SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Jan-2012
Day Change Summary
Previous Current
25-Jan-2012 26-Jan-2012 Change Change % Previous Week
Open 131.26 133.16 1.90 1.4% 130.09
High 132.87 133.40 0.53 0.4% 131.95
Low 130.75 131.36 0.61 0.5% 128.90
Close 132.56 131.88 -0.68 -0.5% 131.54
Range 2.12 2.04 -0.08 -3.8% 3.05
ATR 1.56 1.59 0.03 2.2% 0.00
Volume 198,424,609 184,585,609 -13,839,000 -7.0% 559,426,906
Daily Pivots for day following 26-Jan-2012
Classic Woodie Camarilla DeMark
R4 138.33 137.15 133.00
R3 136.29 135.11 132.44
R2 134.25 134.25 132.25
R1 133.07 133.07 132.07 132.64
PP 132.21 132.21 132.21 132.00
S1 131.03 131.03 131.69 130.60
S2 130.17 130.17 131.51
S3 128.13 128.99 131.32
S4 126.09 126.95 130.76
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 139.95 138.79 133.22
R3 136.90 135.74 132.38
R2 133.85 133.85 132.10
R1 132.69 132.69 131.82 133.27
PP 130.80 130.80 130.80 131.09
S1 129.64 129.64 131.26 130.22
S2 127.75 127.75 130.98
S3 124.70 126.59 130.70
S4 121.65 123.54 129.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.40 130.60 2.80 2.1% 1.47 1.1% 46% True False 150,651,031
10 133.40 127.72 5.68 4.3% 1.38 1.0% 73% True False 147,294,892
20 133.40 124.73 8.67 6.6% 1.25 0.9% 82% True False 138,929,295
40 133.40 119.61 13.79 10.5% 1.61 1.2% 89% True False 170,141,885
60 133.40 116.20 17.20 13.0% 1.77 1.3% 91% True False 191,892,210
80 133.40 107.43 25.97 19.7% 1.97 1.5% 94% True False 212,491,907
100 133.40 107.43 25.97 19.7% 2.14 1.6% 94% True False 229,288,217
120 133.40 107.43 25.97 19.7% 2.43 1.8% 94% True False 253,609,444
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.07
2.618 138.74
1.618 136.70
1.000 135.44
0.618 134.66
HIGH 133.40
0.618 132.62
0.500 132.38
0.382 132.14
LOW 131.36
0.618 130.10
1.000 129.32
1.618 128.06
2.618 126.02
4.250 122.69
Fisher Pivots for day following 26-Jan-2012
Pivot 1 day 3 day
R1 132.38 132.00
PP 132.21 131.96
S1 132.05 131.92

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

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