SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Jan-2012

Day Change Summary
	Previous	Current
	05-Jan-2012	06-Jan-2012	Change	Change %	Previous Week
Open	127.01	128.20	1.19	0.9%	127.76
High	128.23	128.22	-0.01	0.0%	128.38
Low	126.43	127.29	0.86	0.7%	126.43
Close	128.04	127.71	-0.33	-0.3%	127.71
Range	1.80	0.93	-0.87	-48.3%	1.95
ATR	1.96	1.88	-0.07	-3.7%	0.00
Volume	173,658,250	147,959,406	-25,698,844	-14.8%	642,095,367

Daily Pivots for day following 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	130.53	130.05	128.22
R3	129.60	129.12	127.97
R2	128.67	128.67	127.88
R1	128.19	128.19	127.80	127.97
PP	127.74	127.74	127.74	127.63
S1	127.26	127.26	127.62	127.04
S2	126.81	126.81	127.54
S3	125.88	126.33	127.45
S4	124.95	125.40	127.20

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	133.36	132.48	128.78
R3	131.41	130.53	128.25
R2	129.46	129.46	128.07
R1	128.58	128.58	127.89	128.05
PP	127.51	127.51	127.51	127.24
S1	126.63	126.63	127.53	126.10
S2	125.56	125.56	127.35
S3	123.61	124.68	127.17
S4	121.66	122.73	126.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128.38	125.50	2.88	2.3%	1.12	0.9%	77%	False	False	147,505,282
10	128.38	124.23	4.15	3.2%	1.18	0.9%	84%	False	False	127,710,641
20	128.38	120.03	8.35	6.5%	1.66	1.3%	92%	False	False	172,327,275
40	128.38	116.20	12.18	9.5%	1.86	1.5%	94%	False	False	196,752,997
60	129.42	116.20	13.22	10.4%	2.01	1.6%	87%	False	False	218,061,221
80	129.42	107.43	21.99	17.2%	2.23	1.7%	92%	False	False	239,653,713
100	129.42	107.43	21.99	17.2%	2.41	1.9%	92%	False	False	250,536,697
120	134.82	107.43	27.39	21.4%	2.53	2.0%	74%	False	False	265,878,554

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.29
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	132.17
2.618	130.65
1.618	129.72
1.000	129.15
0.618	128.79
HIGH	128.22
0.618	127.86
0.500	127.76
0.382	127.65
LOW	127.29
0.618	126.72
1.000	126.36
1.618	125.79
2.618	124.86
4.250	123.34

Fisher Pivots for day following 06-Jan-2012
Pivot	1 day	3 day
R1	127.76	127.58
PP	127.74	127.46
S1	127.73	127.33

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