SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Feb-2013
Day Change Summary
Previous Current
08-Feb-2013 11-Feb-2013 Change Change % Previous Week
Open 151.22 151.74 0.52 0.3% 150.32
High 151.89 151.90 0.01 0.0% 151.89
Low 151.22 151.39 0.17 0.1% 149.43
Close 151.80 151.77 -0.03 0.0% 151.80
Range 0.67 0.51 -0.16 -23.9% 2.46
ATR 1.24 1.19 -0.05 -4.2% 0.00
Volume 103,133,602 73,774,891 -29,358,711 -28.5% 677,372,008
Daily Pivots for day following 11-Feb-2013
Classic Woodie Camarilla DeMark
R4 153.22 153.00 152.05
R3 152.71 152.49 151.91
R2 152.20 152.20 151.86
R1 151.98 151.98 151.82 152.09
PP 151.69 151.69 151.69 151.74
S1 151.47 151.47 151.72 151.58
S2 151.18 151.18 151.68
S3 150.67 150.96 151.63
S4 150.16 150.45 151.49
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 158.42 157.57 153.15
R3 155.96 155.11 152.48
R2 153.50 153.50 152.25
R1 152.65 152.65 152.03 153.08
PP 151.04 151.04 151.04 151.25
S1 150.19 150.19 151.57 150.62
S2 148.58 148.58 151.35
S3 146.12 147.73 151.12
S4 143.66 145.27 150.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151.90 149.86 2.04 1.3% 0.94 0.6% 94% True False 118,414,679
10 151.90 149.43 2.47 1.6% 1.06 0.7% 95% True False 123,443,758
20 151.90 146.20 5.70 3.8% 0.99 0.7% 98% True False 122,457,950
40 151.90 139.54 12.36 8.1% 1.15 0.8% 99% True False 133,778,625
60 151.90 134.70 17.20 11.3% 1.23 0.8% 99% True False 134,683,540
80 151.90 134.70 17.20 11.3% 1.32 0.9% 99% True False 136,169,425
100 151.90 134.70 17.20 11.3% 1.29 0.9% 99% True False 133,593,376
120 151.90 134.70 17.20 11.3% 1.27 0.8% 99% True False 129,839,002
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 154.07
2.618 153.24
1.618 152.73
1.000 152.41
0.618 152.22
HIGH 151.90
0.618 151.71
0.500 151.65
0.382 151.58
LOW 151.39
0.618 151.07
1.000 150.88
1.618 150.56
2.618 150.05
4.250 149.22
Fisher Pivots for day following 11-Feb-2013
Pivot 1 day 3 day
R1 151.73 151.47
PP 151.69 151.18
S1 151.65 150.88

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

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