SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Dec-2011
Day Change Summary
Previous Current
22-Dec-2011 23-Dec-2011 Change Change % Previous Week
Open 124.62 125.67 1.05 0.8% 122.06
High 125.40 126.43 1.03 0.8% 126.43
Low 124.23 125.41 1.18 0.9% 120.03
Close 125.27 126.39 1.12 0.9% 126.39
Range 1.17 1.02 -0.15 -12.8% 6.40
ATR 2.32 2.24 -0.08 -3.6% 0.00
Volume 119,166,523 92,152,781 -27,013,742 -22.7% 813,635,789
Daily Pivots for day following 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 129.14 128.78 126.95
R3 128.12 127.76 126.67
R2 127.10 127.10 126.58
R1 126.74 126.74 126.48 126.92
PP 126.08 126.08 126.08 126.17
S1 125.72 125.72 126.30 125.90
S2 125.06 125.06 126.20
S3 124.04 124.70 126.11
S4 123.02 123.68 125.83
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 143.48 141.34 129.91
R3 137.08 134.94 128.15
R2 130.68 130.68 127.56
R1 128.54 128.54 126.98 129.61
PP 124.28 124.28 124.28 124.82
S1 122.14 122.14 125.80 123.21
S2 117.88 117.88 125.22
S3 111.48 115.74 124.63
S4 105.08 109.34 122.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.43 120.03 6.40 5.1% 1.97 1.6% 99% True False 162,727,157
10 126.43 120.03 6.40 5.1% 1.92 1.5% 99% True False 193,116,122
20 127.26 118.82 8.44 6.7% 2.00 1.6% 90% False False 207,573,899
40 128.85 116.20 12.65 10.0% 2.04 1.6% 81% False False 221,870,197
60 129.42 107.43 21.99 17.4% 2.24 1.8% 86% False False 240,389,599
80 129.42 107.43 21.99 17.4% 2.38 1.9% 86% False False 253,986,086
100 129.42 107.43 21.99 17.4% 2.71 2.1% 86% False False 280,891,274
120 135.70 107.43 28.27 22.4% 2.56 2.0% 67% False False 269,750,465
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 130.77
2.618 129.10
1.618 128.08
1.000 127.45
0.618 127.06
HIGH 126.43
0.618 126.04
0.500 125.92
0.382 125.80
LOW 125.41
0.618 124.78
1.000 124.39
1.618 123.76
2.618 122.74
4.250 121.08
Fisher Pivots for day following 23-Dec-2011
Pivot 1 day 3 day
R1 126.23 125.79
PP 126.08 125.19
S1 125.92 124.59

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

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