SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-Jan-2013
Day Change Summary
Previous Current
08-Jan-2013 09-Jan-2013 Change Change % Previous Week
Open 145.71 145.87 0.16 0.1% 139.66
High 145.91 146.32 0.41 0.3% 146.61
Low 144.98 145.64 0.66 0.5% 139.54
Close 145.55 145.92 0.37 0.3% 146.37
Range 0.93 0.68 -0.25 -26.9% 7.07
ATR 1.58 1.52 -0.06 -3.7% 0.00
Volume 121,265,000 90,745,508 -30,519,492 -25.2% 697,590,290
Daily Pivots for day following 09-Jan-2013
Classic Woodie Camarilla DeMark
R4 148.00 147.64 146.29
R3 147.32 146.96 146.11
R2 146.64 146.64 146.04
R1 146.28 146.28 145.98 146.46
PP 145.96 145.96 145.96 146.05
S1 145.60 145.60 145.86 145.78
S2 145.28 145.28 145.80
S3 144.60 144.92 145.73
S4 143.92 144.24 145.55
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
5 146.61 144.98 1.63 1.1% 0.92 0.6% 58% False False 116,718,458
10 146.61 139.54 7.07 4.8% 1.41 1.0% 90% False False 144,327,809
20 146.61 139.54 7.07 4.8% 1.34 0.9% 90% False False 147,789,190
40 146.61 134.70 11.91 8.2% 1.38 0.9% 94% False False 140,197,412
60 146.61 134.70 11.91 8.2% 1.45 1.0% 94% False False 140,792,094
80 148.11 134.70 13.41 9.2% 1.40 1.0% 84% False False 138,259,664
100 148.11 134.70 13.41 9.2% 1.32 0.9% 84% False False 130,698,994
120 148.11 133.03 15.08 10.3% 1.33 0.9% 85% False False 130,634,259
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 0.32
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 149.21
2.618 148.10
1.618 147.42
1.000 147.00
0.618 146.74
HIGH 146.32
0.618 146.06
0.500 145.98
0.382 145.90
LOW 145.64
0.618 145.22
1.000 144.96
1.618 144.54
2.618 143.86
4.250 142.75
Fisher Pivots for day following 09-Jan-2013
Pivot 1 day 3 day
R1 145.98 145.85
PP 145.96 145.78
S1 145.94 145.71

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

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