SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Jan-2013

Day Change Summary
	Previous	Current
	14-Jan-2013	15-Jan-2013	Change	Change %	Previous Week
Open	146.89	146.29	-0.60	-0.4%	145.85
High	147.07	147.21	0.14	0.1%	147.15
Low	146.43	146.20	-0.23	-0.2%	144.98
Close	146.97	147.07	0.10	0.1%	147.07
Range	0.64	1.01	0.37	57.8%	2.17
ATR	1.37	1.35	-0.03	-1.9%	0.00
Volume	89,567,109	93,172,500	3,605,391	4.0%	566,665,500

Daily Pivots for day following 15-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	149.86	149.47	147.63
R3	148.85	148.46	147.35
R2	147.84	147.84	147.26
R1	147.45	147.45	147.16	147.65
PP	146.83	146.83	146.83	146.92
S1	146.44	146.44	146.98	146.64
S2	145.82	145.82	146.88
S3	144.81	145.43	146.79
S4	143.80	144.42	146.51

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	147.21	145.64	1.57	1.1%	0.80	0.5%	91%	True	False	103,627,523
10	147.21	144.73	2.48	1.7%	0.93	0.6%	94%	True	False	120,304,330
20	147.21	139.54	7.67	5.2%	1.28	0.9%	98%	True	False	140,565,455
40	147.21	134.70	12.51	8.5%	1.29	0.9%	99%	True	False	136,123,995
60	147.21	134.70	12.51	8.5%	1.42	1.0%	99%	True	False	140,177,170
80	147.21	134.70	12.51	8.5%	1.37	0.9%	99%	True	False	135,939,550
100	148.11	134.70	13.41	9.1%	1.33	0.9%	92%	False	False	131,452,462
120	148.11	133.03	15.08	10.3%	1.32	0.9%	93%	False	False	129,770,694

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	151.50
2.618	149.85
1.618	148.84
1.000	148.22
0.618	147.83
HIGH	147.21
0.618	146.82
0.500	146.71
0.382	146.59
LOW	146.20
0.618	145.58
1.000	145.19
1.618	144.57
2.618	143.56
4.250	141.91

Fisher Pivots for day following 15-Jan-2013
Pivot	1 day	3 day
R1	146.95	146.95
PP	146.83	146.83
S1	146.71	146.71

Download as Excel Spreadsheet

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

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