SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Feb-2012
Day Change Summary
Previous Current
03-Feb-2012 06-Feb-2012 Change Change % Previous Week
Open 134.00 133.99 -0.01 0.0% 130.51
High 134.62 134.51 -0.11 -0.1% 134.62
Low 133.77 133.83 0.06 0.0% 130.06
Close 134.54 134.45 -0.09 -0.1% 134.54
Range 0.85 0.68 -0.17 -20.0% 4.56
ATR 1.55 1.49 -0.06 -3.9% 0.00
Volume 160,573,156 107,617,586 -52,955,570 -33.0% 743,399,024
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 136.30 136.06 134.82
R3 135.62 135.38 134.64
R2 134.94 134.94 134.57
R1 134.70 134.70 134.51 134.82
PP 134.26 134.26 134.26 134.33
S1 134.02 134.02 134.39 134.14
S2 133.58 133.58 134.33
S3 132.90 133.34 134.26
S4 132.22 132.66 134.08
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 146.75 145.21 137.05
R3 142.19 140.65 135.79
R2 137.63 137.63 135.38
R1 136.09 136.09 134.96 136.86
PP 133.07 133.07 133.07 133.46
S1 131.53 131.53 134.12 132.30
S2 128.51 128.51 133.70
S3 123.95 126.97 133.29
S4 119.39 122.41 132.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.62 130.68 3.94 2.9% 0.97 0.7% 96% False False 140,823,903
10 134.62 130.06 4.56 3.4% 1.22 0.9% 96% False False 147,211,371
20 134.62 127.41 7.21 5.4% 1.16 0.9% 98% False False 139,243,317
40 134.62 120.03 14.59 10.9% 1.41 1.1% 99% False False 155,785,296
60 134.62 116.20 18.42 13.7% 1.62 1.2% 99% False False 177,583,104
80 134.62 116.20 18.42 13.7% 1.80 1.3% 99% False False 198,356,745
100 134.62 107.43 27.19 20.2% 2.02 1.5% 99% False False 219,571,634
120 134.62 107.43 27.19 20.2% 2.20 1.6% 99% False False 231,987,801
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 194 trading days
Fibonacci Retracements and Extensions
4.250 137.40
2.618 136.29
1.618 135.61
1.000 135.19
0.618 134.93
HIGH 134.51
0.618 134.25
0.500 134.17
0.382 134.09
LOW 133.83
0.618 133.41
1.000 133.15
1.618 132.73
2.618 132.05
4.250 130.94
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 134.36 134.11
PP 134.26 133.76
S1 134.17 133.42

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

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