SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 129.40 128.74 -0.66 -0.5% 127.76
High 129.65 129.37 -0.28 -0.2% 128.38
Low 128.95 128.52 -0.43 -0.3% 126.43
Close 129.13 129.20 0.07 0.1% 127.71
Range 0.70 0.85 0.15 21.4% 1.95
ATR 1.79 1.72 -0.07 -3.8% 0.00
Volume 115,101,836 111,270,055 -3,831,781 -3.3% 642,095,367
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 131.58 131.24 129.67
R3 130.73 130.39 129.43
R2 129.88 129.88 129.36
R1 129.54 129.54 129.28 129.71
PP 129.03 129.03 129.03 129.12
S1 128.69 128.69 129.12 128.86
S2 128.18 128.18 129.04
S3 127.33 127.84 128.97
S4 126.48 126.99 128.73
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
5 129.65 126.43 3.22 2.5% 1.01 0.8% 86% False False 129,459,806
10 129.65 124.73 4.92 3.8% 1.11 0.9% 91% False False 130,563,697
20 129.65 120.03 9.62 7.4% 1.46 1.1% 95% False False 155,359,561
40 129.65 116.20 13.45 10.4% 1.76 1.4% 97% False False 185,921,970
60 129.65 116.20 13.45 10.4% 1.97 1.5% 97% False False 211,741,008
80 129.65 107.43 22.22 17.2% 2.17 1.7% 98% False False 232,101,262
100 129.65 107.43 22.22 17.2% 2.32 1.8% 98% False False 243,455,621
120 134.72 107.43 27.29 21.1% 2.52 1.9% 80% False False 263,995,270
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 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132.98
2.618 131.60
1.618 130.75
1.000 130.22
0.618 129.90
HIGH 129.37
0.618 129.05
0.500 128.95
0.382 128.84
LOW 128.52
0.618 127.99
1.000 127.67
1.618 127.14
2.618 126.29
4.250 124.91
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 129.12 128.98
PP 129.03 128.75
S1 128.95 128.53

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

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