SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 126.17 126.51 0.34 0.3% 122.06
High 126.82 126.53 -0.29 -0.2% 126.43
Low 126.06 124.73 -1.33 -1.1% 120.03
Close 126.49 124.83 -1.66 -1.3% 126.39
Range 0.76 1.80 1.04 136.8% 6.40
ATR 2.13 2.11 -0.02 -1.1% 0.00
Volume 85,831,508 119,000,992 33,169,484 38.6% 813,635,789
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 130.76 129.60 125.82
R3 128.96 127.80 125.33
R2 127.16 127.16 125.16
R1 126.00 126.00 125.00 125.68
PP 125.36 125.36 125.36 125.21
S1 124.20 124.20 124.67 123.88
S2 123.56 123.56 124.50
S3 121.76 122.40 124.34
S4 119.96 120.60 123.84
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
5 126.82 122.75 4.07 3.3% 1.27 1.0% 51% False False 122,060,395
10 126.82 120.03 6.79 5.4% 1.68 1.3% 71% False False 167,589,492
20 127.26 120.00 7.26 5.8% 1.99 1.6% 67% False False 197,354,668
40 128.02 116.20 11.82 9.5% 2.00 1.6% 73% False False 215,651,821
60 129.42 107.43 21.99 17.6% 2.18 1.7% 79% False False 232,916,818
80 129.42 107.43 21.99 17.6% 2.34 1.9% 79% False False 250,172,846
100 129.42 107.43 21.99 17.6% 2.64 2.1% 79% False False 272,955,836
120 134.82 107.43 27.39 21.9% 2.55 2.0% 64% False False 268,437,488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 134.18
2.618 131.24
1.618 129.44
1.000 128.33
0.618 127.64
HIGH 126.53
0.618 125.84
0.500 125.63
0.382 125.42
LOW 124.73
0.618 123.62
1.000 122.93
1.618 121.82
2.618 120.02
4.250 117.08
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 125.63 125.78
PP 125.36 125.46
S1 125.10 125.15

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

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