SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Jan-2012

Day Change Summary
	Previous	Current
	11-Jan-2012	12-Jan-2012	Change	Change %	Previous Week
Open	128.74	129.59	0.85	0.7%	127.76
High	129.37	129.70	0.33	0.3%	128.38
Low	128.52	128.54	0.02	0.0%	126.43
Close	129.20	129.51	0.31	0.2%	127.71
Range	0.85	1.16	0.31	36.5%	1.95
ATR	1.72	1.68	-0.04	-2.3%	0.00
Volume	111,270,055	118,742,477	7,472,422	6.7%	642,095,367

Daily Pivots for day following 12-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	132.73	132.28	130.15
R3	131.57	131.12	129.83
R2	130.41	130.41	129.72
R1	129.96	129.96	129.62	129.61
PP	129.25	129.25	129.25	129.07
S1	128.80	128.80	129.40	128.45
S2	128.09	128.09	129.30
S3	126.93	127.64	129.19
S4	125.77	126.48	128.87

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	129.70	127.29	2.41	1.9%	0.88	0.7%	92%	True	False	118,476,651
10	129.70	124.86	4.84	3.7%	1.05	0.8%	96%	True	False	130,537,846
20	129.70	120.03	9.67	7.5%	1.37	1.1%	98%	True	False	149,063,669
40	129.70	116.20	13.50	10.4%	1.73	1.3%	99%	True	False	184,913,162
60	129.70	116.20	13.50	10.4%	1.94	1.5%	99%	True	False	210,352,033
80	129.70	107.43	22.27	17.2%	2.15	1.7%	99%	True	False	230,572,916
100	129.70	107.43	22.27	17.2%	2.30	1.8%	99%	True	False	240,361,475
120	134.49	107.43	27.06	20.9%	2.52	1.9%	82%	False	False	263,935,583

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	134.63
2.618	132.74
1.618	131.58
1.000	130.86
0.618	130.42
HIGH	129.70
0.618	129.26
0.500	129.12
0.382	128.98
LOW	128.54
0.618	127.82
1.000	127.38
1.618	126.66
2.618	125.50
4.250	123.61

Fisher Pivots for day following 12-Jan-2012
Pivot	1 day	3 day
R1	129.38	129.38
PP	129.25	129.24
S1	129.12	129.11

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