150.34 150.34 151.67 150.84
S2 148.76 148.76 151.44
S3 146.19 147.77 151.20
S4 143.62 145.20 150.50
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 161.72 160.15 153.73
R3 158.38 156.81 152.81
R2 155.04 155.04 152.50
R1 153.47 153.47 152.20 152.59
PP 151.70 151.70 151.70 151.26
S1 150.13 150.13 151.58 149.25
S2 148.36 148.36 151.28
S3 145.02 146.79 150.97
S4 141.68 143.45 150.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152.86 148.73 4.13 2.7% 2.16 1.4% 77% False False 174,563,218
10 153.28 148.73 4.55 3.0% 1.67 1.1% 70% False False 150,687,930
20 153.28 148.73 4.55 3.0% 1.34 0.9% 70% False False 135,050,759
40 153.28 139.54 13.74 9.0% 1.20 0.8% 90% False False 132,142,167
60 153.28 139.54 13.74 9.0% 1.22 0.8% 90% False False 134,480,032
80 153.28 134.70 18.58 12.2% 1.35 0.9% 93% False False 137,062,510
100 153.28 134.70 18.58 12.2% 1.34 0.9% 93% False False 135,490,036
120 153.28 134.70 18.58 12.2% 1.32 0.9% 93% False False 133,967,887
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 163.25
2.618 159.06
1.618 156.49
1.000 154.90
0.618 153.92
HIGH 152.33
0.618 151.35
0.500 151.05
0.382 150.74
LOW 149.76
0.618 148.17
1.000 147.19
1.618 145.60
2.618 143.03
4.250 138.84
Fisher Pivots for day following 27-Feb-2013
Pivot 1 day 3 day
R1 151.62 151.54
PP 151.33 151.17
S1 151.05 150.80

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

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