SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 125.84 125.90 0.06 0.0% 119.50
High 127.26 126.18 -1.08 -0.8% 126.50
Low 124.97 123.65 -1.32 -1.1% 118.82
Close 126.73 123.95 -2.78 -2.2% 124.86
Range 2.29 2.53 0.24 10.5% 7.68
ATR 2.45 2.49 0.05 1.8% 0.00
Volume 237,254,672 240,589,734 3,335,062 1.4% 1,130,354,563
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 132.18 130.60 125.34
R3 129.65 128.07 124.65
R2 127.12 127.12 124.41
R1 125.54 125.54 124.18 125.07
PP 124.59 124.59 124.59 124.36
S1 123.01 123.01 123.72 122.54
S2 122.06 122.06 123.49
S3 119.53 120.48 123.25
S4 117.00 117.95 122.56
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
5 127.26 123.65 3.61 2.9% 1.93 1.6% 8% False True 220,404,890
10 127.26 116.20 11.06 8.9% 2.03 1.6% 70% False False 211,086,631
20 127.45 116.20 11.25 9.1% 2.03 1.6% 69% False False 216,333,005
40 129.42 116.20 13.22 10.7% 2.20 1.8% 59% False False 239,908,339
60 129.42 107.43 21.99 17.7% 2.40 1.9% 75% False False 260,784,803
80 129.42 107.43 21.99 17.7% 2.60 2.1% 75% False False 269,421,711
100 134.82 107.43 27.39 22.1% 2.72 2.2% 60% False False 285,330,036
120 135.70 107.43 28.27 22.8% 2.52 2.0% 58% False False 269,298,101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 136.93
2.618 132.80
1.618 130.27
1.000 128.71
0.618 127.74
HIGH 126.18
0.618 125.21
0.500 124.92
0.382 124.62
LOW 123.65
0.618 122.09
1.000 121.12
1.618 119.56
2.618 117.03
4.250 112.90
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 124.92 125.46
PP 124.59 124.95
S1 124.27 124.45

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

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