SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 130.09 129.32 -0.77 -0.6% 127.99
High 130.32 130.84 0.52 0.4% 129.70
Low 128.90 129.08 0.18 0.1% 127.41
Close 129.34 130.77 1.43 1.1% 128.84
Range 1.42 1.76 0.34 23.9% 2.29
ATR 1.68 1.68 0.01 0.4% 0.00
Volume 132,037,250 163,036,578 30,999,328 23.5% 624,111,118
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 135.51 134.90 131.74
R3 133.75 133.14 131.25
R2 131.99 131.99 131.09
R1 131.38 131.38 130.93 131.69
PP 130.23 130.23 130.23 130.38
S1 129.62 129.62 130.61 129.93
S2 128.47 128.47 130.45
S3 126.71 127.86 130.29
S4 124.95 126.10 129.80
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 135.52 134.47 130.10
R3 133.23 132.18 129.47
R2 130.94 130.94 129.26
R1 129.89 129.89 129.05 130.42
PP 128.65 128.65 128.65 128.91
S1 127.60 127.60 128.63 128.13
S2 126.36 126.36 128.42
S3 124.07 125.31 128.21
S4 121.78 123.02 127.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.84 127.72 3.12 2.4% 1.30 1.0% 98% True False 140,954,725
10 130.84 126.43 4.41 3.4% 1.18 0.9% 98% True False 136,772,870
20 130.84 120.03 10.81 8.3% 1.37 1.0% 99% True False 139,930,392
40 130.84 116.20 14.64 11.2% 1.66 1.3% 100% True False 178,023,380
60 130.84 116.20 14.64 11.2% 1.87 1.4% 100% True False 204,811,932
80 130.84 107.43 23.41 17.9% 2.10 1.6% 100% True False 223,399,824
100 130.84 107.43 23.41 17.9% 2.25 1.7% 100% True False 236,589,366
120 131.77 107.43 24.34 18.6% 2.52 1.9% 96% False False 263,587,838
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 138.32
2.618 135.45
1.618 133.69
1.000 132.60
0.618 131.93
HIGH 130.84
0.618 130.17
0.500 129.96
0.382 129.75
LOW 129.08
0.618 127.99
1.000 127.32
1.618 126.23
2.618 124.47
4.250 121.60
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 130.50 130.27
PP 130.23 129.78
S1 129.96 129.28

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

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