SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Feb-2011

Day Change Summary
	Previous	Current
	09-Feb-2011	10-Feb-2011	Change	Change %	Previous Week
Open	132.21	131.60	-0.61	-0.5%	128.07
High	132.63	132.47	-0.16	-0.1%	131.20
Low	131.61	131.30	-0.31	-0.2%	127.75
Close	132.27	132.32	0.05	0.0%	131.15
Range	1.02	1.17	0.15	14.7%	3.45
ATR	1.16	1.16	0.00	0.1%	0.00
Volume	146,291,974	162,505,516	16,213,542	11.1%	713,975,908

Daily Pivots for day following 10-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.54	135.10	132.96
R3	134.37	133.93	132.64
R2	133.20	133.20	132.54
R1	132.76	132.76	132.43	132.98
PP	132.03	132.03	132.03	132.14
S1	131.59	131.59	132.21	131.81
S2	130.86	130.86	132.11
S3	129.69	130.42	132.00
S4	128.52	129.25	131.68

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	130.23	2.41	1.8%	1.01	0.8%	87%	False	False	130,912,468
10	132.64	127.51	5.13	3.9%	1.24	0.9%	94%	False	False	152,946,994
20	132.64	127.13	5.51	4.2%	1.12	0.8%	94%	False	False	145,707,103
40	132.64	123.75	8.89	6.7%	0.97	0.7%	96%	False	False	128,085,402
60	132.64	117.59	15.05	11.4%	1.01	0.8%	98%	False	False	142,607,100
80	132.64	116.02	16.62	12.6%	1.08	0.8%	98%	False	False	153,179,880
100	132.64	112.18	20.46	15.5%	1.13	0.9%	98%	False	False	160,712,011
120	132.64	104.29	28.35	21.4%	1.17	0.9%	99%	False	False	167,435,659

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	137.44
2.618	135.53
1.618	134.36
1.000	133.64
0.618	133.19
HIGH	132.47
0.618	132.02
0.500	131.89
0.382	131.75
LOW	131.30
0.618	130.58
1.000	130.13
1.618	129.41
2.618	128.24
4.250	126.33

Fisher Pivots for day following 10-Feb-2011
Pivot	1 day	3 day
R1	132.18	132.20
PP	132.03	132.09
S1	131.89	131.97

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