SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Jan-2013
Day Change Summary
Previous Current
14-Jan-2013 15-Jan-2013 Change Change % Previous Week
Open 146.89 146.29 -0.60 -0.4% 145.85
High 147.07 147.21 0.14 0.1% 147.15
Low 146.43 146.20 -0.23 -0.2% 144.98
Close 146.97 147.07 0.10 0.1% 147.07
Range 0.64 1.01 0.37 57.8% 2.17
ATR 1.37 1.35 -0.03 -1.9% 0.00
Volume 89,567,109 93,172,500 3,605,391 4.0% 566,665,500
Daily Pivots for day following 15-Jan-2013
Classic Woodie Camarilla DeMark
R4 149.86 149.47 147.63
R3 148.85 148.46 147.35
R2 147.84 147.84 147.26
R1 147.45 147.45 147.16 147.65
PP 146.83 146.83 146.83 146.92
S1 146.44 146.44 146.98 146.64
S2 145.82 145.82 146.88
S3 144.81 145.43 146.79
S4 143.80 144.42 146.51
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
5 147.21 145.64 1.57 1.1% 0.80 0.5% 91% True False 103,627,523
10 147.21 144.73 2.48 1.7% 0.93 0.6% 94% True False 120,304,330
20 147.21 139.54 7.67 5.2% 1.28 0.9% 98% True False 140,565,455
40 147.21 134.70 12.51 8.5% 1.29 0.9% 99% True False 136,123,995
60 147.21 134.70 12.51 8.5% 1.42 1.0% 99% True False 140,177,170
80 147.21 134.70 12.51 8.5% 1.37 0.9% 99% True False 135,939,550
100 148.11 134.70 13.41 9.1% 1.33 0.9% 92% False False 131,452,462
120 148.11 133.03 15.08 10.3% 1.32 0.9% 93% False False 129,770,694
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 151.50
2.618 149.85
1.618 148.84
1.000 148.22
0.618 147.83
HIGH 147.21
0.618 146.82
0.500 146.71
0.382 146.59
LOW 146.20
0.618 145.58
1.000 145.19
1.618 144.57
2.618 143.56
4.250 141.91
Fisher Pivots for day following 15-Jan-2013
Pivot 1 day 3 day
R1 146.95 146.95
PP 146.83 146.83
S1 146.71 146.71

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

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