SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 120.19 119.41 -0.78 -0.6% 126.19
High 120.35 120.10 -0.25 -0.2% 127.45
Low 118.65 118.52 -0.13 -0.1% 121.23
Close 119.66 119.19 -0.47 -0.4% 121.98
Range 1.70 1.58 -0.12 -7.1% 6.22
ATR 2.70 2.62 -0.08 -3.0% 0.00
Volume 229,136,625 216,134,109 -13,002,516 -5.7% 1,124,774,297
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 124.01 123.18 120.06
R3 122.43 121.60 119.62
R2 120.85 120.85 119.48
R1 120.02 120.02 119.33 119.65
PP 119.27 119.27 119.27 119.08
S1 118.44 118.44 119.05 118.07
S2 117.69 117.69 118.90
S3 116.11 116.86 118.76
S4 114.53 115.28 118.32
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
5 126.34 118.52 7.82 6.6% 1.99 1.7% 9% False True 245,314,700
10 127.45 118.52 8.93 7.5% 2.06 1.7% 8% False True 232,896,749
20 129.42 118.52 10.90 9.1% 2.26 1.9% 6% False True 253,909,664
40 129.42 107.43 21.99 18.4% 2.44 2.0% 53% False False 263,313,498
60 129.42 107.43 21.99 18.4% 2.53 2.1% 53% False False 273,104,426
80 129.42 107.43 21.99 18.4% 2.91 2.4% 53% False False 304,136,987
100 135.70 107.43 28.27 23.7% 2.64 2.2% 42% False False 282,039,880
120 135.70 107.43 28.27 23.7% 2.47 2.1% 42% False False 268,874,975
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126.82
2.618 124.24
1.618 122.66
1.000 121.68
0.618 121.08
HIGH 120.10
0.618 119.50
0.500 119.31
0.382 119.12
LOW 118.52
0.618 117.54
1.000 116.94
1.618 115.96
2.618 114.38
4.250 111.81
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 119.31 120.64
PP 119.27 120.15
S1 119.23 119.67

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

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