SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 124.79 125.83 1.04 0.8% 125.39
High 124.94 126.99 2.05 1.6% 128.02
Low 123.02 125.79 2.77 2.3% 122.86
Close 124.32 126.66 2.34 1.9% 126.66
Range 1.92 1.20 -0.72 -37.5% 5.16
ATR 2.86 2.85 -0.01 -0.5% 0.00
Volume 231,525,781 189,892,656 -41,633,125 -18.0% 1,179,444,390
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 130.08 129.57 127.32
R3 128.88 128.37 126.99
R2 127.68 127.68 126.88
R1 127.17 127.17 126.77 127.43
PP 126.48 126.48 126.48 126.61
S1 125.97 125.97 126.55 126.23
S2 125.28 125.28 126.44
S3 124.08 124.77 126.33
S4 122.88 123.57 126.00
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 141.33 139.15 129.50
R3 136.17 133.99 128.08
R2 131.01 131.01 127.61
R1 128.83 128.83 127.13 129.92
PP 125.85 125.85 125.85 126.39
S1 123.67 123.67 126.19 124.76
S2 120.69 120.69 125.71
S3 115.53 118.51 125.24
S4 110.37 113.35 123.82
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 4.1% 2.11 1.7% 74% False False 235,888,878
10 128.62 121.52 7.10 5.6% 2.21 1.7% 72% False False 260,370,485
20 129.42 119.20 10.22 8.1% 2.38 1.9% 73% False False 263,379,085
40 129.42 107.43 21.99 17.4% 2.57 2.0% 87% False False 278,280,555
60 129.42 107.43 21.99 17.4% 2.69 2.1% 87% False False 281,811,388
80 134.72 107.43 27.29 21.5% 2.89 2.3% 70% False False 303,031,920
100 135.70 107.43 28.27 22.3% 2.62 2.1% 68% False False 280,423,789
120 135.70 107.43 28.27 22.3% 2.44 1.9% 68% False False 265,846,879
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.74
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 132.09
2.618 130.13
1.618 128.93
1.000 128.19
0.618 127.73
HIGH 126.99
0.618 126.53
0.500 126.39
0.382 126.25
LOW 125.79
0.618 125.05
1.000 124.59
1.618 123.85
2.618 122.65
4.250 120.69
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 126.57 126.08
PP 126.48 125.50
S1 126.39 124.93

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

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