SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 123.03 122.23 -0.80 -0.7% 124.95
High 123.20 122.95 -0.25 -0.2% 125.57
Low 121.99 121.30 -0.69 -0.6% 121.30
Close 122.19 121.59 -0.60 -0.5% 121.59
Range 1.21 1.65 0.44 36.4% 4.27
ATR 2.42 2.36 -0.05 -2.3% 0.00
Volume 198,886,734 220,428,984 21,542,250 10.8% 1,117,525,437
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 126.90 125.89 122.50
R3 125.25 124.24 122.04
R2 123.60 123.60 121.89
R1 122.59 122.59 121.74 122.27
PP 121.95 121.95 121.95 121.79
S1 120.94 120.94 121.44 120.62
S2 120.30 120.30 121.29
S3 118.65 119.29 121.14
S4 117.00 117.64 120.68
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 135.63 132.88 123.94
R3 131.36 128.61 122.76
R2 127.09 127.09 122.37
R1 124.34 124.34 121.98 123.58
PP 122.82 122.82 122.82 122.44
S1 120.07 120.07 121.20 119.31
S2 118.55 118.55 120.81
S3 114.28 115.80 120.42
S4 110.01 111.53 119.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.57 121.30 4.27 3.5% 1.87 1.5% 7% False True 223,505,087
10 127.26 121.30 5.96 4.9% 1.92 1.6% 5% False True 220,748,764
20 127.26 116.20 11.06 9.1% 1.94 1.6% 49% False False 216,116,368
40 129.42 116.20 13.22 10.9% 2.12 1.7% 41% False False 237,252,703
60 129.42 107.43 21.99 18.1% 2.34 1.9% 64% False False 251,222,968
80 129.42 107.43 21.99 18.1% 2.47 2.0% 64% False False 260,754,109
100 131.77 107.43 24.34 20.0% 2.75 2.3% 58% False False 288,319,327
120 135.70 107.43 28.27 23.3% 2.53 2.1% 50% False False 271,130,476
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129.96
2.618 127.27
1.618 125.62
1.000 124.60
0.618 123.97
HIGH 122.95
0.618 122.32
0.500 122.13
0.382 121.93
LOW 121.30
0.618 120.28
1.000 119.65
1.618 118.63
2.618 116.98
4.250 114.29
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 122.13 122.25
PP 121.95 122.03
S1 121.77 121.81

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

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