SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 120.05 123.45 3.40 2.8% 120.19
High 121.00 125.22 4.22 3.5% 120.35
Low 119.61 120.00 0.39 0.3% 116.20
Close 120.05 124.99 4.94 4.1% 116.34
Range 1.39 5.22 3.83 275.5% 4.15
ATR 2.55 2.74 0.19 7.5% 0.00
Volume 198,997,156 323,413,656 124,416,500 62.5% 769,158,046
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 139.06 137.25 127.86
R3 133.84 132.03 126.43
R2 128.62 128.62 125.95
R1 126.81 126.81 125.47 127.72
PP 123.40 123.40 123.40 123.86
S1 121.59 121.59 124.51 122.50
S2 118.18 118.18 124.03
S3 112.96 116.37 123.55
S4 107.74 111.15 122.12
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
5 125.22 116.20 9.02 7.2% 2.42 1.9% 97% True False 211,303,618
10 126.34 116.20 10.14 8.1% 2.20 1.8% 87% False False 228,309,159
20 128.02 116.20 11.82 9.5% 2.17 1.7% 74% False False 229,339,621
40 129.42 111.58 17.84 14.3% 2.27 1.8% 75% False False 247,313,996
60 129.42 107.43 21.99 17.6% 2.50 2.0% 80% False False 268,418,512
80 129.42 107.43 21.99 17.6% 2.76 2.2% 80% False False 287,120,498
100 134.82 107.43 27.39 21.9% 2.70 2.2% 64% False False 283,931,544
120 135.70 107.43 28.27 22.6% 2.51 2.0% 62% False False 269,851,616
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Widest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 147.41
2.618 138.89
1.618 133.67
1.000 130.44
0.618 128.45
HIGH 125.22
0.618 123.23
0.500 122.61
0.382 121.99
LOW 120.00
0.618 116.77
1.000 114.78
1.618 111.55
2.618 106.33
4.250 97.82
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 124.20 124.00
PP 123.40 123.01
S1 122.61 122.02

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

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