SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Jan-2013

Day Change Summary
	Previous	Current
	07-Jan-2013	08-Jan-2013	Change	Change %	Previous Week
Open	145.85	145.71	-0.14	-0.1%	139.66
High	146.44	145.91	-0.53	-0.4%	146.61
Low	145.43	144.98	-0.45	-0.3%	139.54
Close	145.97	145.55	-0.42	-0.3%	146.37
Range	1.01	0.93	-0.08	-7.9%	7.07
ATR	1.63	1.58	-0.05	-2.8%	0.00
Volume	110,002,492	121,265,000	11,262,508	10.2%	697,590,290

Daily Pivots for day following 08-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	148.27	147.84	146.06
R3	147.34	146.91	145.81
R2	146.41	146.41	145.72
R1	145.98	145.98	145.64	145.73
PP	145.48	145.48	145.48	145.36
S1	145.05	145.05	145.46	144.80
S2	144.55	144.55	145.38
S3	143.62	144.12	145.29
S4	142.69	143.19	145.04

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	146.61	144.73	1.88	1.3%	1.07	0.7%	44%	False	False	136,981,137
10	146.61	139.54	7.07	4.9%	1.38	0.9%	85%	False	False	140,640,708
20	146.61	139.54	7.07	4.9%	1.34	0.9%	85%	False	False	148,193,944
40	146.61	134.70	11.91	8.2%	1.41	1.0%	91%	False	False	142,955,154
60	146.61	134.70	11.91	8.2%	1.46	1.0%	91%	False	False	141,350,459
80	148.11	134.70	13.41	9.2%	1.40	1.0%	81%	False	False	138,220,856
100	148.11	134.70	13.41	9.2%	1.33	0.9%	81%	False	False	130,813,868
120	148.11	133.03	15.08	10.4%	1.34	0.9%	83%	False	False	131,033,099

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	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	149.86
2.618	148.34
1.618	147.41
1.000	146.84
0.618	146.48
HIGH	145.91
0.618	145.55
0.500	145.45
0.382	145.34
LOW	144.98
0.618	144.41
1.000	144.05
1.618	143.48
2.618	142.55
4.250	141.03

Fisher Pivots for day following 08-Jan-2013
Pivot	1 day	3 day
R1	145.52	145.80
PP	145.48	145.71
S1	145.45	145.63

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols