SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 131.24 131.51 0.27 0.2% 130.09
High 131.95 132.25 0.30 0.2% 131.95
Low 130.92 130.98 0.06 0.0% 128.90
Close 131.54 131.61 0.07 0.1% 131.54
Range 1.03 1.27 0.24 23.3% 3.05
ATR 1.58 1.56 -0.02 -1.4% 0.00
Volume 138,162,875 129,214,617 -8,948,258 -6.5% 559,426,906
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 135.42 134.79 132.31
R3 134.15 133.52 131.96
R2 132.88 132.88 131.84
R1 132.25 132.25 131.73 132.57
PP 131.61 131.61 131.61 131.77
S1 130.98 130.98 131.49 131.30
S2 130.34 130.34 131.38
S3 129.07 129.71 131.26
S4 127.80 128.44 130.91
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
5 132.25 128.90 3.35 2.5% 1.25 0.9% 81% True False 137,728,304
10 132.25 127.41 4.84 3.7% 1.11 0.8% 87% True False 131,275,264
20 132.25 124.23 8.02 6.1% 1.14 0.9% 92% True False 129,492,952
40 132.25 116.20 16.05 12.2% 1.62 1.2% 96% True False 171,347,626
60 132.25 116.20 16.05 12.2% 1.83 1.4% 96% True False 198,868,305
80 132.25 107.43 24.82 18.9% 2.03 1.5% 97% True False 217,330,562
100 132.25 107.43 24.82 18.9% 2.17 1.6% 97% True False 232,401,706
120 132.25 107.43 24.82 18.9% 2.48 1.9% 97% True False 259,873,867
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 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 137.65
2.618 135.57
1.618 134.30
1.000 133.52
0.618 133.03
HIGH 132.25
0.618 131.76
0.500 131.62
0.382 131.47
LOW 130.98
0.618 130.20
1.000 129.71
1.618 128.93
2.618 127.66
4.250 125.58
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 131.62 131.58
PP 131.61 131.55
S1 131.61 131.53

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

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