SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 138.59 137.54 -1.05 -0.8% 141.35
High 138.81 139.25 0.44 0.3% 143.52
Low 137.96 137.36 -0.60 -0.4% 137.55
Close 138.27 137.79 -0.48 -0.3% 138.16
Range 0.85 1.89 1.04 122.4% 5.97
ATR 1.70 1.71 0.01 0.8% 0.00
Volume 97,677,406 123,018,195 25,340,789 25.9% 852,323,305
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 143.80 142.69 138.83
R3 141.91 140.80 138.31
R2 140.02 140.02 138.14
R1 138.91 138.91 137.96 139.47
PP 138.13 138.13 138.13 138.41
S1 137.02 137.02 137.62 137.58
S2 136.24 136.24 137.44
S3 134.35 135.13 137.27
S4 132.46 133.24 136.75
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 157.65 153.88 141.44
R3 151.68 147.91 139.80
R2 145.71 145.71 139.25
R1 141.94 141.94 138.71 140.84
PP 139.74 139.74 139.74 139.20
S1 135.97 135.97 137.61 134.87
S2 133.77 133.77 137.07
S3 127.80 130.00 136.52
S4 121.83 124.03 134.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.68 137.36 4.32 3.1% 1.95 1.4% 10% False True 173,514,479
10 143.72 137.36 6.36 4.6% 1.75 1.3% 7% False True 141,515,500
20 146.52 137.36 9.16 6.6% 1.58 1.1% 5% False True 140,627,079
40 147.19 137.36 9.83 7.1% 1.38 1.0% 4% False True 131,958,130
60 148.11 137.36 10.75 7.8% 1.30 0.9% 4% False True 124,994,463
80 148.11 133.03 15.08 10.9% 1.31 0.9% 32% False False 125,572,982
100 148.11 130.85 17.26 12.5% 1.35 1.0% 40% False False 128,132,960
120 148.11 127.14 20.97 15.2% 1.45 1.1% 51% False False 136,348,440
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147.28
2.618 144.20
1.618 142.31
1.000 141.14
0.618 140.42
HIGH 139.25
0.618 138.53
0.500 138.31
0.382 138.08
LOW 137.36
0.618 136.19
1.000 135.47
1.618 134.30
2.618 132.41
4.250 129.33
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 138.31 138.40
PP 138.13 138.20
S1 137.96 137.99

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

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