SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 129.18 129.41 0.23 0.2% 126.58
High 129.64 129.54 -0.10 -0.1% 129.33
Low 129.03 127.91 -1.12 -0.9% 126.20
Close 129.52 128.25 -1.27 -1.0% 129.30
Range 0.61 1.63 1.02 166.5% 3.13
ATR 1.00 1.05 0.04 4.4% 0.00
Volume 114,228,161 151,615,000 37,386,839 32.7% 586,311,559
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 133.44 132.47 129.14
R3 131.82 130.85 128.70
R2 130.19 130.19 128.55
R1 129.22 129.22 128.40 128.89
PP 128.57 128.57 128.57 128.40
S1 127.59 127.59 128.10 127.27
S2 126.94 126.94 127.95
S3 125.31 125.97 127.80
S4 123.69 124.34 127.36
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
5 129.64 127.91 1.73 1.3% 0.97 0.8% 20% False True 123,954,631
10 129.64 126.15 3.49 2.7% 1.03 0.8% 60% False False 126,437,736
20 129.64 124.87 4.77 3.7% 0.83 0.6% 71% False False 106,151,142
40 129.64 117.74 11.90 9.3% 0.94 0.7% 88% False False 133,217,369
60 129.64 117.26 12.38 9.7% 1.03 0.8% 89% False False 150,716,654
80 129.64 113.18 16.46 12.8% 1.12 0.9% 92% False False 159,978,010
100 129.64 104.31 25.33 19.8% 1.15 0.9% 95% False False 167,505,344
120 129.64 104.29 25.35 19.8% 1.19 0.9% 95% False False 173,289,399
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 0.18
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 136.44
2.618 133.79
1.618 132.17
1.000 131.16
0.618 130.54
HIGH 129.54
0.618 128.91
0.500 128.72
0.382 128.53
LOW 127.91
0.618 126.91
1.000 126.28
1.618 125.28
2.618 123.65
4.250 121.00
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 128.72 128.78
PP 128.57 128.60
S1 128.41 128.43

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

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