SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 128.88 128.29 -0.60 -0.5% 129.18
High 129.17 129.25 0.08 0.1% 129.64
Low 128.23 128.26 0.03 0.0% 127.13
Close 128.37 129.10 0.73 0.6% 128.37
Range 0.94 0.99 0.05 5.3% 2.51
ATR 1.06 1.06 -0.01 -0.5% 0.00
Volume 151,373,243 113,644,248 -37,728,995 -24.9% 592,727,385
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 131.84 131.46 129.64
R3 130.85 130.47 129.37
R2 129.86 129.86 129.28
R1 129.48 129.48 129.19 129.67
PP 128.87 128.87 128.87 128.97
S1 128.49 128.49 129.01 128.68
S2 127.88 127.88 128.92
S3 126.89 127.50 128.83
S4 125.90 126.51 128.56
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 1.9% 1.09 0.8% 78% False False 141,274,326
10 129.64 126.20 3.44 2.7% 0.98 0.8% 84% False False 129,268,319
20 129.64 125.04 4.60 3.6% 0.91 0.7% 88% False False 115,991,344
40 129.64 117.74 11.90 9.2% 0.93 0.7% 95% False False 130,649,129
60 129.64 117.59 12.05 9.3% 1.03 0.8% 96% False False 149,730,566
80 129.64 113.18 16.46 12.7% 1.11 0.9% 97% False False 159,018,826
100 129.64 106.66 22.98 17.8% 1.13 0.9% 98% False False 164,779,109
120 129.64 104.29 25.35 19.6% 1.19 0.9% 98% False False 172,339,797
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133.46
2.618 131.84
1.618 130.85
1.000 130.24
0.618 129.86
HIGH 129.25
0.618 128.87
0.500 128.76
0.382 128.64
LOW 128.26
0.618 127.65
1.000 127.27
1.618 126.66
2.618 125.67
4.250 124.05
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 128.99 128.80
PP 128.87 128.49
S1 128.76 128.19

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

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