SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Jan-2012
Day Change Summary
Previous Current
18-Jan-2012 19-Jan-2012 Change Change % Previous Week
Open 129.32 131.21 1.89 1.5% 127.99
High 130.84 131.57 0.73 0.6% 129.70
Low 129.08 130.80 1.72 1.3% 127.41
Close 130.77 131.46 0.69 0.5% 128.84
Range 1.76 0.77 -0.99 -56.3% 2.29
ATR 1.68 1.62 -0.06 -3.7% 0.00
Volume 163,036,578 126,190,203 -36,846,375 -22.6% 624,111,118
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 133.59 133.29 131.88
R3 132.82 132.52 131.67
R2 132.05 132.05 131.60
R1 131.75 131.75 131.53 131.90
PP 131.28 131.28 131.28 131.35
S1 130.98 130.98 131.39 131.13
S2 130.51 130.51 131.32
S3 129.74 130.21 131.25
S4 128.97 129.44 131.04
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
5 131.57 127.72 3.85 2.9% 1.29 1.0% 97% True False 143,938,754
10 131.57 126.43 5.14 3.9% 1.15 0.9% 98% True False 136,699,280
20 131.57 120.37 11.20 8.5% 1.29 1.0% 99% True False 137,091,935
40 131.57 116.20 15.37 11.7% 1.64 1.2% 99% True False 175,794,957
60 131.57 116.20 15.37 11.7% 1.86 1.4% 99% True False 202,266,704
80 131.57 107.43 24.14 18.4% 2.08 1.6% 100% True False 221,137,217
100 131.57 107.43 24.14 18.4% 2.22 1.7% 100% True False 234,732,331
120 131.57 107.43 24.14 18.4% 2.51 1.9% 100% True False 262,915,632
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.26
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 134.84
2.618 133.59
1.618 132.82
1.000 132.34
0.618 132.05
HIGH 131.57
0.618 131.28
0.500 131.19
0.382 131.09
LOW 130.80
0.618 130.32
1.000 130.03
1.618 129.55
2.618 128.78
4.250 127.53
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 131.37 131.05
PP 131.28 130.64
S1 131.19 130.24

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

View Archives - Comment on this page... - Back to Index of Symbols