SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 125.23 125.39 0.16 0.1% 127.16
High 125.70 126.39 0.69 0.5% 128.62
Low 124.01 124.20 0.19 0.2% 121.52
Close 125.48 126.26 0.78 0.6% 125.48
Range 1.69 2.19 0.50 29.6% 7.10
ATR 2.86 2.81 -0.05 -1.7% 0.00
Volume 249,210,203 196,186,828 -53,023,375 -21.3% 1,424,260,469
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 132.19 131.41 127.46
R3 130.00 129.22 126.86
R2 127.81 127.81 126.66
R1 127.03 127.03 126.46 127.42
PP 125.62 125.62 125.62 125.81
S1 124.84 124.84 126.06 125.23
S2 123.43 123.43 125.86
S3 121.24 122.65 125.66
S4 119.05 120.46 125.06
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 146.51 143.09 129.39
R3 139.41 135.99 127.43
R2 132.31 132.31 126.78
R1 128.89 128.89 126.13 127.05
PP 125.21 125.21 125.21 124.29
S1 121.79 121.79 124.83 119.95
S2 118.11 118.11 124.18
S3 111.01 114.69 123.53
S4 103.91 107.59 121.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.50 121.52 4.98 3.9% 2.08 1.6% 95% False False 278,514,490
10 129.42 121.52 7.90 6.3% 2.46 1.9% 60% False False 279,333,376
20 129.42 118.75 10.67 8.5% 2.27 1.8% 70% False False 259,909,139
40 129.42 107.43 21.99 17.4% 2.60 2.1% 86% False False 283,754,859
60 129.42 107.43 21.99 17.4% 2.77 2.2% 86% False False 286,793,820
80 134.82 107.43 27.39 21.7% 2.86 2.3% 69% False False 299,096,416
100 135.70 107.43 28.27 22.4% 2.60 2.1% 67% False False 278,214,849
120 135.70 107.43 28.27 22.4% 2.41 1.9% 67% False False 262,734,420
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.77
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135.70
2.618 132.12
1.618 129.93
1.000 128.58
0.618 127.74
HIGH 126.39
0.618 125.55
0.500 125.30
0.382 125.04
LOW 124.20
0.618 122.85
1.000 122.01
1.618 120.66
2.618 118.47
4.250 114.89
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 125.94 125.86
PP 125.62 125.45
S1 125.30 125.05

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

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