SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary
Previous Current
28-Dec-2011 29-Dec-2011 Change Change % Previous Week
Open 126.51 125.24 -1.27 -1.0% 122.06
High 126.53 126.25 -0.28 -0.2% 126.43
Low 124.73 124.86 0.13 0.1% 120.03
Close 124.83 126.12 1.29 1.0% 126.39
Range 1.80 1.39 -0.41 -22.8% 6.40
ATR 2.11 2.06 -0.05 -2.3% 0.00
Volume 119,000,992 123,428,195 4,427,203 3.7% 813,635,789
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 129.91 129.41 126.88
R3 128.52 128.02 126.50
R2 127.13 127.13 126.37
R1 126.63 126.63 126.25 126.88
PP 125.74 125.74 125.74 125.87
S1 125.24 125.24 125.99 125.49
S2 124.35 124.35 125.87
S3 122.96 123.85 125.74
S4 121.57 122.46 125.36
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
5 126.82 124.23 2.59 2.1% 1.23 1.0% 73% False False 107,915,999
10 126.82 120.03 6.79 5.4% 1.67 1.3% 90% False False 156,121,220
20 127.26 120.03 7.23 5.7% 1.80 1.4% 84% False False 187,355,395
40 128.02 116.20 11.82 9.4% 1.98 1.6% 84% False False 208,347,508
60 129.42 111.58 17.84 14.1% 2.11 1.7% 82% False False 227,327,796
80 129.42 107.43 21.99 17.4% 2.32 1.8% 85% False False 248,152,732
100 129.42 107.43 21.99 17.4% 2.57 2.0% 85% False False 267,167,477
120 134.82 107.43 27.39 21.7% 2.55 2.0% 68% False False 267,835,519
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132.16
2.618 129.89
1.618 128.50
1.000 127.64
0.618 127.11
HIGH 126.25
0.618 125.72
0.500 125.56
0.382 125.39
LOW 124.86
0.618 124.00
1.000 123.47
1.618 122.61
2.618 121.22
4.250 118.95
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 125.93 126.01
PP 125.74 125.89
S1 125.56 125.78

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

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