SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 126.14 126.83 0.69 0.5% 119.50
High 126.50 127.18 0.68 0.5% 126.50
Low 124.78 125.44 0.66 0.5% 118.82
Close 124.86 126.22 1.36 1.1% 124.86
Range 1.72 1.74 0.02 1.2% 7.68
ATR 2.56 2.55 -0.02 -0.7% 0.00
Volume 221,069,688 224,882,172 3,812,484 1.7% 1,130,354,563
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 131.50 130.60 127.18
R3 129.76 128.86 126.70
R2 128.02 128.02 126.54
R1 127.12 127.12 126.38 126.70
PP 126.28 126.28 126.28 126.07
S1 125.38 125.38 126.06 124.96
S2 124.54 124.54 125.90
S3 122.80 123.64 125.74
S4 121.06 121.90 125.26
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
5 127.18 119.61 7.57 6.0% 2.26 1.8% 87% True False 229,003,353
10 127.18 116.20 10.98 8.7% 2.01 1.6% 91% True False 212,439,478
20 128.02 116.20 11.82 9.4% 2.09 1.7% 85% False False 221,430,673
40 129.42 116.20 13.22 10.5% 2.18 1.7% 76% False False 241,523,462
60 129.42 107.43 21.99 17.4% 2.44 1.9% 85% False False 264,802,697
80 129.42 107.43 21.99 17.4% 2.59 2.1% 85% False False 271,921,963
100 134.82 107.43 27.39 21.7% 2.70 2.1% 69% False False 283,801,986
120 135.70 107.43 28.27 22.4% 2.51 2.0% 66% False False 269,681,348
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 0.62
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134.58
2.618 131.74
1.618 130.00
1.000 128.92
0.618 128.26
HIGH 127.18
0.618 126.52
0.500 126.31
0.382 126.10
LOW 125.44
0.618 124.36
1.000 123.70
1.618 122.62
2.618 120.88
4.250 118.05
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 126.31 126.08
PP 126.28 125.94
S1 126.25 125.81

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

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