SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Jan-2012
Day Change Summary
Previous Current
04-Jan-2012 05-Jan-2012 Change Change % Previous Week
Open 127.20 127.01 -0.19 -0.1% 126.17
High 127.81 128.23 0.42 0.3% 126.82
Low 126.71 126.43 -0.28 -0.2% 124.73
Close 127.70 128.04 0.34 0.3% 125.50
Range 1.10 1.80 0.70 63.6% 2.09
ATR 1.97 1.96 -0.01 -0.6% 0.00
Volume 126,926,102 173,658,250 46,732,148 36.8% 423,691,742
Daily Pivots for day following 05-Jan-2012
Classic Woodie Camarilla DeMark
R4 132.97 132.30 129.03
R3 131.17 130.50 128.54
R2 129.37 129.37 128.37
R1 128.70 128.70 128.21 129.04
PP 127.57 127.57 127.57 127.73
S1 126.90 126.90 127.88 127.24
S2 125.77 125.77 127.71
S3 123.97 125.10 127.55
S4 122.17 123.30 127.05
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
5 128.38 124.86 3.52 2.7% 1.21 0.9% 90% False False 142,599,040
10 128.38 122.75 5.63 4.4% 1.24 1.0% 94% False False 132,329,717
20 128.38 120.03 8.35 6.5% 1.73 1.4% 96% False False 176,792,038
40 128.38 116.20 12.18 9.5% 1.89 1.5% 97% False False 198,662,390
60 129.42 116.20 13.22 10.3% 2.02 1.6% 90% False False 219,077,973
80 129.42 107.43 21.99 17.2% 2.25 1.8% 94% False False 241,208,624
100 129.42 107.43 21.99 17.2% 2.42 1.9% 94% False False 251,541,248
120 134.82 107.43 27.39 21.4% 2.54 2.0% 75% False False 265,618,407
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 135.88
2.618 132.94
1.618 131.14
1.000 130.03
0.618 129.34
HIGH 128.23
0.618 127.54
0.500 127.33
0.382 127.12
LOW 126.43
0.618 125.32
1.000 124.63
1.618 123.52
2.618 121.72
4.250 118.78
Fisher Pivots for day following 05-Jan-2012
Pivot 1 day 3 day
R1 127.80 127.83
PP 127.57 127.62
S1 127.33 127.41

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

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