SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 126.21 125.84 -0.37 -0.3% 119.50
High 127.11 127.26 0.15 0.1% 126.50
Low 125.76 124.97 -0.79 -0.6% 118.82
Close 126.26 126.73 0.47 0.4% 124.86
Range 1.35 2.29 0.94 69.6% 7.68
ATR 2.46 2.45 -0.01 -0.5% 0.00
Volume 178,228,188 237,254,672 59,026,484 33.1% 1,130,354,563
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 133.19 132.25 127.99
R3 130.90 129.96 127.36
R2 128.61 128.61 127.15
R1 127.67 127.67 126.94 128.14
PP 126.32 126.32 126.32 126.56
S1 125.38 125.38 126.52 125.85
S2 124.03 124.03 126.31
S3 121.74 123.09 126.10
S4 119.45 120.80 125.47
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
5 127.26 124.43 2.83 2.2% 1.66 1.3% 81% True False 207,617,762
10 127.26 116.20 11.06 8.7% 2.04 1.6% 95% True False 209,460,690
20 127.45 116.20 11.25 8.9% 2.05 1.6% 94% False False 221,178,720
40 129.42 116.20 13.22 10.4% 2.19 1.7% 80% False False 240,928,194
60 129.42 107.43 21.99 17.4% 2.42 1.9% 88% False False 262,095,859
80 129.42 107.43 21.99 17.4% 2.59 2.0% 88% False False 270,089,053
100 134.82 107.43 27.39 21.6% 2.71 2.1% 70% False False 284,588,810
120 135.70 107.43 28.27 22.3% 2.51 2.0% 68% False False 268,621,176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 136.99
2.618 133.26
1.618 130.97
1.000 129.55
0.618 128.68
HIGH 127.26
0.618 126.39
0.500 126.12
0.382 125.84
LOW 124.97
0.618 123.55
1.000 122.68
1.618 121.26
2.618 118.97
4.250 115.24
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 126.53 126.53
PP 126.32 126.32
S1 126.12 126.12

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

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