SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Feb-2013
Day Change Summary
Previous Current
14-Feb-2013 15-Feb-2013 Change Change % Previous Week
Open 151.69 152.43 0.74 0.5% 151.74
High 152.47 152.59 0.12 0.1% 152.61
Low 151.52 151.55 0.03 0.0% 151.39
Close 152.29 152.11 -0.18 -0.1% 152.11
Range 0.95 1.04 0.09 9.5% 1.22
ATR 1.12 1.11 -0.01 -0.5% 0.00
Volume 80,834,203 215,226,406 134,392,203 166.3% 517,550,590
Daily Pivots for day following 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 155.20 154.70 152.68
R3 154.16 153.66 152.40
R2 153.12 153.12 152.30
R1 152.62 152.62 152.21 152.35
PP 152.08 152.08 152.08 151.95
S1 151.58 151.58 152.01 151.31
S2 151.04 151.04 151.92
S3 150.00 150.54 151.82
S4 148.96 149.50 151.54
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 155.70 155.12 152.78
R3 154.48 153.90 152.45
R2 153.26 153.26 152.33
R1 152.68 152.68 152.22 152.97
PP 152.04 152.04 152.04 152.18
S1 151.46 151.46 152.00 151.75
S2 150.82 150.82 151.89
S3 149.60 150.24 151.77
S4 148.38 149.02 151.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152.61 151.39 1.22 0.8% 0.82 0.5% 59% False False 103,510,118
10 152.61 149.43 3.18 2.1% 1.01 0.7% 84% False False 119,492,259
20 152.61 147.43 5.18 3.4% 0.99 0.7% 90% False False 123,575,615
40 152.61 139.54 13.07 8.6% 1.10 0.7% 96% False False 130,000,144
60 152.61 138.08 14.53 9.6% 1.15 0.8% 97% False False 129,402,923
80 152.61 134.70 17.91 11.8% 1.31 0.9% 97% False False 135,548,536
100 152.61 134.70 17.91 11.8% 1.30 0.9% 97% False False 133,030,312
120 152.61 134.70 17.91 11.8% 1.27 0.8% 97% False False 130,140,470
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 157.01
2.618 155.31
1.618 154.27
1.000 153.63
0.618 153.23
HIGH 152.59
0.618 152.19
0.500 152.07
0.382 151.95
LOW 151.55
0.618 150.91
1.000 150.51
1.618 149.87
2.618 148.83
4.250 147.13
Fisher Pivots for day following 15-Feb-2013
Pivot 1 day 3 day
R1 152.10 152.10
PP 152.08 152.08
S1 152.07 152.07

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

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