SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 135.97 136.93 0.96 0.7% 136.73
High 136.73 137.20 0.47 0.3% 137.20
Low 135.50 136.63 1.13 0.8% 135.50
Close 136.63 136.93 0.30 0.2% 136.93
Range 1.23 0.57 -0.66 -53.7% 1.70
ATR 1.30 1.24 -0.05 -4.0% 0.00
Volume 137,608,922 105,498,023 -32,110,899 -23.3% 501,173,328
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 138.63 138.35 137.24
R3 138.06 137.78 137.09
R2 137.49 137.49 137.03
R1 137.21 137.21 136.98 137.22
PP 136.92 136.92 136.92 136.92
S1 136.64 136.64 136.88 136.65
S2 136.35 136.35 136.83
S3 135.78 136.07 136.77
S4 135.21 135.50 136.62
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 141.64 140.99 137.87
R3 139.94 139.29 137.40
R2 138.24 138.24 137.24
R1 137.59 137.59 137.09 137.92
PP 136.54 136.54 136.54 136.71
S1 135.89 135.89 136.77 136.22
S2 134.84 134.84 136.62
S3 133.14 134.19 136.46
S4 131.44 132.49 136.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.20 135.50 1.70 1.2% 0.85 0.6% 84% True False 126,187,959
10 137.20 133.84 3.36 2.5% 1.00 0.7% 92% True False 146,136,071
20 137.20 130.06 7.14 5.2% 1.02 0.7% 96% True False 143,511,623
40 137.20 124.73 12.47 9.1% 1.14 0.8% 98% True False 141,220,459
60 137.20 119.61 17.59 12.8% 1.41 1.0% 98% True False 161,265,131
80 137.20 116.20 21.00 15.3% 1.59 1.2% 99% True False 179,797,063
100 137.20 107.43 29.77 21.7% 1.78 1.3% 99% True False 198,695,850
120 137.20 107.43 29.77 21.7% 1.95 1.4% 99% True False 214,992,118
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.27
Narrowest range in 227 trading days
Fibonacci Retracements and Extensions
4.250 139.62
2.618 138.69
1.618 138.12
1.000 137.77
0.618 137.55
HIGH 137.20
0.618 136.98
0.500 136.92
0.382 136.85
LOW 136.63
0.618 136.28
1.000 136.06
1.618 135.71
2.618 135.14
4.250 134.21
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 136.93 136.74
PP 136.92 136.54
S1 136.92 136.35

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

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