SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Dec-2011
Day Change Summary
Previous Current
16-Dec-2011 19-Dec-2011 Change Change % Previous Week
Open 122.23 122.06 -0.17 -0.1% 124.95
High 122.95 122.32 -0.63 -0.5% 125.57
Low 121.30 120.03 -1.27 -1.0% 121.30
Close 121.59 120.29 -1.30 -1.1% 121.59
Range 1.65 2.29 0.64 38.8% 4.27
ATR 2.36 2.36 -0.01 -0.2% 0.00
Volume 220,428,984 182,959,344 -37,469,640 -17.0% 1,117,525,437
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 127.75 126.31 121.55
R3 125.46 124.02 120.92
R2 123.17 123.17 120.71
R1 121.73 121.73 120.50 121.31
PP 120.88 120.88 120.88 120.67
S1 119.44 119.44 120.08 119.02
S2 118.59 118.59 119.87
S3 116.30 117.15 119.66
S4 114.01 114.86 119.03
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
5 125.57 120.03 5.54 4.6% 1.97 1.6% 5% False True 217,009,259
10 127.26 120.03 7.23 6.0% 1.98 1.6% 4% False True 216,556,481
20 127.26 116.20 11.06 9.2% 1.99 1.7% 37% False False 214,497,979
40 129.42 116.20 13.22 11.0% 2.14 1.8% 31% False False 234,854,089
60 129.42 107.43 21.99 18.3% 2.34 1.9% 58% False False 249,152,311
80 129.42 107.43 21.99 18.3% 2.46 2.0% 58% False False 259,142,430
100 130.96 107.43 23.53 19.6% 2.75 2.3% 55% False False 288,080,372
120 135.70 107.43 28.27 23.5% 2.54 2.1% 45% False False 270,620,327
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132.05
2.618 128.32
1.618 126.03
1.000 124.61
0.618 123.74
HIGH 122.32
0.618 121.45
0.500 121.18
0.382 120.90
LOW 120.03
0.618 118.61
1.000 117.74
1.618 116.32
2.618 114.03
4.250 110.30
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 121.18 121.62
PP 120.88 121.17
S1 120.59 120.73

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

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