SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 17-Jan-2013
Day Change Summary
Previous Current
16-Jan-2013 17-Jan-2013 Change Change % Previous Week
Open 146.77 147.70 0.93 0.6% 145.85
High 147.28 148.42 1.14 0.8% 147.15
Low 146.61 147.14 0.53 0.4% 144.98
Close 147.05 148.00 0.95 0.6% 147.07
Range 0.67 1.28 0.61 91.0% 2.17
ATR 1.30 1.30 0.01 0.4% 0.00
Volume 104,849,398 133,833,406 28,984,008 27.6% 566,665,500
Daily Pivots for day following 17-Jan-2013
Classic Woodie Camarilla DeMark
R4 151.69 151.13 148.70
R3 150.41 149.85 148.35
R2 149.13 149.13 148.23
R1 148.57 148.57 148.12 148.85
PP 147.85 147.85 147.85 148.00
S1 147.29 147.29 147.88 147.57
S2 146.57 146.57 147.77
S3 145.29 146.01 147.65
S4 144.01 144.73 147.30
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
5 148.42 146.20 2.22 1.5% 0.83 0.6% 81% True False 107,067,923
10 148.42 144.98 3.44 2.3% 0.88 0.6% 88% True False 110,490,551
20 148.42 139.54 8.88 6.0% 1.22 0.8% 95% True False 136,424,674
40 148.42 138.08 10.34 7.0% 1.23 0.8% 96% True False 132,316,578
60 148.42 134.70 13.72 9.3% 1.42 1.0% 97% True False 139,539,509
80 148.42 134.70 13.72 9.3% 1.37 0.9% 97% True False 135,393,986
100 148.42 134.70 13.72 9.3% 1.32 0.9% 97% True False 131,453,441
120 148.42 134.70 13.72 9.3% 1.30 0.9% 97% True False 129,240,694
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 153.86
2.618 151.77
1.618 150.49
1.000 149.70
0.618 149.21
HIGH 148.42
0.618 147.93
0.500 147.78
0.382 147.63
LOW 147.14
0.618 146.35
1.000 145.86
1.618 145.07
2.618 143.79
4.250 141.70
Fisher Pivots for day following 17-Jan-2013
Pivot 1 day 3 day
R1 147.93 147.77
PP 147.85 147.54
S1 147.78 147.31

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

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