SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 119.50 120.05 0.55 0.5% 120.19
High 120.18 121.00 0.82 0.7% 120.35
Low 118.82 119.61 0.79 0.7% 116.20
Close 119.71 120.05 0.34 0.3% 116.34
Range 1.36 1.39 0.03 2.2% 4.15
ATR 2.63 2.55 -0.09 -3.4% 0.00
Volume 210,219,969 198,997,156 -11,222,813 -5.3% 769,158,046
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 124.39 123.61 120.81
R3 123.00 122.22 120.43
R2 121.61 121.61 120.30
R1 120.83 120.83 120.18 120.75
PP 120.22 120.22 120.22 120.18
S1 119.44 119.44 119.92 119.36
S2 118.83 118.83 119.80
S3 117.44 118.05 119.67
S4 116.05 116.66 119.29
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
5 121.00 116.20 4.80 4.0% 1.69 1.4% 80% True False 189,847,709
10 126.75 116.20 10.55 8.8% 1.88 1.6% 36% False False 214,405,467
20 128.02 116.20 11.82 9.8% 2.01 1.7% 33% False False 233,948,974
40 129.42 107.43 21.99 18.3% 2.27 1.9% 57% False False 250,697,893
60 129.42 107.43 21.99 18.3% 2.45 2.0% 57% False False 267,778,906
80 129.42 107.43 21.99 18.3% 2.80 2.3% 57% False False 291,856,128
100 134.82 107.43 27.39 22.8% 2.67 2.2% 46% False False 282,654,052
120 135.70 107.43 28.27 23.5% 2.48 2.1% 45% False False 269,144,765
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.52
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126.91
2.618 124.64
1.618 123.25
1.000 122.39
0.618 121.86
HIGH 121.00
0.618 120.47
0.500 120.31
0.382 120.14
LOW 119.61
0.618 118.75
1.000 118.22
1.618 117.36
2.618 115.97
4.250 113.70
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 120.31 119.57
PP 120.22 119.08
S1 120.14 118.60

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

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