SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 18-Jan-2011
Day Change Summary
Previous Current
14-Jan-2011 18-Jan-2011 Change Change % Previous Week
Open 128.19 129.18 0.99 0.8% 126.58
High 129.33 129.64 0.31 0.2% 129.33
Low 128.10 129.03 0.93 0.7% 126.20
Close 129.30 129.52 0.22 0.2% 129.30
Range 1.23 0.61 -0.62 -50.4% 3.13
ATR 1.03 1.00 -0.03 -2.9% 0.00
Volume 117,609,884 114,228,161 -3,381,723 -2.9% 586,311,559
Daily Pivots for day following 18-Jan-2011
Classic Woodie Camarilla DeMark
R4 131.23 130.98 129.86
R3 130.62 130.37 129.69
R2 130.01 130.01 129.63
R1 129.76 129.76 129.58 129.89
PP 129.40 129.40 129.40 129.46
S1 129.15 129.15 129.46 129.28
S2 128.79 128.79 129.41
S3 128.18 128.54 129.35
S4 127.57 127.93 129.18
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
5 129.64 126.95 2.69 2.1% 0.80 0.6% 96% True False 115,668,284
10 129.64 126.15 3.49 2.7% 0.98 0.8% 97% True False 125,007,420
20 129.64 123.98 5.66 4.4% 0.79 0.6% 98% True False 104,518,385
40 129.64 117.74 11.90 9.2% 0.93 0.7% 99% True False 133,347,052
60 129.64 117.26 12.38 9.6% 1.01 0.8% 99% True False 149,992,018
80 129.64 113.18 16.46 12.7% 1.11 0.9% 99% True False 160,702,807
100 129.64 104.31 25.33 19.6% 1.15 0.9% 100% True False 168,231,430
120 129.64 104.29 25.35 19.6% 1.20 0.9% 100% True False 173,859,615
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 132.23
2.618 131.24
1.618 130.63
1.000 130.25
0.618 130.02
HIGH 129.64
0.618 129.41
0.500 129.34
0.382 129.26
LOW 129.03
0.618 128.65
1.000 128.42
1.618 128.04
2.618 127.43
4.250 126.44
Fisher Pivots for day following 18-Jan-2011
Pivot 1 day 3 day
R1 129.46 129.30
PP 129.40 129.07
S1 129.34 128.85

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

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