SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Feb-2013
Day Change Summary
Previous Current
06-Feb-2013 07-Feb-2013 Change Change % Previous Week
Open 150.52 151.21 0.69 0.5% 150.29
High 151.26 151.35 0.09 0.1% 151.42
Low 150.41 149.86 -0.55 -0.4% 149.51
Close 151.16 150.96 -0.20 -0.1% 151.24
Range 0.85 1.49 0.64 75.3% 1.91
ATR 1.24 1.26 0.02 1.4% 0.00
Volume 138,762,703 162,489,906 23,727,203 17.1% 596,648,290
Daily Pivots for day following 07-Feb-2013
Classic Woodie Camarilla DeMark
R4 155.19 154.57 151.78
R3 153.70 153.08 151.37
R2 152.21 152.21 151.23
R1 151.59 151.59 151.10 151.16
PP 150.72 150.72 150.72 150.51
S1 150.10 150.10 150.82 149.67
S2 149.23 149.23 150.69
S3 147.74 148.61 150.55
S4 146.25 147.12 150.14
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% 1.28 0.8% 75% False False 141,082,281
10 151.48 149.37 2.11 1.4% 1.11 0.7% 75% False False 131,810,269
20 151.48 145.97 5.51 3.6% 1.02 0.7% 91% False False 125,845,151
40 151.48 139.54 11.94 7.9% 1.18 0.8% 96% False False 136,817,170
60 151.48 134.70 16.78 11.1% 1.26 0.8% 97% False False 135,413,325
80 151.48 134.70 16.78 11.1% 1.34 0.9% 97% False False 137,055,358
100 151.48 134.70 16.78 11.1% 1.33 0.9% 97% False False 135,776,761
120 151.48 134.70 16.78 11.1% 1.27 0.8% 97% False False 129,890,020
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 157.68
2.618 155.25
1.618 153.76
1.000 152.84
0.618 152.27
HIGH 151.35
0.618 150.78
0.500 150.61
0.382 150.43
LOW 149.86
0.618 148.94
1.000 148.37
1.618 147.45
2.618 145.96
4.250 143.53
Fisher Pivots for day following 07-Feb-2013
Pivot 1 day 3 day
R1 150.84 150.86
PP 150.72 150.77
S1 150.61 150.67

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

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