SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 116.38 119.50 3.12 2.7% 120.19
High 117.70 120.18 2.48 2.1% 120.35
Low 116.20 118.82 2.62 2.3% 116.20
Close 116.34 119.71 3.37 2.9% 116.34
Range 1.50 1.36 -0.14 -9.3% 4.15
ATR 2.54 2.63 0.09 3.6% 0.00
Volume 99,556,984 210,219,969 110,662,985 111.2% 769,158,046
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 123.65 123.04 120.46
R3 122.29 121.68 120.08
R2 120.93 120.93 119.96
R1 120.32 120.32 119.83 120.63
PP 119.57 119.57 119.57 119.72
S1 118.96 118.96 119.59 119.27
S2 118.21 118.21 119.46
S3 116.85 117.60 119.34
S4 115.49 116.24 118.96
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
5 120.35 116.20 4.15 3.5% 1.75 1.5% 85% False False 195,875,603
10 127.45 116.20 11.25 9.4% 2.00 1.7% 31% False False 210,415,231
20 128.62 116.20 12.42 10.4% 2.10 1.8% 28% False False 235,392,858
40 129.42 107.43 21.99 18.4% 2.34 2.0% 56% False False 254,841,928
60 129.42 107.43 21.99 18.4% 2.49 2.1% 56% False False 268,719,105
80 129.42 107.43 21.99 18.4% 2.85 2.4% 56% False False 295,343,223
100 135.36 107.43 27.93 23.3% 2.67 2.2% 44% False False 282,605,476
120 135.70 107.43 28.27 23.6% 2.48 2.1% 43% False False 268,826,995
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.60
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125.96
2.618 123.74
1.618 122.38
1.000 121.54
0.618 121.02
HIGH 120.18
0.618 119.66
0.500 119.50
0.382 119.34
LOW 118.82
0.618 117.98
1.000 117.46
1.618 116.62
2.618 115.26
4.250 113.04
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 119.64 119.20
PP 119.57 118.70
S1 119.50 118.19

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

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