SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 123.45 124.85 1.40 1.1% 120.19
High 125.22 125.64 0.42 0.3% 120.35
Low 120.00 124.43 4.43 3.7% 116.20
Close 124.99 124.97 -0.02 0.0% 116.34
Range 5.22 1.21 -4.01 -76.8% 4.15
ATR 2.74 2.63 -0.11 -4.0% 0.00
Volume 323,413,656 176,654,094 -146,759,562 -45.4% 769,158,046
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 128.64 128.02 125.64
R3 127.43 126.81 125.30
R2 126.22 126.22 125.19
R1 125.60 125.60 125.08 125.91
PP 125.01 125.01 125.01 125.17
S1 124.39 124.39 124.86 124.70
S2 123.80 123.80 124.75
S3 122.59 123.18 124.64
S4 121.38 121.97 124.30
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
5 125.64 116.20 9.44 7.6% 2.14 1.7% 93% True False 201,768,371
10 125.64 116.20 9.44 7.6% 2.08 1.7% 93% True False 222,447,892
20 128.02 116.20 11.82 9.5% 2.15 1.7% 74% False False 225,919,310
40 129.42 113.51 15.91 12.7% 2.22 1.8% 72% False False 244,631,606
60 129.42 107.43 21.99 17.6% 2.48 2.0% 80% False False 267,870,518
80 129.42 107.43 21.99 17.6% 2.69 2.2% 80% False False 280,453,838
100 134.82 107.43 27.39 21.9% 2.70 2.2% 64% False False 283,590,440
120 135.70 107.43 28.27 22.6% 2.51 2.0% 62% False False 269,807,283
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13 trading days
Fibonacci Retracements and Extensions
4.250 130.78
2.618 128.81
1.618 127.60
1.000 126.85
0.618 126.39
HIGH 125.64
0.618 125.18
0.500 125.04
0.382 124.89
LOW 124.43
0.618 123.68
1.000 123.22
1.618 122.47
2.618 121.26
4.250 119.29
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 125.04 124.19
PP 125.01 123.41
S1 124.99 122.63

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

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