SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Jan-2013
Day Change Summary
Previous Current
10-Jan-2013 11-Jan-2013 Change Change % Previous Week
Open 146.73 147.05 0.32 0.2% 145.85
High 147.09 147.15 0.06 0.0% 147.15
Low 145.97 146.61 0.64 0.4% 144.98
Close 147.08 147.07 -0.01 0.0% 147.07
Range 1.12 0.54 -0.58 -51.8% 2.17
ATR 1.50 1.43 -0.07 -4.6% 0.00
Volume 130,735,297 113,917,203 -16,818,094 -12.9% 566,665,500
Daily Pivots for day following 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 148.56 148.36 147.37
R3 148.02 147.82 147.22
R2 147.48 147.48 147.17
R1 147.28 147.28 147.12 147.38
PP 146.94 146.94 146.94 147.00
S1 146.74 146.74 147.02 146.84
S2 146.40 146.40 146.97
S3 145.86 146.20 146.92
S4 145.32 145.66 146.77
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 152.91 152.16 148.26
R3 150.74 149.99 147.67
R2 148.57 148.57 147.47
R1 147.82 147.82 147.27 148.20
PP 146.40 146.40 146.40 146.59
S1 145.65 145.65 146.87 146.03
S2 144.23 144.23 146.67
S3 142.06 143.48 146.47
S4 139.89 141.31 145.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.15 144.98 2.17 1.5% 0.86 0.6% 96% True False 113,333,100
10 147.15 139.54 7.61 5.2% 1.22 0.8% 99% True False 141,306,238
20 147.15 139.54 7.61 5.2% 1.31 0.9% 99% True False 145,099,299
40 147.15 134.70 12.45 8.5% 1.36 0.9% 99% True False 140,796,334
60 147.15 134.70 12.45 8.5% 1.43 1.0% 99% True False 140,739,916
80 147.19 134.70 12.49 8.5% 1.37 0.9% 99% False False 136,377,232
100 148.11 134.70 13.41 9.1% 1.32 0.9% 92% False False 131,315,212
120 148.11 133.03 15.08 10.3% 1.32 0.9% 93% False False 130,647,433
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 149.45
2.618 148.56
1.618 148.02
1.000 147.69
0.618 147.48
HIGH 147.15
0.618 146.94
0.500 146.88
0.382 146.82
LOW 146.61
0.618 146.28
1.000 146.07
1.618 145.74
2.618 145.20
4.250 144.32
Fisher Pivots for day following 11-Jan-2013
Pivot 1 day 3 day
R1 147.01 146.85
PP 146.94 146.62
S1 146.88 146.40

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

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