SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Jan-2011

Day Change Summary
	Previous	Current
	28-Jan-2011	31-Jan-2011	Change	Change %	Previous Week
Open	130.14	128.07	-2.07	-1.6%	128.29
High	130.35	128.78	-1.57	-1.2%	130.35
Low	127.51	127.75	0.24	0.2%	127.51
Close	127.72	128.68	0.96	0.8%	127.72
Range	2.84	1.03	-1.81	-63.7%	2.84
ATR	1.16	1.15	-0.01	-0.6%	0.00
Volume	295,510,330	149,106,650	-146,403,680	-49.5%	840,869,768

Daily Pivots for day following 31-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.49	131.12	129.25
R3	130.46	130.09	128.96
R2	129.43	129.43	128.87
R1	129.06	129.06	128.77	129.25
PP	128.40	128.40	128.40	128.50
S1	128.03	128.03	128.59	128.22
S2	127.37	127.37	128.49
S3	126.34	127.00	128.40
S4	125.31	125.97	128.11

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	137.05	135.22	129.28
R3	134.21	132.38	128.50
R2	131.37	131.37	128.24
R1	129.54	129.54	127.98	129.04
PP	128.53	128.53	128.53	128.27
S1	126.70	126.70	127.46	126.20
S2	125.69	125.69	127.20
S3	122.85	123.86	126.94
S4	120.01	121.02	126.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130.35	127.51	2.84	2.2%	1.32	1.0%	41%	False	False	175,266,434
10	130.35	127.13	3.22	2.5%	1.20	0.9%	48%	False	False	158,270,380
20	130.35	126.15	4.20	3.3%	1.11	0.9%	60%	False	False	142,853,280
40	130.35	122.11	8.24	6.4%	0.93	0.7%	80%	False	False	128,934,841
60	130.35	117.59	12.76	9.9%	1.04	0.8%	87%	False	False	149,820,842
80	130.35	115.19	15.16	11.8%	1.10	0.9%	89%	False	False	157,406,280
100	130.35	110.62	19.73	15.3%	1.13	0.9%	92%	False	False	164,268,759
120	130.35	104.29	26.06	20.3%	1.19	0.9%	94%	False	False	172,130,887

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133.16
2.618	131.48
1.618	130.45
1.000	129.81
0.618	129.42
HIGH	128.78
0.618	128.39
0.500	128.27
0.382	128.14
LOW	127.75
0.618	127.11
1.000	126.72
1.618	126.08
2.618	125.05
4.250	123.37

Fisher Pivots for day following 31-Jan-2011
Pivot	1 day	3 day
R1	128.54	128.93
PP	128.40	128.85
S1	128.27	128.76

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