SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Jan-2013
Day Change Summary
Previous Current
02-Jan-2013 03-Jan-2013 Change Change % Previous Week
Open 145.11 145.99 0.88 0.6% 142.48
High 146.15 146.37 0.22 0.2% 142.71
Low 144.73 145.34 0.61 0.4% 139.87
Close 146.06 145.73 -0.33 -0.2% 140.03
Range 1.42 1.03 -0.39 -27.5% 2.84
ATR 1.78 1.73 -0.05 -3.0% 0.00
Volume 192,058,906 144,761,688 -47,297,218 -24.6% 477,549,305
Daily Pivots for day following 03-Jan-2013
Classic Woodie Camarilla DeMark
R4 148.90 148.35 146.30
R3 147.87 147.32 146.01
R2 146.84 146.84 145.92
R1 146.29 146.29 145.82 146.05
PP 145.81 145.81 145.81 145.70
S1 145.26 145.26 145.64 145.02
S2 144.78 144.78 145.54
S3 143.75 144.23 145.45
S4 142.72 143.20 145.16
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
5 146.37 139.54 6.83 4.7% 1.84 1.3% 91% True False 179,499,978
10 146.37 139.54 6.83 4.7% 1.56 1.1% 91% True False 162,358,797
20 146.37 139.54 6.83 4.7% 1.38 0.9% 91% True False 148,752,050
40 146.37 134.70 11.67 8.0% 1.50 1.0% 95% True False 148,075,269
60 147.16 134.70 12.46 8.6% 1.47 1.0% 89% False False 141,417,881
80 148.11 134.70 13.41 9.2% 1.40 1.0% 82% False False 137,400,922
100 148.11 134.70 13.41 9.2% 1.33 0.9% 82% False False 130,025,690
120 148.11 132.60 15.51 10.6% 1.36 0.9% 85% False False 131,220,495
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.28
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 150.75
2.618 149.07
1.618 148.04
1.000 147.40
0.618 147.01
HIGH 146.37
0.618 145.98
0.500 145.86
0.382 145.73
LOW 145.34
0.618 144.70
1.000 144.31
1.618 143.67
2.618 142.64
4.250 140.96
Fisher Pivots for day following 03-Jan-2013
Pivot 1 day 3 day
R1 145.86 144.81
PP 145.81 143.88
S1 145.77 142.96

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

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