SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Feb-2013

Day Change Summary
	Previous	Current
	31-Jan-2013	01-Feb-2013	Change	Change %	Previous Week
Open	149.89	150.65	0.76	0.5%	150.29
High	150.38	151.42	1.04	0.7%	151.42
Low	149.60	150.39	0.79	0.5%	149.51
Close	149.70	151.24	1.54	1.0%	151.24
Range	0.78	1.03	0.25	32.1%	1.91
ATR	1.13	1.18	0.04	3.7%	0.00
Volume	108,975,797	131,173,000	22,197,203	20.4%	596,648,290

Daily Pivots for day following 01-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	154.11	153.70	151.81
R3	153.08	152.67	151.52
R2	152.05	152.05	151.43
R1	151.64	151.64	151.33	151.85
PP	151.02	151.02	151.02	151.12
S1	150.61	150.61	151.15	150.82
S2	149.99	149.99	151.05
S3	148.96	149.58	150.96
S4	147.93	148.55	150.67

Weekly Pivots for week ending 01-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	156.45	155.76	152.29
R3	154.54	153.85	151.77
R2	152.63	152.63	151.59
R1	151.94	151.94	151.42	152.29
PP	150.72	150.72	150.72	150.90
S1	150.03	150.03	151.06	150.38
S2	148.81	148.81	150.89
S3	146.90	148.12	150.71
S4	144.99	146.21	150.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151.42	149.51	1.91	1.3%	0.96	0.6%	91%	True	False	119,329,658
10	151.42	147.43	3.99	2.6%	0.97	0.6%	95%	True	False	127,658,970
20	151.42	144.98	6.44	4.3%	0.93	0.6%	97%	True	False	119,074,760
40	151.42	139.54	11.88	7.9%	1.15	0.8%	98%	True	False	133,913,405
60	151.42	134.70	16.72	11.1%	1.31	0.9%	99%	True	False	138,408,433
80	151.42	134.70	16.72	11.1%	1.33	0.9%	99%	True	False	135,832,101
100	151.42	134.70	16.72	11.1%	1.30	0.9%	99%	True	False	133,735,689
120	151.42	134.70	16.72	11.1%	1.26	0.8%	99%	True	False	128,200,535

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 3 trading days

Fibonacci Retracements and Extensions
4.250	155.80
2.618	154.12
1.618	153.09
1.000	152.45
0.618	152.06
HIGH	151.42
0.618	151.03
0.500	150.91
0.382	150.78
LOW	150.39
0.618	149.75
1.000	149.36
1.618	148.72
2.618	147.69
4.250	146.01

Fisher Pivots for day following 01-Feb-2013
Pivot	1 day	3 day
R1	151.13	151.00
PP	151.02	150.75
S1	150.91	150.51

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