SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Feb-2013

Day Change Summary
	Previous	Current
	20-Feb-2013	21-Feb-2013	Change	Change %	Previous Week
Open	153.14	150.96	-2.18	-1.4%	151.74
High	153.19	151.42	-1.77	-1.2%	152.61
Low	151.26	149.94	-1.32	-0.9%	151.39
Close	151.34	150.42	-0.92	-0.6%	152.11
Range	1.93	1.48	-0.45	-23.3%	1.22
ATR	1.18	1.20	0.02	1.8%	0.00
Volume	160,574,703	183,256,906	22,682,203	14.1%	517,550,590

Daily Pivots for day following 21-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	155.03	154.21	151.23
R3	153.55	152.73	150.83
R2	152.07	152.07	150.69
R1	151.25	151.25	150.56	150.92
PP	150.59	150.59	150.59	150.43
S1	149.77	149.77	150.28	149.44
S2	149.11	149.11	150.15
S3	147.63	148.29	150.01
S4	146.15	146.81	149.61

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	153.28	149.94	3.34	2.2%	1.30	0.9%	14%	False	True	146,999,524
10	153.28	149.86	3.42	2.3%	1.08	0.7%	16%	False	False	122,211,111
20	153.28	149.01	4.27	2.8%	1.07	0.7%	33%	False	False	126,207,510
40	153.28	139.54	13.74	9.1%	1.10	0.7%	79%	False	False	126,841,920
60	153.28	139.00	14.28	9.5%	1.17	0.8%	80%	False	False	132,269,755
80	153.28	134.70	18.58	12.4%	1.30	0.9%	85%	False	False	134,744,250
100	153.28	134.70	18.58	12.4%	1.30	0.9%	85%	False	False	134,043,838
120	153.28	134.70	18.58	12.4%	1.27	0.8%	85%	False	False	131,468,591

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	157.71
2.618	155.29
1.618	153.81
1.000	152.90
0.618	152.33
HIGH	151.42
0.618	150.85
0.500	150.68
0.382	150.51
LOW	149.94
0.618	149.03
1.000	148.46
1.618	147.55
2.618	146.07
4.250	143.65

Fisher Pivots for day following 21-Feb-2013
Pivot	1 day	3 day
R1	150.68	151.61
PP	150.59	151.21
S1	150.51	150.82

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