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

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

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