SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 133.46 134.37 0.91 0.7% 133.03
High 134.43 134.69 0.26 0.2% 134.69
Low 133.34 134.06 0.72 0.5% 132.32
Close 134.25 134.53 0.28 0.2% 134.53
Range 1.09 0.63 -0.46 -42.2% 2.37
ATR 1.13 1.09 -0.04 -3.2% 0.00
Volume 109,761,713 129,820,939 20,059,226 18.3% 590,599,746
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 136.32 136.05 134.88
R3 135.69 135.42 134.70
R2 135.06 135.06 134.65
R1 134.79 134.79 134.59 134.93
PP 134.43 134.43 134.43 134.49
S1 134.16 134.16 134.47 134.30
S2 133.80 133.80 134.41
S3 133.17 133.53 134.36
S4 132.54 132.90 134.18
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 140.97 140.12 135.84
R3 138.59 137.75 135.18
R2 136.22 136.22 134.97
R1 135.37 135.37 134.75 135.80
PP 133.85 133.85 133.85 134.06
S1 133.00 133.00 134.31 133.42
S2 131.47 131.47 134.09
S3 129.10 130.63 133.88
S4 126.73 128.25 133.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.69 132.32 2.37 1.8% 0.82 0.6% 93% True False 118,119,949
10 134.69 131.30 3.39 2.5% 0.97 0.7% 95% True False 124,824,863
20 134.69 127.51 7.18 5.3% 1.09 0.8% 98% True False 140,154,715
40 134.69 125.04 9.65 7.2% 0.99 0.7% 98% True False 126,983,240
60 134.69 117.74 16.95 12.6% 0.98 0.7% 99% True False 134,257,602
80 134.69 117.26 17.43 13.0% 1.05 0.8% 99% True False 148,289,627
100 134.69 113.18 21.51 16.0% 1.10 0.8% 99% True False 155,905,327
120 134.69 104.49 30.20 22.4% 1.12 0.8% 99% True False 162,008,402
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.22
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 137.37
2.618 136.34
1.618 135.71
1.000 135.32
0.618 135.08
HIGH 134.69
0.618 134.45
0.500 134.38
0.382 134.30
LOW 134.06
0.618 133.67
1.000 133.43
1.618 133.04
2.618 132.41
4.250 131.38
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 134.48 134.33
PP 134.43 134.14
S1 134.38 133.94

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

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