SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Jan-2013
Day Change Summary
Previous Current
07-Jan-2013 08-Jan-2013 Change Change % Previous Week
Open 145.85 145.71 -0.14 -0.1% 139.66
High 146.44 145.91 -0.53 -0.4% 146.61
Low 145.43 144.98 -0.45 -0.3% 139.54
Close 145.97 145.55 -0.42 -0.3% 146.37
Range 1.01 0.93 -0.08 -7.9% 7.07
ATR 1.63 1.58 -0.05 -2.8% 0.00
Volume 110,002,492 121,265,000 11,262,508 10.2% 697,590,290
Daily Pivots for day following 08-Jan-2013
Classic Woodie Camarilla DeMark
R4 148.27 147.84 146.06
R3 147.34 146.91 145.81
R2 146.41 146.41 145.72
R1 145.98 145.98 145.64 145.73
PP 145.48 145.48 145.48 145.36
S1 145.05 145.05 145.46 144.80
S2 144.55 144.55 145.38
S3 143.62 144.12 145.29
S4 142.69 143.19 145.04
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
5 146.61 144.73 1.88 1.3% 1.07 0.7% 44% False False 136,981,137
10 146.61 139.54 7.07 4.9% 1.38 0.9% 85% False False 140,640,708
20 146.61 139.54 7.07 4.9% 1.34 0.9% 85% False False 148,193,944
40 146.61 134.70 11.91 8.2% 1.41 1.0% 91% False False 142,955,154
60 146.61 134.70 11.91 8.2% 1.46 1.0% 91% False False 141,350,459
80 148.11 134.70 13.41 9.2% 1.40 1.0% 81% False False 138,220,856
100 148.11 134.70 13.41 9.2% 1.33 0.9% 81% False False 130,813,868
120 148.11 133.03 15.08 10.4% 1.34 0.9% 83% False False 131,033,099
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 149.86
2.618 148.34
1.618 147.41
1.000 146.84
0.618 146.48
HIGH 145.91
0.618 145.55
0.500 145.45
0.382 145.34
LOW 144.98
0.618 144.41
1.000 144.05
1.618 143.48
2.618 142.55
4.250 141.03
Fisher Pivots for day following 08-Jan-2013
Pivot 1 day 3 day
R1 145.52 145.80
PP 145.48 145.71
S1 145.45 145.63

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

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