SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 126.71 127.33 0.62 0.5% 125.13
High 127.60 127.37 -0.23 -0.2% 126.20
Low 126.66 126.19 -0.47 -0.4% 125.04
Close 127.05 126.98 -0.07 -0.1% 125.75
Range 0.94 1.18 0.24 25.5% 1.16
ATR 0.99 1.00 0.01 1.4% 0.00
Volume 138,515,753 137,311,838 -1,203,915 -0.9% 339,093,457
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 130.39 129.86 127.63
R3 129.21 128.68 127.30
R2 128.03 128.03 127.20
R1 127.50 127.50 127.09 127.18
PP 126.85 126.85 126.85 126.68
S1 126.32 126.32 126.87 126.00
S2 125.67 125.67 126.76
S3 124.49 125.14 126.66
S4 123.31 123.96 126.33
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 129.14 128.61 126.39
R3 127.98 127.45 126.07
R2 126.82 126.82 125.96
R1 126.29 126.29 125.86 126.56
PP 125.66 125.66 125.66 125.80
S1 125.13 125.13 125.64 125.40
S2 124.50 124.50 125.54
S3 123.34 123.97 125.43
S4 122.18 122.81 125.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.60 125.33 2.27 1.8% 0.71 0.6% 73% False False 100,319,697
10 127.60 124.87 2.73 2.1% 0.62 0.5% 77% False False 85,864,548
20 127.60 122.41 5.19 4.1% 0.78 0.6% 88% False False 116,132,665
40 127.60 117.59 10.01 7.9% 1.00 0.8% 94% False False 150,319,771
60 127.60 115.65 11.95 9.4% 1.09 0.9% 95% False False 161,148,417
80 127.60 111.98 15.62 12.3% 1.14 0.9% 96% False False 169,636,734
100 127.60 104.29 23.31 18.4% 1.20 0.9% 97% False False 175,621,534
120 127.60 104.29 23.31 18.4% 1.26 1.0% 97% False False 181,564,778
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 132.39
2.618 130.46
1.618 129.28
1.000 128.55
0.618 128.10
HIGH 127.37
0.618 126.92
0.500 126.78
0.382 126.64
LOW 126.19
0.618 125.46
1.000 125.01
1.618 124.28
2.618 123.10
4.250 121.18
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 126.91 126.81
PP 126.85 126.64
S1 126.78 126.47

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

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