SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 126.92 124.89 -2.03 -1.6% 127.16
High 128.02 125.80 -2.22 -1.7% 128.62
Low 125.71 122.86 -2.85 -2.3% 121.52
Close 127.88 123.16 -4.72 -3.7% 125.48
Range 2.31 2.94 0.63 27.3% 7.10
ATR 2.77 2.93 0.16 5.8% 0.00
Volume 224,335,094 337,504,031 113,168,937 50.4% 1,424,260,469
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 132.76 130.90 124.78
R3 129.82 127.96 123.97
R2 126.88 126.88 123.70
R1 125.02 125.02 123.43 124.48
PP 123.94 123.94 123.94 123.67
S1 122.08 122.08 122.89 121.54
S2 121.00 121.00 122.62
S3 118.06 119.14 122.35
S4 115.12 116.20 121.54
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
5 128.02 122.86 5.16 4.2% 2.41 2.0% 6% False True 258,750,112
10 129.42 121.52 7.90 6.4% 2.51 2.0% 21% False False 279,784,145
20 129.42 119.12 10.30 8.4% 2.38 1.9% 39% False False 263,483,672
40 129.42 107.43 21.99 17.9% 2.58 2.1% 72% False False 283,010,702
60 129.42 107.43 21.99 17.9% 2.78 2.3% 72% False False 287,117,946
80 134.82 107.43 27.39 22.2% 2.89 2.3% 57% False False 302,579,294
100 135.70 107.43 28.27 23.0% 2.62 2.1% 56% False False 279,891,120
120 135.70 107.43 28.27 23.0% 2.44 2.0% 56% False False 264,951,908
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.92
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 138.30
2.618 133.50
1.618 130.56
1.000 128.74
0.618 127.62
HIGH 125.80
0.618 124.68
0.500 124.33
0.382 123.98
LOW 122.86
0.618 121.04
1.000 119.92
1.618 118.10
2.618 115.16
4.250 110.37
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 124.33 125.44
PP 123.94 124.68
S1 123.55 123.92

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

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