SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 131.44 132.09 0.65 0.5% 128.07
High 132.40 132.64 0.24 0.2% 131.20
Low 131.43 131.73 0.30 0.2% 127.75
Close 131.97 132.57 0.60 0.5% 131.15
Range 0.97 0.91 -0.06 -6.2% 3.45
ATR 1.19 1.17 -0.02 -1.7% 0.00
Volume 112,329,373 98,856,842 -13,472,531 -12.0% 713,975,908
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 135.04 134.72 133.07
R3 134.13 133.81 132.82
R2 133.22 133.22 132.74
R1 132.90 132.90 132.65 133.06
PP 132.31 132.31 132.31 132.40
S1 131.99 131.99 132.49 132.15
S2 131.40 131.40 132.40
S3 130.49 131.08 132.32
S4 129.58 130.17 132.07
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 140.38 139.22 133.05
R3 136.93 135.77 132.10
R2 133.48 133.48 131.78
R1 132.32 132.32 131.47 132.90
PP 130.03 130.03 130.03 130.33
S1 128.87 128.87 130.83 129.45
S2 126.58 126.58 130.52
S3 123.13 125.42 130.20
S4 119.68 121.97 129.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.64 129.57 3.07 2.3% 0.95 0.7% 98% True False 121,826,831
10 132.64 127.51 5.13 3.9% 1.18 0.9% 99% True False 148,501,153
20 132.64 126.95 5.69 4.3% 1.09 0.8% 99% True False 141,143,626
40 132.64 123.75 8.89 6.7% 0.95 0.7% 99% True False 127,381,265
60 132.64 117.59 15.05 11.4% 1.02 0.8% 100% True False 144,170,328
80 132.64 116.02 16.62 12.5% 1.09 0.8% 100% True False 154,128,193
100 132.64 112.18 20.46 15.4% 1.14 0.9% 100% True False 161,726,947
120 132.64 104.29 28.35 21.4% 1.18 0.9% 100% True False 168,823,472
Crabel Price Patterns
NR True
NR4 True
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 0.26
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 136.51
2.618 135.02
1.618 134.11
1.000 133.55
0.618 133.20
HIGH 132.64
0.618 132.29
0.500 132.19
0.382 132.08
LOW 131.73
0.618 131.17
1.000 130.82
1.618 130.26
2.618 129.35
4.250 127.86
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 132.44 132.19
PP 132.31 131.81
S1 132.19 131.44

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

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