SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 129.49 129.70 0.21 0.2% 129.18
High 130.05 130.21 0.16 0.1% 129.64
Low 129.23 129.47 0.24 0.2% 127.13
Close 129.67 129.99 0.32 0.2% 128.37
Range 0.82 0.74 -0.08 -9.8% 2.51
ATR 1.05 1.03 -0.02 -2.1% 0.00
Volume 141,136,637 123,202,443 -17,934,194 -12.7% 592,727,385
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 132.11 131.79 130.40
R3 131.37 131.05 130.19
R2 130.63 130.63 130.13
R1 130.31 130.31 130.06 130.47
PP 129.89 129.89 129.89 129.97
S1 129.57 129.57 129.92 129.73
S2 129.15 129.15 129.85
S3 128.41 128.83 129.79
S4 127.67 128.09 129.58
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
5 130.21 128.11 2.10 1.6% 0.93 0.7% 90% True False 139,346,536
10 130.21 127.13 3.08 2.4% 1.00 0.8% 93% True False 138,467,212
20 130.21 125.33 4.88 3.8% 0.97 0.7% 95% True False 129,012,438
40 130.21 120.19 10.02 7.7% 0.90 0.7% 98% True False 128,115,635
60 130.21 117.59 12.62 9.7% 1.01 0.8% 98% True False 148,817,838
80 130.21 114.67 15.54 12.0% 1.08 0.8% 99% True False 156,571,450
100 130.21 109.55 20.66 15.9% 1.11 0.9% 99% True False 162,739,929
120 130.21 104.29 25.92 19.9% 1.18 0.9% 99% True False 171,454,272
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 0.22
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 133.36
2.618 132.15
1.618 131.41
1.000 130.95
0.618 130.67
HIGH 130.21
0.618 129.93
0.500 129.84
0.382 129.75
LOW 129.47
0.618 129.01
1.000 128.73
1.618 128.27
2.618 127.53
4.250 126.33
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 129.94 129.71
PP 129.89 129.44
S1 129.84 129.16

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

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