SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Jan-2012
Day Change Summary
Previous Current
03-Jan-2012 04-Jan-2012 Change Change % Previous Week
Open 127.76 127.20 -0.56 -0.4% 126.17
High 128.38 127.81 -0.57 -0.4% 126.82
Low 127.43 126.71 -0.72 -0.6% 124.73
Close 127.50 127.70 0.20 0.2% 125.50
Range 0.95 1.10 0.15 15.8% 2.09
ATR 2.03 1.97 -0.07 -3.3% 0.00
Volume 193,551,609 126,926,102 -66,625,507 -34.4% 423,691,742
Daily Pivots for day following 04-Jan-2012
Classic Woodie Camarilla DeMark
R4 130.71 130.30 128.31
R3 129.61 129.20 128.00
R2 128.51 128.51 127.90
R1 128.10 128.10 127.80 128.31
PP 127.41 127.41 127.41 127.51
S1 127.00 127.00 127.60 127.21
S2 126.31 126.31 127.50
S3 125.21 125.90 127.40
S4 124.11 124.80 127.10
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 131.95 130.82 126.65
R3 129.86 128.73 126.07
R2 127.77 127.77 125.88
R1 126.64 126.64 125.69 126.16
PP 125.68 125.68 125.68 125.45
S1 124.55 124.55 125.31 124.07
S2 123.59 123.59 125.12
S3 121.50 122.46 124.93
S4 119.41 120.37 124.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.38 124.73 3.65 2.9% 1.21 1.0% 81% False False 131,667,589
10 128.38 120.37 8.01 6.3% 1.44 1.1% 92% False False 137,484,589
20 128.38 120.03 8.35 6.5% 1.71 1.3% 92% False False 177,020,535
40 128.38 116.20 12.18 9.5% 1.90 1.5% 94% False False 199,225,604
60 129.42 116.20 13.22 10.4% 2.02 1.6% 87% False False 220,022,487
80 129.42 107.43 21.99 17.2% 2.26 1.8% 92% False False 242,857,157
100 129.42 107.43 21.99 17.2% 2.42 1.9% 92% False False 252,941,677
120 134.82 107.43 27.39 21.4% 2.53 2.0% 74% False False 266,005,077
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 0.45
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132.49
2.618 130.69
1.618 129.59
1.000 128.91
0.618 128.49
HIGH 127.81
0.618 127.39
0.500 127.26
0.382 127.13
LOW 126.71
0.618 126.03
1.000 125.61
1.618 124.93
2.618 123.83
4.250 122.04
Fisher Pivots for day following 04-Jan-2012
Pivot 1 day 3 day
R1 127.55 127.45
PP 127.41 127.19
S1 127.26 126.94

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

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