SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 123.85 122.50 -1.35 -1.1% 126.19
High 124.16 122.75 -1.41 -1.1% 127.45
Low 121.23 121.47 0.24 0.2% 121.23
Close 122.11 121.98 -0.13 -0.1% 121.98
Range 2.93 1.28 -1.65 -56.3% 6.22
ATR 2.76 2.65 -0.11 -3.8% 0.00
Volume 330,708,875 215,327,125 -115,381,750 -34.9% 1,124,774,297
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 125.91 125.22 122.68
R3 124.63 123.94 122.33
R2 123.35 123.35 122.21
R1 122.66 122.66 122.10 122.37
PP 122.07 122.07 122.07 121.92
S1 121.38 121.38 121.86 121.09
S2 120.79 120.79 121.75
S3 119.51 120.10 121.63
S4 118.23 118.82 121.28
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 142.21 138.32 125.40
R3 135.99 132.10 123.69
R2 129.77 129.77 123.12
R1 125.88 125.88 122.55 124.72
PP 123.55 123.55 123.55 122.97
S1 119.66 119.66 121.41 118.50
S2 117.33 117.33 120.84
S3 111.11 113.44 120.27
S4 104.89 107.22 118.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.45 121.23 6.22 5.1% 2.24 1.8% 12% False False 224,954,859
10 128.02 121.23 6.79 5.6% 2.18 1.8% 11% False False 230,421,868
20 129.42 121.23 8.19 6.7% 2.29 1.9% 9% False False 255,210,198
40 129.42 107.43 21.99 18.0% 2.51 2.1% 66% False False 266,479,477
60 129.42 107.43 21.99 18.0% 2.61 2.1% 66% False False 274,023,913
80 130.96 107.43 23.53 19.3% 2.94 2.4% 62% False False 306,475,970
100 135.70 107.43 28.27 23.2% 2.65 2.2% 51% False False 281,844,797
120 135.70 107.43 28.27 23.2% 2.46 2.0% 51% False False 268,789,588
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 128.19
2.618 126.10
1.618 124.82
1.000 124.03
0.618 123.54
HIGH 122.75
0.618 122.26
0.500 122.11
0.382 121.96
LOW 121.47
0.618 120.68
1.000 120.19
1.618 119.40
2.618 118.12
4.250 116.03
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 122.11 123.79
PP 122.07 123.18
S1 122.02 122.58

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

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