We prove that the property of being closed (resp., palindromic, rich,
privileged trapezoidal, balanced) is expressible in first-order logic for
automatic (and some related) sequences. It therefore follows that the
characteristic function of those n for which an automatic sequence x has a
closed (resp., palindromic, privileged, rich, trape- zoidal, balanced) factor
of length n is automatic. For privileged words this requires a new
characterization of the privileged property. We compute the corresponding
characteristic functions for various famous sequences, such as the Thue-Morse
sequence, the Rudin-Shapiro sequence, the ordinary paperfolding sequence, the
period-doubling sequence, and the Fibonacci sequence. Finally, we also show
that the function counting the total number of palindromic factors in a prefix
of length n of a k-automatic sequence is not k-synchronized