SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 127.96 128.88 0.92 0.7% 129.18
High 128.40 129.17 0.77 0.6% 129.64
Low 127.13 128.23 1.10 0.9% 127.13
Close 128.08 128.37 0.29 0.2% 128.37
Range 1.27 0.94 -0.33 -26.0% 2.51
ATR 1.06 1.06 0.00 0.2% 0.00
Volume 175,510,981 151,373,243 -24,137,738 -13.8% 592,727,385
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 131.41 130.83 128.89
R3 130.47 129.89 128.63
R2 129.53 129.53 128.54
R1 128.95 128.95 128.46 128.77
PP 128.59 128.59 128.59 128.50
S1 128.01 128.01 128.28 127.83
S2 127.65 127.65 128.20
S3 126.71 127.07 128.11
S4 125.77 126.13 127.85
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 135.91 134.65 129.75
R3 133.40 132.14 129.06
R2 130.89 130.89 128.83
R1 129.63 129.63 128.60 129.01
PP 128.38 128.38 128.38 128.07
S1 127.12 127.12 128.14 126.50
S2 125.87 125.87 127.91
S3 123.36 124.61 127.68
S4 120.85 122.10 126.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.64 127.13 2.51 2.0% 1.14 0.9% 49% False False 142,067,453
10 129.64 126.15 3.49 2.7% 1.04 0.8% 64% False False 133,499,942
20 129.64 125.04 4.60 3.6% 0.89 0.7% 72% False False 113,811,764
40 129.64 117.74 11.90 9.3% 0.93 0.7% 89% False False 131,309,045
60 129.64 117.26 12.38 9.6% 1.03 0.8% 90% False False 151,001,264
80 129.64 113.18 16.46 12.8% 1.11 0.9% 92% False False 159,842,980
100 129.64 104.49 25.15 19.6% 1.13 0.9% 95% False False 166,379,139
120 129.64 104.29 25.35 19.7% 1.19 0.9% 95% False False 172,613,845
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133.17
2.618 131.63
1.618 130.69
1.000 130.11
0.618 129.75
HIGH 129.17
0.618 128.81
0.500 128.70
0.382 128.59
LOW 128.23
0.618 127.65
1.000 127.29
1.618 126.71
2.618 125.77
4.250 124.24
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 128.70 128.36
PP 128.59 128.35
S1 128.48 128.33

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

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