SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 145.99 145.97 -0.02 0.0% 139.66
High 146.37 146.61 0.24 0.2% 146.61
Low 145.34 145.67 0.33 0.2% 139.54
Close 145.73 146.37 0.64 0.4% 146.37
Range 1.03 0.94 -0.09 -8.7% 7.07
ATR 1.73 1.67 -0.06 -3.3% 0.00
Volume 144,761,688 116,817,602 -27,944,086 -19.3% 697,590,290
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 149.04 148.64 146.89
R3 148.10 147.70 146.63
R2 147.16 147.16 146.54
R1 146.76 146.76 146.46 146.96
PP 146.22 146.22 146.22 146.32
S1 145.82 145.82 146.28 146.02
S2 145.28 145.28 146.20
S3 144.34 144.88 146.11
S4 143.40 143.94 145.85
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 165.38 162.95 150.26
R3 158.31 155.88 148.31
R2 151.24 151.24 147.67
R1 148.81 148.81 147.02 150.03
PP 144.17 144.17 144.17 144.78
S1 141.74 141.74 145.72 142.96
S2 137.10 137.10 145.07
S3 130.03 134.67 144.43
S4 122.96 127.60 142.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.61 139.54 7.07 4.8% 1.59 1.1% 97% True False 169,279,376
10 146.61 139.54 7.07 4.8% 1.52 1.0% 97% True False 158,951,028
20 146.61 139.54 7.07 4.8% 1.34 0.9% 97% True False 147,227,909
40 146.61 134.70 11.91 8.1% 1.49 1.0% 98% True False 148,319,007
60 146.61 134.70 11.91 8.1% 1.46 1.0% 98% True False 141,284,139
80 148.11 134.70 13.41 9.2% 1.40 1.0% 87% False False 137,520,242
100 148.11 134.70 13.41 9.2% 1.33 0.9% 87% False False 130,292,625
120 148.11 133.03 15.08 10.3% 1.35 0.9% 88% False False 130,998,001
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.30
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 150.61
2.618 149.07
1.618 148.13
1.000 147.55
0.618 147.19
HIGH 146.61
0.618 146.25
0.500 146.14
0.382 146.03
LOW 145.67
0.618 145.09
1.000 144.73
1.618 144.15
2.618 143.21
4.250 141.68
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 146.29 146.14
PP 146.22 145.90
S1 146.14 145.67

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

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