SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Dec-2011
Day Change Summary
Previous Current
20-Dec-2011 21-Dec-2011 Change Change % Previous Week
Open 122.18 123.93 1.75 1.4% 124.95
High 124.14 124.36 0.22 0.2% 125.57
Low 120.37 122.75 2.38 2.0% 121.30
Close 123.93 124.17 0.24 0.2% 121.59
Range 3.77 1.61 -2.16 -57.3% 4.27
ATR 2.46 2.40 -0.06 -2.5% 0.00
Volume 225,206,969 194,150,172 -31,056,797 -13.8% 1,117,525,437
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 128.59 127.99 125.06
R3 126.98 126.38 124.61
R2 125.37 125.37 124.47
R1 124.77 124.77 124.32 125.07
PP 123.76 123.76 123.76 123.91
S1 123.16 123.16 124.02 123.46
S2 122.15 122.15 123.87
S3 120.54 121.55 123.73
S4 118.93 119.94 123.28
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
5 124.36 120.03 4.33 3.5% 2.11 1.7% 96% True False 204,326,440
10 126.37 120.03 6.34 5.1% 2.15 1.7% 65% False False 216,943,909
20 127.26 116.20 11.06 8.9% 2.10 1.7% 72% False False 213,202,300
40 129.42 116.20 13.22 10.6% 2.18 1.8% 60% False False 233,555,982
60 129.42 107.43 21.99 17.7% 2.33 1.9% 76% False False 246,609,765
80 129.42 107.43 21.99 17.7% 2.42 2.0% 76% False False 258,128,894
100 129.42 107.43 21.99 17.7% 2.75 2.2% 76% False False 285,950,050
120 135.70 107.43 28.27 22.8% 2.55 2.1% 59% False False 270,566,950
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 False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 131.20
2.618 128.57
1.618 126.96
1.000 125.97
0.618 125.35
HIGH 124.36
0.618 123.74
0.500 123.56
0.382 123.37
LOW 122.75
0.618 121.76
1.000 121.14
1.618 120.15
2.618 118.54
4.250 115.91
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 123.97 123.51
PP 123.76 122.85
S1 123.56 122.20

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

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