SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 131.75 130.88 -0.87 -0.7% 133.03
High 132.07 131.44 -0.63 -0.5% 134.69
Low 130.21 129.70 -0.51 -0.4% 132.32
Close 131.02 130.93 -0.09 -0.1% 134.53
Range 1.86 1.74 -0.12 -6.5% 2.37
ATR 1.28 1.31 0.03 2.6% 0.00
Volume 227,029,106 260,123,340 33,094,234 14.6% 590,599,746
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 135.91 135.16 131.89
R3 134.17 133.42 131.41
R2 132.43 132.43 131.25
R1 131.68 131.68 131.09 132.06
PP 130.69 130.69 130.69 130.88
S1 129.94 129.94 130.77 130.32
S2 128.95 128.95 130.61
S3 127.21 128.20 130.45
S4 125.47 126.46 129.97
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
5 134.69 129.70 4.99 3.8% 1.54 1.2% 25% False True 191,908,806
10 134.69 129.70 4.99 3.8% 1.28 1.0% 25% False True 161,073,182
20 134.69 127.51 7.18 5.5% 1.24 0.9% 48% False False 155,044,934
40 134.69 125.33 9.36 7.1% 1.10 0.8% 60% False False 140,397,894
60 134.69 117.81 16.88 12.9% 1.02 0.8% 78% False False 138,932,055
80 134.69 117.59 17.10 13.1% 1.08 0.8% 78% False False 151,007,865
100 134.69 113.18 21.51 16.4% 1.12 0.9% 83% False False 156,694,120
120 134.69 109.55 25.14 19.2% 1.14 0.9% 85% False False 162,198,457
Crabel Price Patterns
NR True
NR4 False
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 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 138.84
2.618 136.00
1.618 134.26
1.000 133.18
0.618 132.52
HIGH 131.44
0.618 130.78
0.500 130.57
0.382 130.36
LOW 129.70
0.618 128.62
1.000 127.96
1.618 126.88
2.618 125.14
4.250 122.31
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 130.81 131.78
PP 130.69 131.50
S1 130.57 131.21

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

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