SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Dec-2011
Day Change Summary
Previous Current
29-Dec-2011 30-Dec-2011 Change Change % Previous Week
Open 125.24 126.02 0.78 0.6% 126.17
High 126.25 126.33 0.08 0.1% 126.82
Low 124.86 125.50 0.64 0.5% 124.73
Close 126.12 125.50 -0.62 -0.5% 125.50
Range 1.39 0.83 -0.56 -40.3% 2.09
ATR 2.06 1.97 -0.09 -4.3% 0.00
Volume 123,428,195 95,431,047 -27,997,148 -22.7% 423,691,742
Daily Pivots for day following 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 128.27 127.71 125.96
R3 127.44 126.88 125.73
R2 126.61 126.61 125.65
R1 126.05 126.05 125.58 125.92
PP 125.78 125.78 125.78 125.71
S1 125.22 125.22 125.42 125.09
S2 124.95 124.95 125.35
S3 124.12 124.39 125.27
S4 123.29 123.56 125.04
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 131.95 130.82 126.65
R3 129.86 128.73 126.07
R2 127.77 127.77 125.88
R1 126.64 126.64 125.69 126.16
PP 125.68 125.68 125.68 125.45
S1 124.55 124.55 125.31 124.07
S2 123.59 123.59 125.12
S3 121.50 122.46 124.93
S4 119.41 120.37 124.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.82 124.73 2.09 1.7% 1.16 0.9% 37% False False 103,168,904
10 126.82 120.03 6.79 5.4% 1.63 1.3% 81% False False 145,775,651
20 127.26 120.03 7.23 5.8% 1.78 1.4% 76% False False 183,294,243
40 128.02 116.20 11.82 9.4% 1.96 1.6% 79% False False 204,606,776
60 129.42 113.51 15.91 12.7% 2.08 1.7% 75% False False 224,185,818
80 129.42 107.43 21.99 17.5% 2.31 1.8% 82% False False 246,726,449
100 129.42 107.43 21.99 17.5% 2.51 2.0% 82% False False 261,021,919
120 134.82 107.43 27.39 21.8% 2.55 2.0% 66% False False 266,874,407
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129.86
2.618 128.50
1.618 127.67
1.000 127.16
0.618 126.84
HIGH 126.33
0.618 126.01
0.500 125.92
0.382 125.82
LOW 125.50
0.618 124.99
1.000 124.67
1.618 124.16
2.618 123.33
4.250 121.97
Fisher Pivots for day following 30-Dec-2011
Pivot 1 day 3 day
R1 125.92 125.63
PP 125.78 125.59
S1 125.64 125.54

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

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