SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 130.14 128.07 -2.07 -1.6% 128.29
High 130.35 128.78 -1.57 -1.2% 130.35
Low 127.51 127.75 0.24 0.2% 127.51
Close 127.72 128.68 0.96 0.8% 127.72
Range 2.84 1.03 -1.81 -63.7% 2.84
ATR 1.16 1.15 -0.01 -0.6% 0.00
Volume 295,510,330 149,106,650 -146,403,680 -49.5% 840,869,768
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 131.49 131.12 129.25
R3 130.46 130.09 128.96
R2 129.43 129.43 128.87
R1 129.06 129.06 128.77 129.25
PP 128.40 128.40 128.40 128.50
S1 128.03 128.03 128.59 128.22
S2 127.37 127.37 128.49
S3 126.34 127.00 128.40
S4 125.31 125.97 128.11
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 137.05 135.22 129.28
R3 134.21 132.38 128.50
R2 131.37 131.37 128.24
R1 129.54 129.54 127.98 129.04
PP 128.53 128.53 128.53 128.27
S1 126.70 126.70 127.46 126.20
S2 125.69 125.69 127.20
S3 122.85 123.86 126.94
S4 120.01 121.02 126.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.35 127.51 2.84 2.2% 1.32 1.0% 41% False False 175,266,434
10 130.35 127.13 3.22 2.5% 1.20 0.9% 48% False False 158,270,380
20 130.35 126.15 4.20 3.3% 1.11 0.9% 60% False False 142,853,280
40 130.35 122.11 8.24 6.4% 0.93 0.7% 80% False False 128,934,841
60 130.35 117.59 12.76 9.9% 1.04 0.8% 87% False False 149,820,842
80 130.35 115.19 15.16 11.8% 1.10 0.9% 89% False False 157,406,280
100 130.35 110.62 19.73 15.3% 1.13 0.9% 92% False False 164,268,759
120 130.35 104.29 26.06 20.3% 1.19 0.9% 94% False False 172,130,887
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133.16
2.618 131.48
1.618 130.45
1.000 129.81
0.618 129.42
HIGH 128.78
0.618 128.39
0.500 128.27
0.382 128.14
LOW 127.75
0.618 127.11
1.000 126.72
1.618 126.08
2.618 125.05
4.250 123.37
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 128.54 128.93
PP 128.40 128.85
S1 128.27 128.76

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

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