SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Feb-2013
Day Change Summary
Previous Current
05-Feb-2013 06-Feb-2013 Change Change % Previous Week
Open 150.35 150.52 0.17 0.1% 150.29
High 151.48 151.26 -0.22 -0.1% 151.42
Low 150.29 150.41 0.12 0.1% 149.51
Close 151.05 151.16 0.11 0.1% 151.24
Range 1.19 0.85 -0.34 -28.6% 1.91
ATR 1.27 1.24 -0.03 -2.4% 0.00
Volume 113,912,297 138,762,703 24,850,406 21.8% 596,648,290
Daily Pivots for day following 06-Feb-2013
Classic Woodie Camarilla DeMark
R4 153.49 153.18 151.63
R3 152.64 152.33 151.39
R2 151.79 151.79 151.32
R1 151.48 151.48 151.24 151.64
PP 150.94 150.94 150.94 151.02
S1 150.63 150.63 151.08 150.79
S2 150.09 150.09 151.00
S3 149.24 149.78 150.93
S4 148.39 148.93 150.69
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
5 151.48 149.43 2.05 1.4% 1.14 0.8% 84% False False 130,379,459
10 151.48 149.01 2.47 1.6% 1.07 0.7% 87% False False 130,203,910
20 151.48 145.64 5.84 3.9% 0.98 0.6% 95% False False 122,257,931
40 151.48 139.54 11.94 7.9% 1.16 0.8% 97% False False 135,225,937
60 151.48 134.70 16.78 11.1% 1.27 0.8% 98% False False 136,056,080
80 151.48 134.70 16.78 11.1% 1.34 0.9% 98% False False 136,577,327
100 151.48 134.70 16.78 11.1% 1.32 0.9% 98% False False 135,028,271
120 151.48 134.70 16.78 11.1% 1.27 0.8% 98% False False 129,387,879
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 154.87
2.618 153.49
1.618 152.64
1.000 152.11
0.618 151.79
HIGH 151.26
0.618 150.94
0.500 150.84
0.382 150.73
LOW 150.41
0.618 149.88
1.000 149.56
1.618 149.03
2.618 148.18
4.250 146.80
Fisher Pivots for day following 06-Feb-2013
Pivot 1 day 3 day
R1 151.05 150.93
PP 150.94 150.69
S1 150.84 150.46

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

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