SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 18-Jan-2013
Day Change Summary
Previous Current
17-Jan-2013 18-Jan-2013 Change Change % Previous Week
Open 147.70 147.97 0.27 0.2% 146.89
High 148.42 148.49 0.07 0.0% 148.49
Low 147.14 147.43 0.29 0.2% 146.20
Close 148.00 148.33 0.33 0.2% 148.33
Range 1.28 1.06 -0.22 -17.2% 2.29
ATR 1.30 1.29 -0.02 -1.3% 0.00
Volume 133,833,406 169,905,906 36,072,500 27.0% 591,328,319
Daily Pivots for day following 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 151.26 150.86 148.91
R3 150.20 149.80 148.62
R2 149.14 149.14 148.52
R1 148.74 148.74 148.43 148.94
PP 148.08 148.08 148.08 148.19
S1 147.68 147.68 148.23 147.88
S2 147.02 147.02 148.14
S3 145.96 146.62 148.04
S4 144.90 145.56 147.75
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 154.54 153.73 149.59
R3 152.25 151.44 148.96
R2 149.96 149.96 148.75
R1 149.15 149.15 148.54 149.56
PP 147.67 147.67 147.67 147.88
S1 146.86 146.86 148.12 147.27
S2 145.38 145.38 147.91
S3 143.09 144.57 147.70
S4 140.80 142.28 147.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.49 146.20 2.29 1.5% 0.93 0.6% 93% True False 118,265,663
10 148.49 144.98 3.51 2.4% 0.89 0.6% 95% True False 115,799,381
20 148.49 139.54 8.95 6.0% 1.21 0.8% 98% True False 137,375,205
40 148.49 139.00 9.49 6.4% 1.22 0.8% 98% True False 133,569,043
60 148.49 134.70 13.79 9.3% 1.39 0.9% 99% True False 139,277,190
80 148.49 134.70 13.79 9.3% 1.38 0.9% 99% True False 136,158,592
100 148.49 134.70 13.79 9.3% 1.32 0.9% 99% True False 132,038,417
120 148.49 134.70 13.79 9.3% 1.30 0.9% 99% True False 129,352,878
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 False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 153.00
2.618 151.27
1.618 150.21
1.000 149.55
0.618 149.15
HIGH 148.49
0.618 148.09
0.500 147.96
0.382 147.83
LOW 147.43
0.618 146.77
1.000 146.37
1.618 145.71
2.618 144.65
4.250 142.93
Fisher Pivots for day following 18-Jan-2013
Pivot 1 day 3 day
R1 148.21 148.07
PP 148.08 147.81
S1 147.96 147.55

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

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