SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 124.85 126.14 1.29 1.0% 119.50
High 125.64 126.50 0.86 0.7% 126.50
Low 124.43 124.78 0.35 0.3% 118.82
Close 124.97 124.86 -0.11 -0.1% 124.86
Range 1.21 1.72 0.51 42.1% 7.68
ATR 2.63 2.56 -0.06 -2.5% 0.00
Volume 176,654,094 221,069,688 44,415,594 25.1% 1,130,354,563
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 130.54 129.42 125.81
R3 128.82 127.70 125.33
R2 127.10 127.10 125.18
R1 125.98 125.98 125.02 125.68
PP 125.38 125.38 125.38 125.23
S1 124.26 124.26 124.70 123.96
S2 123.66 123.66 124.54
S3 121.94 122.54 124.39
S4 120.22 120.82 123.91
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 146.43 143.33 129.08
R3 138.75 135.65 126.97
R2 131.07 131.07 126.27
R1 127.97 127.97 125.56 129.52
PP 123.39 123.39 123.39 124.17
S1 120.29 120.29 124.16 121.84
S2 115.71 115.71 123.45
S3 108.03 112.61 122.75
S4 100.35 104.93 120.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.50 118.82 7.68 6.2% 2.18 1.7% 79% True False 226,070,912
10 126.50 116.20 10.30 8.2% 1.96 1.6% 84% True False 211,483,973
20 128.02 116.20 11.82 9.5% 2.09 1.7% 73% False False 222,647,074
40 129.42 115.06 14.36 11.5% 2.19 1.8% 68% False False 243,716,394
60 129.42 107.43 21.99 17.6% 2.47 2.0% 79% False False 267,389,626
80 129.42 107.43 21.99 17.6% 2.65 2.1% 79% False False 274,960,934
100 134.82 107.43 27.39 21.9% 2.70 2.2% 64% False False 283,809,933
120 135.70 107.43 28.27 22.6% 2.52 2.0% 62% False False 270,312,783
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 0.61
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133.81
2.618 131.00
1.618 129.28
1.000 128.22
0.618 127.56
HIGH 126.50
0.618 125.84
0.500 125.64
0.382 125.44
LOW 124.78
0.618 123.72
1.000 123.06
1.618 122.00
2.618 120.28
4.250 117.47
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 125.64 124.32
PP 125.38 123.79
S1 125.12 123.25

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

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