SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Nov-2012
Day Change Summary
Previous Current
07-Nov-2012 08-Nov-2012 Change Change % Previous Week
Open 141.66 139.70 -1.96 -1.4% 141.85
High 141.68 140.41 -1.27 -0.9% 143.72
Low 139.06 137.93 -1.13 -0.8% 140.68
Close 139.72 138.04 -1.68 -1.2% 141.56
Range 2.62 2.48 -0.14 -5.3% 3.04
ATR 1.70 1.75 0.06 3.3% 0.00
Volume 264,304,406 181,517,203 -82,787,203 -31.3% 342,136,094
Daily Pivots for day following 08-Nov-2012
Classic Woodie Camarilla DeMark
R4 146.23 144.62 139.40
R3 143.75 142.14 138.72
R2 141.27 141.27 138.49
R1 139.66 139.66 138.27 139.23
PP 138.79 138.79 138.79 138.58
S1 137.18 137.18 137.81 136.75
S2 136.31 136.31 137.59
S3 133.83 134.70 137.36
S4 131.35 132.22 136.68
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
5 143.72 137.93 5.79 4.2% 2.01 1.5% 2% False True 157,794,042
10 143.72 137.93 5.79 4.2% 1.73 1.3% 2% False True 139,406,410
20 146.52 137.93 8.59 6.2% 1.54 1.1% 1% False True 138,141,070
40 148.11 137.93 10.18 7.4% 1.39 1.0% 1% False True 133,486,559
60 148.11 137.93 10.18 7.4% 1.27 0.9% 1% False True 122,719,678
80 148.11 133.03 15.08 10.9% 1.31 0.9% 33% False False 125,072,071
100 148.11 130.85 17.26 12.5% 1.36 1.0% 42% False False 128,664,573
120 148.11 127.14 20.97 15.2% 1.46 1.1% 52% False False 138,623,679
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 150.95
2.618 146.90
1.618 144.42
1.000 142.89
0.618 141.94
HIGH 140.41
0.618 139.46
0.500 139.17
0.382 138.88
LOW 137.93
0.618 136.40
1.000 135.45
1.618 133.92
2.618 131.44
4.250 127.39
Fisher Pivots for day following 08-Nov-2012
Pivot 1 day 3 day
R1 139.17 140.73
PP 138.79 139.83
S1 138.42 138.94

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

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