SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 131.27 130.51 -0.76 -0.6% 131.51
High 132.05 131.44 -0.61 -0.5% 133.40
Low 131.15 130.06 -1.09 -0.8% 130.60
Close 131.82 131.37 -0.45 -0.3% 131.82
Range 0.90 1.38 0.48 53.3% 2.80
ATR 1.54 1.56 0.02 1.0% 0.00
Volume 135,219,438 146,897,094 11,677,656 8.6% 750,311,718
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 135.10 134.61 132.13
R3 133.72 133.23 131.75
R2 132.34 132.34 131.62
R1 131.85 131.85 131.50 132.10
PP 130.96 130.96 130.96 131.08
S1 130.47 130.47 131.24 130.72
S2 129.58 129.58 131.12
S3 128.20 129.09 130.99
S4 126.82 127.71 130.61
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
5 133.40 130.06 3.34 2.5% 1.47 1.1% 39% False True 153,598,839
10 133.40 128.90 4.50 3.4% 1.36 1.0% 55% False False 145,663,571
20 133.40 125.50 7.90 6.0% 1.20 0.9% 74% False False 140,913,662
40 133.40 120.03 13.37 10.2% 1.50 1.1% 85% False False 164,134,528
60 133.40 116.20 17.20 13.1% 1.72 1.3% 88% False False 185,869,559
80 133.40 111.58 21.82 16.6% 1.89 1.4% 91% False False 205,724,262
100 133.40 107.43 25.97 19.8% 2.10 1.6% 92% False False 226,704,918
120 133.40 107.43 25.97 19.8% 2.34 1.8% 92% False False 246,125,175
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.31
2.618 135.05
1.618 133.67
1.000 132.82
0.618 132.29
HIGH 131.44
0.618 130.91
0.500 130.75
0.382 130.59
LOW 130.06
0.618 129.21
1.000 128.68
1.618 127.83
2.618 126.45
4.250 124.20
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 131.16 131.73
PP 130.96 131.61
S1 130.75 131.49

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

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