SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 127.33 126.58 -0.75 -0.6% 125.13
High 127.37 127.73 0.36 0.3% 126.20
Low 126.19 126.46 0.27 0.2% 125.04
Close 126.98 127.64 0.66 0.5% 125.75
Range 1.18 1.27 0.09 7.2% 1.16
ATR 1.00 1.02 0.02 1.9% 0.00
Volume 137,311,838 133,861,504 -3,450,334 -2.5% 339,093,457
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 131.07 130.62 128.34
R3 129.81 129.36 127.99
R2 128.54 128.54 127.87
R1 128.09 128.09 127.76 128.32
PP 127.28 127.28 127.28 127.39
S1 126.83 126.83 127.52 127.05
S2 126.01 126.01 127.41
S3 124.75 125.56 127.29
S4 123.48 124.30 126.94
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
5 127.73 125.33 2.40 1.9% 0.91 0.7% 96% True False 115,497,848
10 127.73 125.04 2.69 2.1% 0.69 0.5% 97% True False 89,765,822
20 127.73 122.41 5.32 4.2% 0.78 0.6% 98% True False 112,508,480
40 127.73 117.59 10.14 7.9% 1.02 0.8% 99% True False 149,777,261
60 127.73 115.65 12.08 9.5% 1.10 0.9% 99% True False 161,664,041
80 127.73 111.98 15.75 12.3% 1.15 0.9% 99% True False 169,085,648
100 127.73 104.29 23.44 18.4% 1.20 0.9% 100% True False 175,376,301
120 127.73 104.29 23.44 18.4% 1.25 1.0% 100% True False 180,325,179
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 23 trading days
Fibonacci Retracements and Extensions
4.250 133.10
2.618 131.04
1.618 129.77
1.000 128.99
0.618 128.51
HIGH 127.73
0.618 127.24
0.500 127.09
0.382 126.94
LOW 126.46
0.618 125.68
1.000 125.20
1.618 124.41
2.618 123.15
4.250 121.08
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 127.46 127.41
PP 127.28 127.19
S1 127.09 126.96

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

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