SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 128.21 128.63 0.42 0.3% 126.71
High 128.72 128.69 -0.03 0.0% 127.83
Low 127.99 128.05 0.06 0.0% 126.15
Close 128.58 128.37 -0.21 -0.2% 127.14
Range 0.73 0.64 -0.09 -12.3% 1.68
ATR 1.05 1.02 -0.03 -2.8% 0.00
Volume 107,344,690 128,975,422 21,630,732 20.2% 688,050,239
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 130.29 129.97 128.72
R3 129.65 129.33 128.54
R2 129.01 129.01 128.48
R1 128.69 128.69 128.43 128.53
PP 128.37 128.37 128.37 128.29
S1 128.05 128.05 128.31 127.89
S2 127.73 127.73 128.25
S3 127.09 127.41 128.19
S4 126.45 126.77 128.02
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
5 128.72 126.15 2.57 2.0% 0.95 0.7% 86% False False 124,932,430
10 128.72 125.33 3.39 2.6% 0.95 0.7% 90% False False 124,795,954
20 128.72 123.75 4.97 3.9% 0.79 0.6% 93% False False 108,894,750
40 128.72 117.74 10.98 8.6% 0.93 0.7% 97% False False 136,787,663
60 128.72 116.87 11.85 9.2% 1.04 0.8% 97% False False 153,148,197
80 128.72 112.18 16.54 12.9% 1.12 0.9% 98% False False 162,720,814
100 128.72 104.29 24.43 19.0% 1.17 0.9% 99% False False 171,440,091
120 128.72 104.29 24.43 19.0% 1.21 0.9% 99% False False 174,991,461
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 131.41
2.618 130.37
1.618 129.73
1.000 129.33
0.618 129.09
HIGH 128.69
0.618 128.45
0.500 128.37
0.382 128.29
LOW 128.05
0.618 127.65
1.000 127.41
1.618 127.01
2.618 126.37
4.250 125.33
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 128.37 128.19
PP 128.37 128.01
S1 128.37 127.84

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

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