SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Jan-2013
Day Change Summary
Previous Current
09-Jan-2013 10-Jan-2013 Change Change % Previous Week
Open 145.87 146.73 0.86 0.6% 139.66
High 146.32 147.09 0.77 0.5% 146.61
Low 145.64 145.97 0.33 0.2% 139.54
Close 145.92 147.08 1.16 0.8% 146.37
Range 0.68 1.12 0.44 64.7% 7.07
ATR 1.52 1.50 -0.03 -1.7% 0.00
Volume 90,745,508 130,735,297 39,989,789 44.1% 697,590,290
Daily Pivots for day following 10-Jan-2013
Classic Woodie Camarilla DeMark
R4 150.07 149.70 147.70
R3 148.95 148.58 147.39
R2 147.83 147.83 147.29
R1 147.46 147.46 147.18 147.65
PP 146.71 146.71 146.71 146.81
S1 146.34 146.34 146.98 146.53
S2 145.59 145.59 146.87
S3 144.47 145.22 146.77
S4 143.35 144.10 146.46
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
5 147.09 144.98 2.11 1.4% 0.94 0.6% 100% True False 113,913,179
10 147.09 139.54 7.55 5.1% 1.39 0.9% 100% True False 146,706,579
20 147.09 139.54 7.55 5.1% 1.34 0.9% 100% True False 146,697,439
40 147.09 134.70 12.39 8.4% 1.39 0.9% 100% True False 141,023,859
60 147.09 134.70 12.39 8.4% 1.45 1.0% 100% True False 140,910,993
80 148.11 134.70 13.41 9.1% 1.38 0.9% 92% False False 137,075,479
100 148.11 134.70 13.41 9.1% 1.33 0.9% 92% False False 131,295,915
120 148.11 133.03 15.08 10.3% 1.33 0.9% 93% False False 130,779,490
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 151.85
2.618 150.02
1.618 148.90
1.000 148.21
0.618 147.78
HIGH 147.09
0.618 146.66
0.500 146.53
0.382 146.40
LOW 145.97
0.618 145.28
1.000 144.85
1.618 144.16
2.618 143.04
4.250 141.21
Fisher Pivots for day following 10-Jan-2013
Pivot 1 day 3 day
R1 146.90 146.73
PP 146.71 146.38
S1 146.53 146.04

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

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