SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 25-Jan-2012
Day Change Summary
Previous Current
24-Jan-2012 25-Jan-2012 Change Change % Previous Week
Open 130.80 131.26 0.46 0.4% 130.09
High 131.50 132.87 1.37 1.0% 131.95
Low 130.60 130.75 0.15 0.1% 128.90
Close 131.46 132.56 1.10 0.8% 131.54
Range 0.90 2.12 1.22 135.6% 3.05
ATR 1.52 1.56 0.04 2.8% 0.00
Volume 102,867,445 198,424,609 95,557,164 92.9% 559,426,906
Daily Pivots for day following 25-Jan-2012
Classic Woodie Camarilla DeMark
R4 138.42 137.61 133.73
R3 136.30 135.49 133.14
R2 134.18 134.18 132.95
R1 133.37 133.37 132.75 133.78
PP 132.06 132.06 132.06 132.26
S1 131.25 131.25 132.37 131.66
S2 129.94 129.94 132.17
S3 127.82 129.13 131.98
S4 125.70 127.01 131.39
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
5 132.87 130.60 2.27 1.7% 1.22 0.9% 86% True False 138,971,949
10 132.87 127.72 5.15 3.9% 1.26 1.0% 94% True False 139,963,337
20 132.87 124.73 8.14 6.1% 1.18 0.9% 96% True False 133,991,590
40 132.87 118.82 14.05 10.6% 1.59 1.2% 98% True False 170,782,744
60 132.87 116.20 16.67 12.6% 1.76 1.3% 98% True False 192,577,328
80 132.87 107.43 25.44 19.2% 1.98 1.5% 99% True False 213,790,097
100 132.87 107.43 25.44 19.2% 2.14 1.6% 99% True False 229,987,187
120 132.87 107.43 25.44 19.2% 2.46 1.9% 99% True False 256,407,993
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 0.31
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 141.88
2.618 138.42
1.618 136.30
1.000 134.99
0.618 134.18
HIGH 132.87
0.618 132.06
0.500 131.81
0.382 131.56
LOW 130.75
0.618 129.44
1.000 128.63
1.618 127.32
2.618 125.20
4.250 121.74
Fisher Pivots for day following 25-Jan-2012
Pivot 1 day 3 day
R1 132.31 132.29
PP 132.06 132.01
S1 131.81 131.74

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

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