SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 126.19 125.17 -1.02 -0.8% 125.39
High 127.45 126.75 -0.70 -0.5% 128.02
Low 124.92 124.72 -0.20 -0.2% 122.86
Close 125.46 126.08 0.62 0.5% 126.66
Range 2.53 2.03 -0.50 -19.8% 5.16
ATR 2.83 2.77 -0.06 -2.0% 0.00
Volume 159,094,797 184,376,734 25,281,937 15.9% 1,179,444,390
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 131.94 131.04 127.20
R3 129.91 129.01 126.64
R2 127.88 127.88 126.45
R1 126.98 126.98 126.27 127.43
PP 125.85 125.85 125.85 126.08
S1 124.95 124.95 125.89 125.40
S2 123.82 123.82 125.71
S3 121.79 122.92 125.52
S4 119.76 120.89 124.96
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
5 127.45 122.86 4.59 3.6% 2.12 1.7% 70% False False 220,478,799
10 128.02 122.79 5.23 4.1% 2.13 1.7% 63% False False 230,370,082
20 129.42 119.82 9.60 7.6% 2.26 1.8% 65% False False 254,514,784
40 129.42 107.43 21.99 17.4% 2.58 2.0% 85% False False 275,371,134
60 129.42 107.43 21.99 17.4% 2.66 2.1% 85% False False 275,819,925
80 133.96 107.43 26.53 21.0% 2.92 2.3% 70% False False 304,045,578
100 135.70 107.43 28.27 22.4% 2.63 2.1% 66% False False 279,725,993
120 135.70 107.43 28.27 22.4% 2.45 1.9% 66% False False 266,129,241
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135.38
2.618 132.06
1.618 130.03
1.000 128.78
0.618 128.00
HIGH 126.75
0.618 125.97
0.500 125.74
0.382 125.50
LOW 124.72
0.618 123.47
1.000 122.69
1.618 121.44
2.618 119.41
4.250 116.09
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 125.97 126.09
PP 125.85 126.08
S1 125.74 126.08

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

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