SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 118.07 116.38 -1.69 -1.4% 120.19
High 119.19 117.70 -1.49 -1.3% 120.35
Low 116.56 116.20 -0.36 -0.3% 116.20
Close 116.56 116.34 -0.22 -0.2% 116.34
Range 2.63 1.50 -1.13 -43.0% 4.15
ATR 2.62 2.54 -0.08 -3.1% 0.00
Volume 224,330,328 99,556,984 -124,773,344 -55.6% 769,158,046
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 121.25 120.29 117.17
R3 119.75 118.79 116.75
R2 118.25 118.25 116.62
R1 117.29 117.29 116.48 117.02
PP 116.75 116.75 116.75 116.61
S1 115.79 115.79 116.20 115.52
S2 115.25 115.25 116.07
S3 113.75 114.29 115.93
S4 112.25 112.79 115.52
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 130.08 127.36 118.62
R3 125.93 123.21 117.48
R2 121.78 121.78 117.10
R1 119.06 119.06 116.72 118.35
PP 117.63 117.63 117.63 117.27
S1 114.91 114.91 115.96 114.20
S2 113.48 113.48 115.58
S3 109.33 110.76 115.20
S4 105.18 106.61 114.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.75 116.20 6.55 5.6% 1.74 1.5% 2% False True 196,897,034
10 127.45 116.20 11.25 9.7% 1.98 1.7% 1% False True 208,382,499
20 128.85 116.20 12.65 10.9% 2.09 1.8% 1% False True 236,166,496
40 129.42 107.43 21.99 18.9% 2.36 2.0% 41% False False 256,797,449
60 129.42 107.43 21.99 18.9% 2.51 2.2% 41% False False 269,456,815
80 129.42 107.43 21.99 18.9% 2.89 2.5% 41% False False 299,220,617
100 135.70 107.43 28.27 24.3% 2.67 2.3% 32% False False 282,185,779
120 135.70 107.43 28.27 24.3% 2.48 2.1% 32% False False 268,728,455
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.54
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124.08
2.618 121.63
1.618 120.13
1.000 119.20
0.618 118.63
HIGH 117.70
0.618 117.13
0.500 116.95
0.382 116.77
LOW 116.20
0.618 115.27
1.000 114.70
1.618 113.77
2.618 112.27
4.250 109.83
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 116.95 118.15
PP 116.75 117.55
S1 116.54 116.94

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

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