SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 141.35 142.28 0.93 0.7% 141.85
High 142.17 143.52 1.35 0.9% 143.72
Low 140.93 142.13 1.20 0.9% 140.68
Close 141.85 142.96 1.11 0.8% 141.56
Range 1.24 1.39 0.15 12.1% 3.04
ATR 1.52 1.53 0.01 0.7% 0.00
Volume 98,378,406 107,068,102 8,689,696 8.8% 342,136,094
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 147.04 146.39 143.72
R3 145.65 145.00 143.34
R2 144.26 144.26 143.21
R1 143.61 143.61 143.09 143.94
PP 142.87 142.87 142.87 143.03
S1 142.22 142.22 142.83 142.55
S2 141.48 141.48 142.71
S3 140.09 140.83 142.58
S4 138.70 139.44 142.20
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 151.11 149.37 143.23
R3 148.07 146.33 142.40
R2 145.03 145.03 142.12
R1 143.29 143.29 141.84 142.64
PP 141.99 141.99 141.99 141.66
S1 140.25 140.25 141.28 139.60
S2 138.95 138.95 141.00
S3 135.91 137.21 140.72
S4 132.87 134.17 139.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.72 140.68 3.04 2.1% 1.56 1.1% 75% False False 109,516,520
10 143.72 140.39 3.33 2.3% 1.49 1.0% 77% False False 126,587,729
20 146.52 140.39 6.13 4.3% 1.40 1.0% 42% False False 127,214,404
40 148.11 140.39 7.72 5.4% 1.31 0.9% 33% False False 126,721,476
60 148.11 139.81 8.30 5.8% 1.22 0.9% 38% False False 118,275,037
80 148.11 133.03 15.08 10.5% 1.28 0.9% 66% False False 122,337,498
100 148.11 130.85 17.26 12.1% 1.34 0.9% 70% False False 128,205,187
120 148.11 127.14 20.97 14.7% 1.45 1.0% 75% False False 138,699,111
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 149.43
2.618 147.16
1.618 145.77
1.000 144.91
0.618 144.38
HIGH 143.52
0.618 142.99
0.500 142.83
0.382 142.66
LOW 142.13
0.618 141.27
1.000 140.74
1.618 139.88
2.618 138.49
4.250 136.22
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 142.92 142.75
PP 142.87 142.54
S1 142.83 142.33

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

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