SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 125.90 124.51 -1.39 -1.1% 126.83
High 126.18 126.37 0.19 0.2% 127.26
Low 123.65 124.40 0.75 0.6% 123.65
Close 123.95 126.05 2.10 1.7% 126.05
Range 2.53 1.97 -0.56 -22.1% 3.61
ATR 2.49 2.49 -0.01 -0.2% 0.00
Volume 240,589,734 209,007,438 -31,582,296 -13.1% 1,089,962,204
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 131.52 130.75 127.13
R3 129.55 128.78 126.59
R2 127.58 127.58 126.41
R1 126.81 126.81 126.23 127.20
PP 125.61 125.61 125.61 125.80
S1 124.84 124.84 125.87 125.23
S2 123.64 123.64 125.69
S3 121.67 122.87 125.51
S4 119.70 120.90 124.97
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 136.48 134.88 128.04
R3 132.87 131.27 127.04
R2 129.26 129.26 126.71
R1 127.66 127.66 126.38 126.66
PP 125.65 125.65 125.65 125.15
S1 124.05 124.05 125.72 123.05
S2 122.04 122.04 125.39
S3 118.43 120.44 125.06
S4 114.82 116.83 124.06
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% 1.98 1.6% 66% False False 217,992,440
10 127.26 118.82 8.44 6.7% 2.08 1.6% 86% False False 222,031,676
20 127.45 116.20 11.25 8.9% 2.03 1.6% 88% False False 215,207,088
40 129.42 116.20 13.22 10.5% 2.21 1.8% 75% False False 239,828,428
60 129.42 107.43 21.99 17.4% 2.40 1.9% 85% False False 258,825,274
80 129.42 107.43 21.99 17.4% 2.59 2.1% 85% False False 269,191,343
100 134.82 107.43 27.39 21.7% 2.73 2.2% 68% False False 286,056,547
120 135.70 107.43 28.27 22.4% 2.52 2.0% 66% False False 269,433,523
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.57
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134.74
2.618 131.53
1.618 129.56
1.000 128.34
0.618 127.59
HIGH 126.37
0.618 125.62
0.500 125.39
0.382 125.15
LOW 124.40
0.618 123.18
1.000 122.43
1.618 121.21
2.618 119.24
4.250 116.03
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 125.83 125.85
PP 125.61 125.65
S1 125.39 125.46

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

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