SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 131.21 131.24 0.03 0.0% 130.09
High 131.57 131.95 0.38 0.3% 131.95
Low 130.80 130.92 0.12 0.1% 128.90
Close 131.46 131.54 0.08 0.1% 131.54
Range 0.77 1.03 0.26 33.8% 3.05
ATR 1.62 1.58 -0.04 -2.6% 0.00
Volume 126,190,203 138,162,875 11,972,672 9.5% 559,426,906
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 134.56 134.08 132.11
R3 133.53 133.05 131.82
R2 132.50 132.50 131.73
R1 132.02 132.02 131.63 132.26
PP 131.47 131.47 131.47 131.59
S1 130.99 130.99 131.45 131.23
S2 130.44 130.44 131.35
S3 129.41 129.96 131.26
S4 128.38 128.93 130.97
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 139.95 138.79 133.22
R3 136.90 135.74 132.38
R2 133.85 133.85 132.10
R1 132.69 132.69 131.82 133.27
PP 130.80 130.80 130.80 131.09
S1 129.64 129.64 131.26 130.22
S2 127.75 127.75 130.98
S3 124.70 126.59 130.70
S4 121.65 123.54 129.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.95 127.72 4.23 3.2% 1.26 1.0% 90% True False 147,822,834
10 131.95 127.29 4.66 3.5% 1.07 0.8% 91% True False 133,149,743
20 131.95 122.75 9.20 7.0% 1.16 0.9% 96% True False 132,739,730
40 131.95 116.20 15.75 12.0% 1.63 1.2% 97% True False 173,520,613
60 131.95 116.20 15.75 12.0% 1.85 1.4% 97% True False 201,188,779
80 131.95 107.43 24.52 18.6% 2.05 1.6% 98% True False 219,608,801
100 131.95 107.43 24.52 18.6% 2.19 1.7% 98% True False 232,969,370
120 131.95 107.43 24.52 18.6% 2.50 1.9% 98% True False 261,508,782
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136.33
2.618 134.65
1.618 133.62
1.000 132.98
0.618 132.59
HIGH 131.95
0.618 131.56
0.500 131.44
0.382 131.31
LOW 130.92
0.618 130.28
1.000 129.89
1.618 129.25
2.618 128.22
4.250 126.54
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 131.51 131.20
PP 131.47 130.86
S1 131.44 130.52

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

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