SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Feb-2012

Day Change Summary
	Previous	Current
	02-Feb-2012	03-Feb-2012	Change	Change %	Previous Week
Open	132.74	134.00	1.26	0.9%	130.51
High	133.02	134.62	1.60	1.2%	134.62
Low	132.21	133.77	1.56	1.2%	130.06
Close	132.68	134.54	1.86	1.4%	134.54
Range	0.81	0.85	0.04	4.9%	4.56
ATR	1.52	1.55	0.03	2.0%	0.00
Volume	112,984,727	160,573,156	47,588,429	42.1%	743,399,024

Daily Pivots for day following 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	136.86	136.55	135.01
R3	136.01	135.70	134.77
R2	135.16	135.16	134.70
R1	134.85	134.85	134.62	135.01
PP	134.31	134.31	134.31	134.39
S1	134.00	134.00	134.46	134.16
S2	133.46	133.46	134.38
S3	132.61	133.15	134.31
S4	131.76	132.30	134.07

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.75	145.21	137.05
R3	142.19	140.65	135.79
R2	137.63	137.63	135.38
R1	136.09	136.09	134.96	136.86
PP	133.07	133.07	133.07	133.46
S1	131.53	131.53	134.12	132.30
S2	128.51	128.51	133.70
S3	123.95	126.97	133.29
S4	119.39	122.41	132.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.62	130.06	4.56	3.4%	1.11	0.8%	98%	True	False	148,679,804
10	134.62	130.06	4.56	3.4%	1.28	0.9%	98%	True	False	149,371,074
20	134.62	127.29	7.33	5.4%	1.18	0.9%	99%	True	False	141,260,408
40	134.62	120.03	14.59	10.8%	1.45	1.1%	99%	True	False	159,026,223
60	134.62	116.20	18.42	13.7%	1.65	1.2%	100%	True	False	179,528,396
80	134.62	116.20	18.42	13.7%	1.81	1.3%	100%	True	False	199,623,581
100	134.62	107.43	27.19	20.2%	2.03	1.5%	100%	True	False	221,218,981
120	134.62	107.43	27.19	20.2%	2.21	1.6%	100%	True	False	233,161,108

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	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	138.23
2.618	136.85
1.618	136.00
1.000	135.47
0.618	135.15
HIGH	134.62
0.618	134.30
0.500	134.20
0.382	134.09
LOW	133.77
0.618	133.24
1.000	132.92
1.618	132.39
2.618	131.54
4.250	130.16

Fisher Pivots for day following 03-Feb-2012
Pivot	1 day	3 day
R1	134.43	134.15
PP	134.31	133.76
S1	134.20	133.38

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols