SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 124.51 124.95 0.44 0.4% 126.83
High 126.37 124.97 -1.40 -1.1% 127.26
Low 124.40 123.16 -1.24 -1.0% 123.65
Close 126.05 124.21 -1.84 -1.5% 126.05
Range 1.97 1.81 -0.16 -8.1% 3.61
ATR 2.49 2.52 0.03 1.2% 0.00
Volume 209,007,438 215,438,484 6,431,046 3.1% 1,089,962,204
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 129.54 128.69 125.21
R3 127.73 126.88 124.71
R2 125.92 125.92 124.54
R1 125.07 125.07 124.38 124.59
PP 124.11 124.11 124.11 123.88
S1 123.26 123.26 124.04 122.78
S2 122.30 122.30 123.88
S3 120.49 121.45 123.71
S4 118.68 119.64 123.21
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
5 127.26 123.16 4.10 3.3% 1.99 1.6% 26% False True 216,103,703
10 127.26 119.61 7.65 6.2% 2.12 1.7% 60% False False 222,553,528
20 127.45 116.20 11.25 9.1% 2.06 1.7% 71% False False 216,484,379
40 129.42 116.20 13.22 10.6% 2.22 1.8% 61% False False 239,931,732
60 129.42 107.43 21.99 17.7% 2.40 1.9% 76% False False 257,681,830
80 129.42 107.43 21.99 17.7% 2.53 2.0% 76% False False 265,479,636
100 134.72 107.43 27.29 22.0% 2.73 2.2% 61% False False 285,722,412
120 135.70 107.43 28.27 22.8% 2.53 2.0% 59% False False 269,767,221
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132.66
2.618 129.71
1.618 127.90
1.000 126.78
0.618 126.09
HIGH 124.97
0.618 124.28
0.500 124.07
0.382 123.85
LOW 123.16
0.618 122.04
1.000 121.35
1.618 120.23
2.618 118.42
4.250 115.47
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 124.16 124.77
PP 124.11 124.58
S1 124.07 124.40

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

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