SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 128.29 128.76 0.48 0.4% 129.18
High 129.25 129.28 0.03 0.0% 129.64
Low 128.26 128.11 -0.15 -0.1% 127.13
Close 129.10 129.17 0.07 0.1% 128.37
Range 0.99 1.17 0.18 18.2% 2.51
ATR 1.06 1.07 0.01 0.7% 0.00
Volume 113,644,248 167,376,110 53,731,862 47.3% 592,727,385
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 132.36 131.94 129.81
R3 131.19 130.77 129.49
R2 130.02 130.02 129.38
R1 129.60 129.60 129.28 129.81
PP 128.85 128.85 128.85 128.96
S1 128.43 128.43 129.06 128.64
S2 127.68 127.68 128.96
S3 126.51 127.26 128.85
S4 125.34 126.09 128.53
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 135.91 134.65 129.75
R3 133.40 132.14 129.06
R2 130.89 130.89 128.83
R1 129.63 129.63 128.60 129.01
PP 128.38 128.38 128.38 128.07
S1 127.12 127.12 128.14 126.50
S2 125.87 125.87 127.91
S3 123.36 124.61 127.68
S4 120.85 122.10 126.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.54 127.13 2.41 1.9% 1.20 0.9% 85% False False 151,903,916
10 129.64 126.95 2.69 2.1% 1.00 0.8% 83% False False 133,786,100
20 129.64 125.33 4.31 3.3% 0.93 0.7% 89% False False 121,456,934
40 129.64 117.74 11.90 9.2% 0.93 0.7% 96% False False 132,933,339
60 129.64 117.59 12.05 9.3% 1.03 0.8% 96% False False 149,712,906
80 129.64 113.18 16.46 12.7% 1.10 0.8% 97% False False 157,524,163
100 129.64 108.49 21.15 16.4% 1.12 0.9% 98% False False 163,777,225
120 129.64 104.29 25.35 19.6% 1.19 0.9% 98% False False 172,417,935
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134.25
2.618 132.34
1.618 131.17
1.000 130.45
0.618 130.00
HIGH 129.28
0.618 128.83
0.500 128.70
0.382 128.56
LOW 128.11
0.618 127.39
1.000 126.94
1.618 126.22
2.618 125.05
4.250 123.14
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 129.01 129.01
PP 128.85 128.85
S1 128.70 128.70

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

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