SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 133.46 133.46 0.00 0.0% 131.44
High 134.01 134.43 0.42 0.3% 133.28
Low 133.19 133.34 0.15 0.1% 131.30
Close 133.85 134.25 0.40 0.3% 133.11
Range 0.82 1.09 0.27 32.9% 1.98
ATR 1.13 1.13 0.00 -0.3% 0.00
Volume 130,038,726 109,761,713 -20,277,013 -15.6% 657,648,891
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 137.28 136.85 134.85
R3 136.19 135.76 134.55
R2 135.10 135.10 134.45
R1 134.67 134.67 134.35 134.89
PP 134.01 134.01 134.01 134.11
S1 133.58 133.58 134.15 133.80
S2 132.92 132.92 134.05
S3 131.83 132.49 133.95
S4 130.74 131.40 133.65
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 138.50 137.79 134.20
R3 136.52 135.81 133.65
R2 134.54 134.54 133.47
R1 133.83 133.83 133.29 134.19
PP 132.56 132.56 132.56 132.74
S1 131.85 131.85 132.93 132.21
S2 130.58 130.58 132.75
S3 128.60 129.87 132.57
S4 126.62 127.89 132.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.43 131.77 2.66 2.0% 1.00 0.7% 93% True False 119,688,798
10 134.43 130.23 4.20 3.1% 1.00 0.7% 96% True False 125,300,633
20 134.43 127.51 6.92 5.2% 1.10 0.8% 97% True False 141,232,330
40 134.43 125.04 9.39 7.0% 0.98 0.7% 98% True False 125,708,292
60 134.43 117.74 16.69 12.4% 0.99 0.7% 99% True False 135,791,565
80 134.43 117.26 17.17 12.8% 1.05 0.8% 99% True False 148,652,966
100 134.43 113.18 21.25 15.8% 1.12 0.8% 99% True False 156,698,077
120 134.43 104.49 29.94 22.3% 1.13 0.8% 99% True False 162,317,427
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.22
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 139.06
2.618 137.28
1.618 136.19
1.000 135.52
0.618 135.10
HIGH 134.43
0.618 134.01
0.500 133.89
0.382 133.76
LOW 133.34
0.618 132.67
1.000 132.25
1.618 131.58
2.618 130.49
4.250 128.71
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 134.13 133.96
PP 134.01 133.67
S1 133.89 133.37

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

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