SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 131.51 130.80 -0.71 -0.5% 130.09
High 132.25 131.50 -0.75 -0.6% 131.95
Low 130.98 130.60 -0.38 -0.3% 128.90
Close 131.61 131.46 -0.15 -0.1% 131.54
Range 1.27 0.90 -0.37 -29.1% 3.05
ATR 1.56 1.52 -0.04 -2.5% 0.00
Volume 129,214,617 102,867,445 -26,347,172 -20.4% 559,426,906
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 133.89 133.57 131.96
R3 132.99 132.67 131.71
R2 132.09 132.09 131.63
R1 131.77 131.77 131.54 131.93
PP 131.19 131.19 131.19 131.27
S1 130.87 130.87 131.38 131.03
S2 130.29 130.29 131.30
S3 129.39 129.97 131.21
S4 128.49 129.07 130.97
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
5 132.25 129.08 3.17 2.4% 1.15 0.9% 75% False False 131,894,343
10 132.25 127.72 4.53 3.4% 1.12 0.9% 83% False False 131,631,060
20 132.25 124.73 7.52 5.7% 1.13 0.9% 89% False False 128,677,998
40 132.25 116.20 16.05 12.2% 1.58 1.2% 95% False False 168,311,054
60 132.25 116.20 16.05 12.2% 1.81 1.4% 95% False False 195,767,957
80 132.25 107.43 24.82 18.9% 2.00 1.5% 97% False False 215,034,719
100 132.25 107.43 24.82 18.9% 2.14 1.6% 97% False False 231,020,247
120 132.25 107.43 24.82 18.9% 2.46 1.9% 97% False False 257,843,713
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135.33
2.618 133.86
1.618 132.96
1.000 132.40
0.618 132.06
HIGH 131.50
0.618 131.16
0.500 131.05
0.382 130.94
LOW 130.60
0.618 130.04
1.000 129.70
1.618 129.14
2.618 128.24
4.250 126.78
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 131.32 131.45
PP 131.19 131.44
S1 131.05 131.43

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

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