SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 17-Feb-2012
Day Change Summary
Previous Current
16-Feb-2012 17-Feb-2012 Change Change % Previous Week
Open 134.58 136.52 1.94 1.4% 135.32
High 136.17 136.63 0.46 0.3% 136.63
Low 134.33 135.96 1.63 1.2% 134.25
Close 136.05 136.41 0.36 0.3% 136.41
Range 1.84 0.67 -1.17 -63.6% 2.38
ATR 1.42 1.37 -0.05 -3.8% 0.00
Volume 186,426,078 129,766,469 -56,659,609 -30.4% 792,398,243
Daily Pivots for day following 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 138.34 138.05 136.78
R3 137.67 137.38 136.59
R2 137.00 137.00 136.53
R1 136.71 136.71 136.47 136.52
PP 136.33 136.33 136.33 136.24
S1 136.04 136.04 136.35 135.85
S2 135.66 135.66 136.29
S3 134.99 135.37 136.23
S4 134.32 134.70 136.04
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 142.90 142.04 137.72
R3 140.52 139.66 137.06
R2 138.14 138.14 136.85
R1 137.28 137.28 136.63 137.71
PP 135.76 135.76 135.76 135.98
S1 134.90 134.90 136.19 135.33
S2 133.38 133.38 135.97
S3 131.00 132.52 135.76
S4 128.62 130.14 135.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.63 134.25 2.38 1.7% 1.17 0.9% 91% True False 158,479,648
10 136.63 133.64 2.99 2.2% 1.05 0.8% 93% True False 149,044,068
20 136.63 130.06 6.57 4.8% 1.16 0.9% 97% True False 149,207,571
40 136.63 122.75 13.88 10.2% 1.16 0.9% 98% True False 140,973,651
60 136.63 116.20 20.43 15.0% 1.47 1.1% 99% True False 165,416,266
80 136.63 116.20 20.43 15.0% 1.68 1.2% 99% True False 188,193,477
100 136.63 107.43 29.20 21.4% 1.87 1.4% 99% True False 205,528,555
120 136.63 107.43 29.20 21.4% 2.02 1.5% 99% True False 219,009,070
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.26
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 139.48
2.618 138.38
1.618 137.71
1.000 137.30
0.618 137.04
HIGH 136.63
0.618 136.37
0.500 136.30
0.382 136.22
LOW 135.96
0.618 135.55
1.000 135.29
1.618 134.88
2.618 134.21
4.250 133.11
Fisher Pivots for day following 17-Feb-2012
Pivot 1 day 3 day
R1 136.37 136.09
PP 136.33 135.78
S1 136.30 135.46

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

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