SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 130.88 131.48 0.60 0.5% 133.12
High 131.44 132.41 0.97 0.7% 133.86
Low 129.70 131.40 1.70 1.3% 129.70
Close 130.93 132.33 1.40 1.1% 132.33
Range 1.74 1.01 -0.73 -42.0% 4.16
ATR 1.31 1.32 0.01 0.9% 0.00
Volume 260,123,340 141,488,375 -118,634,965 -45.6% 861,449,754
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 135.08 134.71 132.89
R3 134.07 133.70 132.61
R2 133.06 133.06 132.52
R1 132.69 132.69 132.42 132.88
PP 132.05 132.05 132.05 132.14
S1 131.68 131.68 132.24 131.87
S2 131.04 131.04 132.14
S3 130.03 130.67 132.05
S4 129.02 129.66 131.77
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 144.44 142.55 134.62
R3 140.28 138.39 133.47
R2 136.12 136.12 133.09
R1 134.23 134.23 132.71 133.10
PP 131.96 131.96 131.96 131.40
S1 130.07 130.07 131.95 128.94
S2 127.80 127.80 131.57
S3 123.64 125.91 131.19
S4 119.48 121.75 130.04
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% 1.53 1.2% 53% False False 198,254,138
10 134.69 129.70 4.99 3.8% 1.26 1.0% 53% False False 158,971,468
20 134.69 127.51 7.18 5.4% 1.25 0.9% 67% False False 155,959,231
40 134.69 125.33 9.36 7.1% 1.11 0.8% 75% False False 142,485,834
60 134.69 120.19 14.50 11.0% 1.01 0.8% 84% False False 137,396,834
80 134.69 117.59 17.10 12.9% 1.07 0.8% 86% False False 150,603,187
100 134.69 114.67 20.02 15.1% 1.12 0.8% 88% False False 156,449,007
120 134.69 109.55 25.14 19.0% 1.14 0.9% 91% False False 161,609,812
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 0.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 136.70
2.618 135.05
1.618 134.04
1.000 133.42
0.618 133.03
HIGH 132.41
0.618 132.02
0.500 131.91
0.382 131.79
LOW 131.40
0.618 130.78
1.000 130.39
1.618 129.77
2.618 128.76
4.250 127.11
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 132.19 131.91
PP 132.05 131.48
S1 131.91 131.06

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

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