SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Jan-2013
Day Change Summary
Previous Current
31-Dec-2012 02-Jan-2013 Change Change % Previous Week
Open 139.66 145.11 5.45 3.9% 142.48
High 142.56 146.15 3.59 2.5% 142.71
Low 139.54 144.73 5.19 3.7% 139.87
Close 142.41 146.06 3.65 2.6% 140.03
Range 3.02 1.42 -1.60 -53.0% 2.84
ATR 1.63 1.78 0.15 9.2% 0.00
Volume 243,952,094 192,058,906 -51,893,188 -21.3% 477,549,305
Daily Pivots for day following 02-Jan-2013
Classic Woodie Camarilla DeMark
R4 149.91 149.40 146.84
R3 148.49 147.98 146.45
R2 147.07 147.07 146.32
R1 146.56 146.56 146.19 146.82
PP 145.65 145.65 145.65 145.77
S1 145.14 145.14 145.93 145.40
S2 144.23 144.23 145.80
S3 142.81 143.72 145.67
S4 141.39 142.30 145.28
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 149.39 147.55 141.59
R3 146.55 144.71 140.81
R2 143.71 143.71 140.55
R1 141.87 141.87 140.29 141.37
PP 140.87 140.87 140.87 140.62
S1 139.03 139.03 139.77 138.53
S2 138.03 138.03 139.51
S3 135.19 136.19 139.25
S4 132.35 133.35 138.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.15 139.54 6.61 4.5% 1.90 1.3% 99% True False 171,937,161
10 146.15 139.54 6.61 4.5% 1.62 1.1% 99% True False 165,658,900
20 146.15 139.54 6.61 4.5% 1.38 0.9% 99% True False 147,895,090
40 146.15 134.70 11.45 7.8% 1.51 1.0% 99% True False 146,915,687
60 147.16 134.70 12.46 8.5% 1.47 1.0% 91% False False 141,077,046
80 148.11 134.70 13.41 9.2% 1.41 1.0% 85% False False 137,569,805
100 148.11 134.70 13.41 9.2% 1.32 0.9% 85% False False 129,474,662
120 148.11 132.60 15.51 10.6% 1.36 0.9% 87% False False 131,206,661
Crabel Price Patterns
NR True
NR4 True
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 0.26
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 152.19
2.618 149.87
1.618 148.45
1.000 147.57
0.618 147.03
HIGH 146.15
0.618 145.61
0.500 145.44
0.382 145.27
LOW 144.73
0.618 143.85
1.000 143.31
1.618 142.43
2.618 141.01
4.250 138.70
Fisher Pivots for day following 02-Jan-2013
Pivot 1 day 3 day
R1 145.85 144.99
PP 145.65 143.92
S1 145.44 142.85

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

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