SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 126.83 126.21 -0.62 -0.5% 119.50
High 127.18 127.11 -0.07 -0.1% 126.50
Low 125.44 125.76 0.32 0.3% 118.82
Close 126.22 126.26 0.04 0.0% 124.86
Range 1.74 1.35 -0.39 -22.4% 7.68
ATR 2.55 2.46 -0.09 -3.4% 0.00
Volume 224,882,172 178,228,188 -46,653,984 -20.7% 1,130,354,563
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 130.43 129.69 127.00
R3 129.08 128.34 126.63
R2 127.73 127.73 126.51
R1 126.99 126.99 126.38 127.36
PP 126.38 126.38 126.38 126.56
S1 125.64 125.64 126.14 126.01
S2 125.03 125.03 126.01
S3 123.68 124.29 125.89
S4 122.33 122.94 125.52
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
5 127.18 120.00 7.18 5.7% 2.25 1.8% 87% False False 224,849,559
10 127.18 116.20 10.98 8.7% 1.97 1.6% 92% False False 207,348,634
20 128.02 116.20 11.82 9.4% 2.05 1.6% 85% False False 220,532,741
40 129.42 116.20 13.22 10.5% 2.16 1.7% 76% False False 240,220,940
60 129.42 107.43 21.99 17.4% 2.42 1.9% 86% False False 262,680,820
80 129.42 107.43 21.99 17.4% 2.59 2.0% 86% False False 270,228,550
100 134.82 107.43 27.39 21.7% 2.70 2.1% 69% False False 283,383,681
120 135.70 107.43 28.27 22.4% 2.51 2.0% 67% False False 268,601,165
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132.85
2.618 130.64
1.618 129.29
1.000 128.46
0.618 127.94
HIGH 127.11
0.618 126.59
0.500 126.44
0.382 126.28
LOW 125.76
0.618 124.93
1.000 124.41
1.618 123.58
2.618 122.23
4.250 120.02
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 126.44 126.17
PP 126.38 126.07
S1 126.32 125.98

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

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