SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 149.13 149.15 0.02 0.0% 146.89
High 149.50 150.14 0.64 0.4% 148.49
Low 148.86 149.01 0.15 0.1% 146.20
Close 149.37 149.41 0.04 0.0% 148.33
Range 0.64 1.13 0.49 76.6% 2.29
ATR 1.23 1.22 -0.01 -0.6% 0.00
Volume 104,596,000 146,426,313 41,830,313 40.0% 591,328,319
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 152.91 152.29 150.03
R3 151.78 151.16 149.72
R2 150.65 150.65 149.62
R1 150.03 150.03 149.51 150.34
PP 149.52 149.52 149.52 149.68
S1 148.90 148.90 149.31 149.21
S2 148.39 148.39 149.20
S3 147.26 147.77 149.10
S4 146.13 146.64 148.79
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 154.54 153.73 149.59
R3 152.25 151.44 148.96
R2 149.96 149.96 148.75
R1 149.15 149.15 148.54 149.56
PP 147.67 147.67 147.67 147.88
S1 146.86 146.86 148.12 147.27
S2 145.38 145.38 147.91
S3 143.09 144.57 147.70
S4 140.80 142.28 147.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150.14 147.14 3.00 2.0% 1.05 0.7% 76% True False 133,311,764
10 150.14 145.97 4.17 2.8% 0.92 0.6% 82% True False 119,880,032
20 150.14 139.54 10.60 7.1% 1.17 0.8% 93% True False 132,103,921
40 150.14 139.00 11.14 7.5% 1.22 0.8% 93% True False 136,458,428
60 150.14 134.70 15.44 10.3% 1.38 0.9% 95% True False 138,027,281
80 150.14 134.70 15.44 10.3% 1.36 0.9% 95% True False 136,001,974
100 150.14 134.70 15.44 10.3% 1.32 0.9% 95% True False 133,228,297
120 150.14 134.70 15.44 10.3% 1.28 0.9% 95% True False 128,509,515
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 154.94
2.618 153.10
1.618 151.97
1.000 151.27
0.618 150.84
HIGH 150.14
0.618 149.71
0.500 149.58
0.382 149.44
LOW 149.01
0.618 148.31
1.000 147.88
1.618 147.18
2.618 146.05
4.250 144.21
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 149.58 149.29
PP 149.52 149.18
S1 149.47 149.06

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

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