SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 127.56 126.58 -0.98 -0.8% 126.71
High 127.77 127.16 -0.61 -0.5% 127.83
Low 126.15 126.20 0.05 0.0% 126.15
Close 127.14 126.98 -0.16 -0.1% 127.14
Range 1.62 0.96 -0.66 -40.7% 1.68
ATR 1.05 1.05 -0.01 -0.6% 0.00
Volume 155,960,478 122,198,298 -33,762,180 -21.6% 688,050,239
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 129.66 129.28 127.51
R3 128.70 128.32 127.24
R2 127.74 127.74 127.16
R1 127.36 127.36 127.07 127.55
PP 126.78 126.78 126.78 126.88
S1 126.40 126.40 126.89 126.59
S2 125.82 125.82 126.80
S3 124.86 125.44 126.72
S4 123.90 124.48 126.45
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 132.08 131.29 128.06
R3 130.40 129.61 127.60
R2 128.72 128.72 127.45
R1 127.93 127.93 127.29 128.33
PP 127.04 127.04 127.04 127.24
S1 126.25 126.25 126.99 126.65
S2 125.36 125.36 126.83
S3 123.68 124.57 126.68
S4 122.00 122.89 126.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.83 126.15 1.68 1.3% 1.17 0.9% 49% False False 134,346,556
10 127.83 125.33 2.50 2.0% 0.87 0.7% 66% False False 109,127,768
20 127.83 123.75 4.08 3.2% 0.81 0.6% 79% False False 113,618,904
40 127.83 117.59 10.24 8.1% 0.99 0.8% 92% False False 145,683,678
60 127.83 116.02 11.81 9.3% 1.08 0.9% 93% False False 158,456,382
80 127.83 112.18 15.65 12.3% 1.15 0.9% 95% False False 166,872,777
100 127.83 104.29 23.54 18.5% 1.19 0.9% 96% False False 174,359,441
120 127.83 104.29 23.54 18.5% 1.23 1.0% 96% False False 177,757,525
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131.24
2.618 129.67
1.618 128.71
1.000 128.12
0.618 127.75
HIGH 127.16
0.618 126.79
0.500 126.68
0.382 126.57
LOW 126.20
0.618 125.61
1.000 125.24
1.618 124.65
2.618 123.69
4.250 122.12
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 126.88 126.99
PP 126.78 126.99
S1 126.68 126.98

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

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