SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 127.99 129.40 1.41 1.1% 127.76
High 128.18 129.65 1.47 1.1% 128.38
Low 127.41 128.95 1.54 1.2% 126.43
Close 128.02 129.13 1.11 0.9% 127.71
Range 0.77 0.70 -0.07 -9.1% 1.95
ATR 1.80 1.79 -0.01 -0.7% 0.00
Volume 99,309,484 115,101,836 15,792,352 15.9% 642,095,367
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 131.34 130.94 129.52
R3 130.64 130.24 129.32
R2 129.94 129.94 129.26
R1 129.54 129.54 129.19 129.39
PP 129.24 129.24 129.24 129.17
S1 128.84 128.84 129.07 128.69
S2 128.54 128.54 129.00
S3 127.84 128.14 128.94
S4 127.14 127.44 128.75
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
5 129.65 126.43 3.22 2.5% 1.06 0.8% 84% True False 132,591,015
10 129.65 124.73 4.92 3.8% 1.10 0.9% 89% True False 128,019,842
20 129.65 120.03 9.62 7.4% 1.51 1.2% 95% True False 160,567,982
40 129.65 116.20 13.45 10.4% 1.77 1.4% 96% True False 187,887,535
60 129.65 116.20 13.45 10.4% 1.98 1.5% 96% True False 213,408,279
80 129.65 107.43 22.22 17.2% 2.18 1.7% 98% True False 234,260,951
100 129.65 107.43 22.22 17.2% 2.37 1.8% 98% True False 247,466,671
120 134.82 107.43 27.39 21.2% 2.53 2.0% 79% False False 265,141,786
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 131 trading days
Fibonacci Retracements and Extensions
4.250 132.63
2.618 131.48
1.618 130.78
1.000 130.35
0.618 130.08
HIGH 129.65
0.618 129.38
0.500 129.30
0.382 129.22
LOW 128.95
0.618 128.52
1.000 128.25
1.618 127.82
2.618 127.12
4.250 125.98
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 129.30 128.91
PP 129.24 128.69
S1 129.19 128.47

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

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