SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Feb-2012

Day Change Summary
	Previous	Current
	10-Feb-2012	13-Feb-2012	Change	Change %	Previous Week
Open	134.16	135.32	1.16	0.9%	133.99
High	134.47	135.52	1.05	0.8%	135.59
Low	133.84	134.74	0.90	0.7%	133.64
Close	134.36	135.36	1.00	0.7%	134.36
Range	0.63	0.78	0.15	23.8%	1.95
ATR	1.42	1.40	-0.02	-1.3%	0.00
Volume	167,789,141	115,653,680	-52,135,461	-31.1%	698,042,446

Daily Pivots for day following 13-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	137.55	137.23	135.79
R3	136.77	136.45	135.57
R2	135.99	135.99	135.50
R1	135.67	135.67	135.43	135.83
PP	135.21	135.21	135.21	135.29
S1	134.89	134.89	135.29	135.05
S2	134.43	134.43	135.22
S3	133.65	134.11	135.15
S4	132.87	133.33	134.93

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.38	139.32	135.43
R3	138.43	137.37	134.90
R2	136.48	136.48	134.72
R1	135.42	135.42	134.54	135.95
PP	134.53	134.53	134.53	134.80
S1	133.47	133.47	134.18	134.00
S2	132.58	132.58	134.00
S3	130.63	131.52	133.82
S4	128.68	129.57	133.29

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%	0.95	0.7%	88%	False	False	141,215,708
10	135.59	130.68	4.91	3.6%	0.96	0.7%	95%	False	False	141,019,805
20	135.59	128.90	6.69	4.9%	1.16	0.9%	97%	False	False	143,341,688
40	135.59	120.03	15.56	11.5%	1.26	0.9%	99%	False	False	144,742,087
60	135.59	116.20	19.39	14.3%	1.53	1.1%	99%	False	False	170,977,846
80	135.59	116.20	19.39	14.3%	1.71	1.3%	99%	False	False	191,862,081
100	135.59	107.43	28.16	20.8%	1.95	1.4%	99%	False	False	212,735,161
120	135.59	107.43	28.16	20.8%	2.09	1.5%	99%	False	False	223,398,886

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	138.84
2.618	137.56
1.618	136.78
1.000	136.30
0.618	136.00
HIGH	135.52
0.618	135.22
0.500	135.13
0.382	135.04
LOW	134.74
0.618	134.26
1.000	133.96
1.618	133.48
2.618	132.70
4.250	131.43

Fisher Pivots for day following 13-Feb-2012
Pivot	1 day	3 day
R1	135.28	135.15
PP	135.21	134.93
S1	135.13	134.72

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