SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Jan-2013

Day Change Summary
	Previous	Current
	15-Jan-2013	16-Jan-2013	Change	Change %	Previous Week
Open	146.29	146.77	0.48	0.3%	145.85
High	147.21	147.28	0.07	0.0%	147.15
Low	146.20	146.61	0.41	0.3%	144.98
Close	147.07	147.05	-0.02	0.0%	147.07
Range	1.01	0.67	-0.34	-33.7%	2.17
ATR	1.35	1.30	-0.05	-3.6%	0.00
Volume	93,172,500	104,849,398	11,676,898	12.5%	566,665,500

Daily Pivots for day following 16-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	148.99	148.69	147.42
R3	148.32	148.02	147.23
R2	147.65	147.65	147.17
R1	147.35	147.35	147.11	147.50
PP	146.98	146.98	146.98	147.06
S1	146.68	146.68	146.99	146.83
S2	146.31	146.31	146.93
S3	145.64	146.01	146.87
S4	144.97	145.34	146.68

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	147.28	145.97	1.31	0.9%	0.80	0.5%	82%	True	False	106,448,301
10	147.28	144.98	2.30	1.6%	0.86	0.6%	90%	True	False	111,583,379
20	147.28	139.54	7.74	5.3%	1.24	0.8%	97%	True	False	138,621,140
40	147.28	136.41	10.87	7.4%	1.26	0.9%	98%	True	False	132,758,135
60	147.28	134.70	12.58	8.6%	1.41	1.0%	98%	True	False	139,777,426
80	147.28	134.70	12.58	8.6%	1.37	0.9%	98%	True	False	135,646,190
100	148.11	134.70	13.41	9.1%	1.32	0.9%	92%	False	False	131,446,062
120	148.11	133.25	14.86	10.1%	1.30	0.9%	93%	False	False	129,200,997

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	150.13
2.618	149.03
1.618	148.36
1.000	147.95
0.618	147.69
HIGH	147.28
0.618	147.02
0.500	146.95
0.382	146.87
LOW	146.61
0.618	146.20
1.000	145.94
1.618	145.53
2.618	144.86
4.250	143.76

Fisher Pivots for day following 16-Jan-2013
Pivot	1 day	3 day
R1	147.02	146.95
PP	146.98	146.84
S1	146.95	146.74

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