SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 133.16 131.27 -1.89 -1.4% 131.51
High 133.40 132.05 -1.35 -1.0% 133.40
Low 131.36 131.15 -0.21 -0.2% 130.60
Close 131.88 131.82 -0.06 0.0% 131.82
Range 2.04 0.90 -1.14 -55.9% 2.80
ATR 1.59 1.54 -0.05 -3.1% 0.00
Volume 184,585,609 135,219,438 -49,366,171 -26.7% 750,311,718
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 134.37 134.00 132.32
R3 133.47 133.10 132.07
R2 132.57 132.57 131.99
R1 132.20 132.20 131.90 132.39
PP 131.67 131.67 131.67 131.77
S1 131.30 131.30 131.74 131.49
S2 130.77 130.77 131.66
S3 129.87 130.40 131.57
S4 128.97 129.50 131.33
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 140.34 138.88 133.36
R3 137.54 136.08 132.59
R2 134.74 134.74 132.33
R1 133.28 133.28 132.08 134.01
PP 131.94 131.94 131.94 132.31
S1 130.48 130.48 131.56 131.21
S2 129.14 129.14 131.31
S3 126.34 127.68 131.05
S4 123.54 124.88 130.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.40 130.60 2.80 2.1% 1.45 1.1% 44% False False 150,062,343
10 133.40 127.72 5.68 4.3% 1.35 1.0% 72% False False 148,942,589
20 133.40 124.86 8.54 6.5% 1.20 0.9% 81% False False 139,740,217
40 133.40 120.00 13.40 10.2% 1.60 1.2% 88% False False 168,547,442
60 133.40 116.20 17.20 13.0% 1.73 1.3% 91% False False 190,347,953
80 133.40 107.43 25.97 19.7% 1.93 1.5% 94% False False 209,622,668
100 133.40 107.43 25.97 19.7% 2.11 1.6% 94% False False 228,086,320
120 133.40 107.43 25.97 19.7% 2.40 1.8% 94% False False 250,753,233
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135.88
2.618 134.41
1.618 133.51
1.000 132.95
0.618 132.61
HIGH 132.05
0.618 131.71
0.500 131.60
0.382 131.49
LOW 131.15
0.618 130.59
1.000 130.25
1.618 129.69
2.618 128.79
4.250 127.33
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 131.75 132.08
PP 131.67 131.99
S1 131.60 131.91

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

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