SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 122.56 123.03 0.47 0.4% 126.83
High 123.03 123.20 0.17 0.1% 127.26
Low 121.47 121.99 0.52 0.4% 123.65
Close 121.74 122.19 0.45 0.4% 126.05
Range 1.56 1.21 -0.35 -22.4% 3.61
ATR 2.49 2.42 -0.07 -3.0% 0.00
Volume 238,110,922 198,886,734 -39,224,188 -16.5% 1,089,962,204
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 126.09 125.35 122.86
R3 124.88 124.14 122.52
R2 123.67 123.67 122.41
R1 122.93 122.93 122.30 122.70
PP 122.46 122.46 122.46 122.34
S1 121.72 121.72 122.08 121.49
S2 121.25 121.25 121.97
S3 120.04 120.51 121.86
S4 118.83 119.30 121.52
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% 1.93 1.6% 15% False False 221,220,778
10 127.26 121.47 5.79 4.7% 1.93 1.6% 12% False False 220,812,834
20 127.26 116.20 11.06 9.1% 2.01 1.6% 54% False False 221,630,363
40 129.42 116.20 13.22 10.8% 2.14 1.7% 45% False False 238,290,514
60 129.42 107.43 21.99 18.0% 2.36 1.9% 67% False False 256,110,978
80 129.42 107.43 21.99 18.0% 2.48 2.0% 67% False False 261,078,396
100 132.63 107.43 25.20 20.6% 2.75 2.3% 59% False False 288,602,771
120 135.70 107.43 28.27 23.1% 2.53 2.1% 52% False False 270,613,820
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 128.34
2.618 126.37
1.618 125.16
1.000 124.41
0.618 123.95
HIGH 123.20
0.618 122.74
0.500 122.60
0.382 122.45
LOW 121.99
0.618 121.24
1.000 120.78
1.618 120.03
2.618 118.82
4.250 116.85
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 122.60 123.52
PP 122.46 123.08
S1 122.33 122.63

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

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