SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Jan-2013
Day Change Summary
Previous Current
04-Jan-2013 07-Jan-2013 Change Change % Previous Week
Open 145.97 145.85 -0.12 -0.1% 139.66
High 146.61 146.44 -0.17 -0.1% 146.61
Low 145.67 145.43 -0.24 -0.2% 139.54
Close 146.37 145.97 -0.40 -0.3% 146.37
Range 0.94 1.01 0.07 7.4% 7.07
ATR 1.67 1.63 -0.05 -2.8% 0.00
Volume 116,817,602 110,002,492 -6,815,110 -5.8% 697,590,290
Daily Pivots for day following 07-Jan-2013
Classic Woodie Camarilla DeMark
R4 148.98 148.48 146.53
R3 147.97 147.47 146.25
R2 146.96 146.96 146.16
R1 146.46 146.46 146.06 146.71
PP 145.95 145.95 145.95 146.07
S1 145.45 145.45 145.88 145.70
S2 144.94 144.94 145.78
S3 143.93 144.44 145.69
S4 142.92 143.43 145.41
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 165.38 162.95 150.26
R3 158.31 155.88 148.31
R2 151.24 151.24 147.67
R1 148.81 148.81 147.02 150.03
PP 144.17 144.17 144.17 144.78
S1 141.74 141.74 145.72 142.96
S2 137.10 137.10 145.07
S3 130.03 134.67 144.43
S4 122.96 127.60 142.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.61 139.54 7.07 4.8% 1.48 1.0% 91% False False 161,518,556
10 146.61 139.54 7.07 4.8% 1.50 1.0% 91% False False 153,102,588
20 146.61 139.54 7.07 4.8% 1.35 0.9% 91% False False 147,567,009
40 146.61 134.70 11.91 8.2% 1.45 1.0% 95% False False 144,461,459
60 146.61 134.70 11.91 8.2% 1.46 1.0% 95% False False 141,810,589
80 148.11 134.70 13.41 9.2% 1.40 1.0% 84% False False 137,814,543
100 148.11 134.70 13.41 9.2% 1.33 0.9% 84% False False 130,395,051
120 148.11 133.03 15.08 10.3% 1.34 0.9% 86% False False 130,834,487
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 150.73
2.618 149.08
1.618 148.07
1.000 147.45
0.618 147.06
HIGH 146.44
0.618 146.05
0.500 145.94
0.382 145.82
LOW 145.43
0.618 144.81
1.000 144.42
1.618 143.80
2.618 142.79
4.250 141.14
Fisher Pivots for day following 07-Jan-2013
Pivot 1 day 3 day
R1 145.96 145.98
PP 145.95 145.97
S1 145.94 145.97

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

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