SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Jan-2012

Day Change Summary
	Previous	Current
	03-Jan-2012	04-Jan-2012	Change	Change %	Previous Week
Open	127.76	127.20	-0.56	-0.4%	126.17
High	128.38	127.81	-0.57	-0.4%	126.82
Low	127.43	126.71	-0.72	-0.6%	124.73
Close	127.50	127.70	0.20	0.2%	125.50
Range	0.95	1.10	0.15	15.8%	2.09
ATR	2.03	1.97	-0.07	-3.3%	0.00
Volume	193,551,609	126,926,102	-66,625,507	-34.4%	423,691,742

Daily Pivots for day following 04-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	130.71	130.30	128.31
R3	129.61	129.20	128.00
R2	128.51	128.51	127.90
R1	128.10	128.10	127.80	128.31
PP	127.41	127.41	127.41	127.51
S1	127.00	127.00	127.60	127.21
S2	126.31	126.31	127.50
S3	125.21	125.90	127.40
S4	124.11	124.80	127.10

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.95	130.82	126.65
R3	129.86	128.73	126.07
R2	127.77	127.77	125.88
R1	126.64	126.64	125.69	126.16
PP	125.68	125.68	125.68	125.45
S1	124.55	124.55	125.31	124.07
S2	123.59	123.59	125.12
S3	121.50	122.46	124.93
S4	119.41	120.37	124.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128.38	124.73	3.65	2.9%	1.21	1.0%	81%	False	False	131,667,589
10	128.38	120.37	8.01	6.3%	1.44	1.1%	92%	False	False	137,484,589
20	128.38	120.03	8.35	6.5%	1.71	1.3%	92%	False	False	177,020,535
40	128.38	116.20	12.18	9.5%	1.90	1.5%	94%	False	False	199,225,604
60	129.42	116.20	13.22	10.4%	2.02	1.6%	87%	False	False	220,022,487
80	129.42	107.43	21.99	17.2%	2.26	1.8%	92%	False	False	242,857,157
100	129.42	107.43	21.99	17.2%	2.42	1.9%	92%	False	False	252,941,677
120	134.82	107.43	27.39	21.4%	2.53	2.0%	74%	False	False	266,005,077

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	0.45
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	132.49
2.618	130.69
1.618	129.59
1.000	128.91
0.618	128.49
HIGH	127.81
0.618	127.39
0.500	127.26
0.382	127.13
LOW	126.71
0.618	126.03
1.000	125.61
1.618	124.93
2.618	123.83
4.250	122.04

Fisher Pivots for day following 04-Jan-2012
Pivot	1 day	3 day
R1	127.55	127.45
PP	127.41	127.19
S1	127.26	126.94

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