SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 124.85 122.56 -2.29 -1.8% 126.83
High 125.57 123.03 -2.54 -2.0% 127.26
Low 122.45 121.47 -0.98 -0.8% 123.65
Close 123.05 121.74 -1.31 -1.1% 126.05
Range 3.12 1.56 -1.56 -50.0% 3.61
ATR 2.56 2.49 -0.07 -2.7% 0.00
Volume 244,660,313 238,110,922 -6,549,391 -2.7% 1,089,962,204
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 126.76 125.81 122.60
R3 125.20 124.25 122.17
R2 123.64 123.64 122.03
R1 122.69 122.69 121.88 122.39
PP 122.08 122.08 122.08 121.93
S1 121.13 121.13 121.60 120.83
S2 120.52 120.52 121.45
S3 118.96 119.57 121.31
S4 117.40 118.01 120.88
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
5 126.37 121.47 4.90 4.0% 2.20 1.8% 6% False True 229,561,378
10 127.26 121.47 5.79 4.8% 1.93 1.6% 5% False True 218,589,570
20 127.26 116.20 11.06 9.1% 2.07 1.7% 50% False False 223,449,364
40 129.42 116.20 13.22 10.9% 2.17 1.8% 42% False False 238,982,074
60 129.42 107.43 21.99 18.1% 2.41 2.0% 65% False False 258,063,878
80 129.42 107.43 21.99 18.1% 2.51 2.1% 65% False False 262,727,285
100 133.96 107.43 26.53 21.8% 2.75 2.3% 54% False False 287,926,335
120 135.70 107.43 28.27 23.2% 2.53 2.1% 51% False False 270,346,555
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.41
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 129.66
2.618 127.11
1.618 125.55
1.000 124.59
0.618 123.99
HIGH 123.03
0.618 122.43
0.500 122.25
0.382 122.07
LOW 121.47
0.618 120.51
1.000 119.91
1.618 118.95
2.618 117.39
4.250 114.84
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 122.25 123.52
PP 122.08 122.93
S1 121.91 122.33

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

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