SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 129.59 128.65 -0.94 -0.7% 127.99
High 129.70 129.05 -0.65 -0.5% 129.70
Low 128.54 127.72 -0.82 -0.6% 127.41
Close 129.51 128.84 -0.67 -0.5% 128.84
Range 1.16 1.33 0.17 14.7% 2.29
ATR 1.68 1.69 0.01 0.5% 0.00
Volume 118,742,477 179,687,266 60,944,789 51.3% 624,111,118
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 132.53 132.01 129.57
R3 131.20 130.68 129.21
R2 129.87 129.87 129.08
R1 129.35 129.35 128.96 129.61
PP 128.54 128.54 128.54 128.67
S1 128.02 128.02 128.72 128.28
S2 127.21 127.21 128.60
S3 125.88 126.69 128.47
S4 124.55 125.36 128.11
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 135.52 134.47 130.10
R3 133.23 132.18 129.47
R2 130.94 130.94 129.26
R1 129.89 129.89 129.05 130.42
PP 128.65 128.65 128.65 128.91
S1 127.60 127.60 128.63 128.13
S2 126.36 126.36 128.42
S3 124.07 125.31 128.21
S4 121.78 123.02 127.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.70 127.41 2.29 1.8% 0.96 0.7% 62% False False 124,822,223
10 129.70 125.50 4.20 3.3% 1.04 0.8% 80% False False 136,163,753
20 129.70 120.03 9.67 7.5% 1.35 1.1% 91% False False 146,142,486
40 129.70 116.20 13.50 10.5% 1.71 1.3% 94% False False 184,795,925
60 129.70 116.20 13.50 10.5% 1.90 1.5% 94% False False 208,035,545
80 129.70 107.43 22.27 17.3% 2.14 1.7% 96% False False 230,083,530
100 129.70 107.43 22.27 17.3% 2.28 1.8% 96% False False 239,410,325
120 133.96 107.43 26.53 20.6% 2.52 2.0% 81% False False 264,295,694
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 134.70
2.618 132.53
1.618 131.20
1.000 130.38
0.618 129.87
HIGH 129.05
0.618 128.54
0.500 128.39
0.382 128.23
LOW 127.72
0.618 126.90
1.000 126.39
1.618 125.57
2.618 124.24
4.250 122.07
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 128.69 128.80
PP 128.54 128.75
S1 128.39 128.71

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

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