SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 127.01 128.20 1.19 0.9% 127.76
High 128.23 128.22 -0.01 0.0% 128.38
Low 126.43 127.29 0.86 0.7% 126.43
Close 128.04 127.71 -0.33 -0.3% 127.71
Range 1.80 0.93 -0.87 -48.3% 1.95
ATR 1.96 1.88 -0.07 -3.7% 0.00
Volume 173,658,250 147,959,406 -25,698,844 -14.8% 642,095,367
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 130.53 130.05 128.22
R3 129.60 129.12 127.97
R2 128.67 128.67 127.88
R1 128.19 128.19 127.80 127.97
PP 127.74 127.74 127.74 127.63
S1 127.26 127.26 127.62 127.04
S2 126.81 126.81 127.54
S3 125.88 126.33 127.45
S4 124.95 125.40 127.20
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 133.36 132.48 128.78
R3 131.41 130.53 128.25
R2 129.46 129.46 128.07
R1 128.58 128.58 127.89 128.05
PP 127.51 127.51 127.51 127.24
S1 126.63 126.63 127.53 126.10
S2 125.56 125.56 127.35
S3 123.61 124.68 127.17
S4 121.66 122.73 126.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.38 125.50 2.88 2.3% 1.12 0.9% 77% False False 147,505,282
10 128.38 124.23 4.15 3.2% 1.18 0.9% 84% False False 127,710,641
20 128.38 120.03 8.35 6.5% 1.66 1.3% 92% False False 172,327,275
40 128.38 116.20 12.18 9.5% 1.86 1.5% 94% False False 196,752,997
60 129.42 116.20 13.22 10.4% 2.01 1.6% 87% False False 218,061,221
80 129.42 107.43 21.99 17.2% 2.23 1.7% 92% False False 239,653,713
100 129.42 107.43 21.99 17.2% 2.41 1.9% 92% False False 250,536,697
120 134.82 107.43 27.39 21.4% 2.53 2.0% 74% False False 265,878,554
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132.17
2.618 130.65
1.618 129.72
1.000 129.15
0.618 128.79
HIGH 128.22
0.618 127.86
0.500 127.76
0.382 127.65
LOW 127.29
0.618 126.72
1.000 126.36
1.618 125.79
2.618 124.86
4.250 123.34
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 127.76 127.58
PP 127.74 127.46
S1 127.73 127.33

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

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