SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 142.28 141.66 -0.62 -0.4% 141.85
High 143.52 141.68 -1.84 -1.3% 143.72
Low 142.13 139.06 -3.07 -2.2% 140.68
Close 142.96 139.72 -3.24 -2.3% 141.56
Range 1.39 2.62 1.23 88.5% 3.04
ATR 1.53 1.70 0.17 11.1% 0.00
Volume 107,068,102 264,304,406 157,236,304 146.9% 342,136,094
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 148.01 146.49 141.16
R3 145.39 143.87 140.44
R2 142.77 142.77 140.20
R1 141.25 141.25 139.96 140.70
PP 140.15 140.15 140.15 139.88
S1 138.63 138.63 139.48 138.08
S2 137.53 137.53 139.24
S3 134.91 136.01 139.00
S4 132.29 133.39 138.28
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
5 143.72 139.06 4.66 3.3% 1.81 1.3% 14% False True 141,689,701
10 143.72 139.06 4.66 3.3% 1.61 1.2% 14% False True 140,460,310
20 146.52 139.06 7.46 5.3% 1.49 1.1% 9% False True 136,508,850
40 148.11 139.06 9.05 6.5% 1.35 1.0% 7% False True 131,167,626
60 148.11 139.06 9.05 6.5% 1.24 0.9% 7% False True 121,017,445
80 148.11 133.03 15.08 10.8% 1.29 0.9% 44% False False 124,021,001
100 148.11 130.85 17.26 12.4% 1.34 1.0% 51% False False 128,542,719
120 148.11 127.14 20.97 15.0% 1.46 1.0% 60% False False 139,176,073
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 152.82
2.618 148.54
1.618 145.92
1.000 144.30
0.618 143.30
HIGH 141.68
0.618 140.68
0.500 140.37
0.382 140.06
LOW 139.06
0.618 137.44
1.000 136.44
1.618 134.82
2.618 132.20
4.250 127.93
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 140.37 141.29
PP 140.15 140.77
S1 139.94 140.24

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

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