SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Jan-2013
Day Change Summary
Previous Current
11-Jan-2013 14-Jan-2013 Change Change % Previous Week
Open 147.05 146.89 -0.16 -0.1% 145.85
High 147.15 147.07 -0.08 -0.1% 147.15
Low 146.61 146.43 -0.18 -0.1% 144.98
Close 147.07 146.97 -0.10 -0.1% 147.07
Range 0.54 0.64 0.10 18.5% 2.17
ATR 1.43 1.37 -0.06 -3.9% 0.00
Volume 113,917,203 89,567,109 -24,350,094 -21.4% 566,665,500
Daily Pivots for day following 14-Jan-2013
Classic Woodie Camarilla DeMark
R4 148.74 148.50 147.32
R3 148.10 147.86 147.15
R2 147.46 147.46 147.09
R1 147.22 147.22 147.03 147.34
PP 146.82 146.82 146.82 146.89
S1 146.58 146.58 146.91 146.70
S2 146.18 146.18 146.85
S3 145.54 145.94 146.79
S4 144.90 145.30 146.62
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 152.91 152.16 148.26
R3 150.74 149.99 147.67
R2 148.57 148.57 147.47
R1 147.82 147.82 147.27 148.20
PP 146.40 146.40 146.40 146.59
S1 145.65 145.65 146.87 146.03
S2 144.23 144.23 146.67
S3 142.06 143.48 146.47
S4 139.89 141.31 145.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.15 144.98 2.17 1.5% 0.78 0.5% 92% False False 109,246,023
10 147.15 139.54 7.61 5.2% 1.13 0.8% 98% False False 135,382,289
20 147.15 139.54 7.61 5.2% 1.26 0.9% 98% False False 142,791,910
40 147.15 134.70 12.45 8.5% 1.30 0.9% 99% False False 138,247,890
60 147.15 134.70 12.45 8.5% 1.42 1.0% 99% False False 140,437,884
80 147.17 134.70 12.47 8.5% 1.37 0.9% 98% False False 136,003,975
100 148.11 134.70 13.41 9.1% 1.32 0.9% 91% False False 131,302,948
120 148.11 133.03 15.08 10.3% 1.32 0.9% 92% False False 130,203,261
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 149.79
2.618 148.75
1.618 148.11
1.000 147.71
0.618 147.47
HIGH 147.07
0.618 146.83
0.500 146.75
0.382 146.67
LOW 146.43
0.618 146.03
1.000 145.79
1.618 145.39
2.618 144.75
4.250 143.71
Fisher Pivots for day following 14-Jan-2013
Pivot 1 day 3 day
R1 146.90 146.83
PP 146.82 146.70
S1 146.75 146.56

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

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