SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 25-Jan-2013
Day Change Summary
Previous Current
24-Jan-2013 25-Jan-2013 Change Change % Previous Week
Open 149.15 149.88 0.73 0.5% 148.33
High 150.14 150.25 0.11 0.1% 150.25
Low 149.01 149.37 0.36 0.2% 147.98
Close 149.41 150.25 0.84 0.6% 150.25
Range 1.13 0.88 -0.25 -22.1% 2.27
ATR 1.22 1.20 -0.02 -2.0% 0.00
Volume 146,426,313 147,216,000 789,687 0.5% 510,035,508
Daily Pivots for day following 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 152.60 152.30 150.73
R3 151.72 151.42 150.49
R2 150.84 150.84 150.41
R1 150.54 150.54 150.33 150.69
PP 149.96 149.96 149.96 150.03
S1 149.66 149.66 150.17 149.81
S2 149.08 149.08 150.09
S3 148.20 148.78 150.01
S4 147.32 147.90 149.77
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 156.30 155.55 151.50
R3 154.03 153.28 150.87
R2 151.76 151.76 150.67
R1 151.01 151.01 150.46 151.39
PP 149.49 149.49 149.49 149.68
S1 148.74 148.74 150.04 149.12
S2 147.22 147.22 149.83
S3 144.95 146.47 149.63
S4 142.68 144.20 149.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150.25 147.43 2.82 1.9% 0.97 0.6% 100% True False 135,988,282
10 150.25 146.20 4.05 2.7% 0.90 0.6% 100% True False 121,528,103
20 150.25 139.54 10.71 7.1% 1.14 0.8% 100% True False 134,117,341
40 150.25 139.00 11.25 7.5% 1.21 0.8% 100% True False 136,922,675
60 150.25 134.70 15.55 10.3% 1.36 0.9% 100% True False 138,239,926
80 150.25 134.70 15.55 10.3% 1.35 0.9% 100% True False 136,444,295
100 150.25 134.70 15.55 10.3% 1.32 0.9% 100% True False 134,046,395
120 150.25 134.70 15.55 10.3% 1.28 0.9% 100% True False 128,584,324
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 153.99
2.618 152.55
1.618 151.67
1.000 151.13
0.618 150.79
HIGH 150.25
0.618 149.91
0.500 149.81
0.382 149.71
LOW 149.37
0.618 148.83
1.000 148.49
1.618 147.95
2.618 147.07
4.250 145.63
Fisher Pivots for day following 25-Jan-2013
Pivot 1 day 3 day
R1 150.10 150.02
PP 149.96 149.79
S1 149.81 149.56

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

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