SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 128.63 128.19 -0.44 -0.3% 126.58
High 128.69 129.33 0.64 0.5% 129.33
Low 128.05 128.10 0.05 0.0% 126.20
Close 128.37 129.30 0.93 0.7% 129.30
Range 0.64 1.23 0.59 92.2% 3.13
ATR 1.02 1.03 0.02 1.5% 0.00
Volume 128,975,422 117,609,884 -11,365,538 -8.8% 586,311,559
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 132.60 132.18 129.98
R3 131.37 130.95 129.64
R2 130.14 130.14 129.53
R1 129.72 129.72 129.41 129.93
PP 128.91 128.91 128.91 129.02
S1 128.49 128.49 129.19 128.70
S2 127.68 127.68 129.07
S3 126.45 127.26 128.96
S4 125.22 126.03 128.62
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 137.67 136.61 131.02
R3 134.54 133.48 130.16
R2 131.41 131.41 129.87
R1 130.35 130.35 129.59 130.88
PP 128.28 128.28 128.28 128.54
S1 127.22 127.22 129.01 127.75
S2 125.15 125.15 128.73
S3 122.02 124.09 128.44
S4 118.89 120.96 127.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.33 126.20 3.13 2.4% 0.87 0.7% 99% True False 117,262,311
10 129.33 126.15 3.18 2.5% 1.02 0.8% 99% True False 127,436,179
20 129.33 123.82 5.51 4.3% 0.79 0.6% 99% True False 105,853,783
40 129.33 117.74 11.59 9.0% 0.94 0.7% 100% True False 135,427,305
60 129.33 117.21 12.12 9.4% 1.04 0.8% 100% True False 151,778,701
80 129.33 112.18 17.15 13.3% 1.12 0.9% 100% True False 161,801,499
100 129.33 104.29 25.04 19.4% 1.17 0.9% 100% True False 169,810,847
120 129.33 104.29 25.04 19.4% 1.21 0.9% 100% True False 174,265,061
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 134.56
2.618 132.55
1.618 131.32
1.000 130.56
0.618 130.09
HIGH 129.33
0.618 128.86
0.500 128.72
0.382 128.57
LOW 128.10
0.618 127.34
1.000 126.87
1.618 126.11
2.618 124.88
4.250 122.87
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 129.11 129.09
PP 128.91 128.87
S1 128.72 128.66

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

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