SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 17-Jan-2012
Day Change Summary
Previous Current
13-Jan-2012 17-Jan-2012 Change Change % Previous Week
Open 128.65 130.09 1.44 1.1% 127.99
High 129.05 130.32 1.27 1.0% 129.70
Low 127.72 128.90 1.18 0.9% 127.41
Close 128.84 129.34 0.50 0.4% 128.84
Range 1.33 1.42 0.09 6.8% 2.29
ATR 1.69 1.68 -0.02 -0.9% 0.00
Volume 179,687,266 132,037,250 -47,650,016 -26.5% 624,111,118
Daily Pivots for day following 17-Jan-2012
Classic Woodie Camarilla DeMark
R4 133.78 132.98 130.12
R3 132.36 131.56 129.73
R2 130.94 130.94 129.60
R1 130.14 130.14 129.47 129.83
PP 129.52 129.52 129.52 129.37
S1 128.72 128.72 129.21 128.41
S2 128.10 128.10 129.08
S3 126.68 127.30 128.95
S4 125.26 125.88 128.56
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
5 130.32 127.72 2.60 2.0% 1.09 0.8% 62% True False 131,367,776
10 130.32 126.43 3.89 3.0% 1.10 0.9% 75% True False 139,824,373
20 130.32 120.03 10.29 8.0% 1.37 1.1% 90% True False 142,800,012
40 130.32 116.20 14.12 10.9% 1.69 1.3% 93% True False 182,215,187
60 130.32 116.20 14.12 10.9% 1.88 1.5% 93% True False 206,460,347
80 130.32 107.43 22.89 17.7% 2.11 1.6% 96% True False 227,783,236
100 130.32 107.43 22.89 17.7% 2.26 1.7% 96% True False 237,422,719
120 132.63 107.43 25.20 19.5% 2.52 1.9% 87% False False 264,302,311
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 136.36
2.618 134.04
1.618 132.62
1.000 131.74
0.618 131.20
HIGH 130.32
0.618 129.78
0.500 129.61
0.382 129.44
LOW 128.90
0.618 128.02
1.000 127.48
1.618 126.60
2.618 125.18
4.250 122.87
Fisher Pivots for day following 17-Jan-2012
Pivot 1 day 3 day
R1 129.61 129.23
PP 129.52 129.13
S1 129.43 129.02

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

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