SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Feb-2012

Day Change Summary
	Previous	Current
	08-Feb-2012	09-Feb-2012	Change	Change %	Previous Week
Open	134.87	135.41	0.54	0.4%	130.51
High	135.22	135.59	0.37	0.3%	134.62
Low	134.31	134.56	0.25	0.2%	130.06
Close	135.19	135.36	0.17	0.1%	134.54
Range	0.91	1.03	0.12	13.2%	4.56
ATR	1.44	1.41	-0.03	-2.0%	0.00
Volume	138,825,547	148,408,375	9,582,828	6.9%	743,399,024

Daily Pivots for day following 09-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	138.26	137.84	135.93
R3	137.23	136.81	135.64
R2	136.20	136.20	135.55
R1	135.78	135.78	135.45	135.48
PP	135.17	135.17	135.17	135.02
S1	134.75	134.75	135.27	134.45
S2	134.14	134.14	135.17
S3	133.11	133.72	135.08
S4	132.08	132.69	134.79

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	135.59	133.64	1.95	1.4%	0.97	0.7%	88%	True	False	138,165,292
10	135.59	130.06	5.53	4.1%	1.05	0.8%	96%	True	False	140,887,176
20	135.59	127.72	7.87	5.8%	1.21	0.9%	97%	True	False	144,091,034
40	135.59	120.03	15.56	11.5%	1.34	1.0%	99%	True	False	149,725,298
60	135.59	116.20	19.39	14.3%	1.58	1.2%	99%	True	False	171,978,325
80	135.59	116.20	19.39	14.3%	1.78	1.3%	99%	True	False	194,828,515
100	135.59	107.43	28.16	20.8%	1.97	1.5%	99%	True	False	214,499,217
120	135.59	107.43	28.16	20.8%	2.13	1.6%	99%	True	False	226,894,857

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.26
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	139.97
2.618	138.29
1.618	137.26
1.000	136.62
0.618	136.23
HIGH	135.59
0.618	135.20
0.500	135.08
0.382	134.95
LOW	134.56
0.618	133.92
1.000	133.53
1.618	132.89
2.618	131.86
4.250	130.18

Fisher Pivots for day following 09-Feb-2012
Pivot	1 day	3 day
R1	135.27	135.11
PP	135.17	134.86
S1	135.08	134.62

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols