SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 137.54 138.21 0.67 0.5% 141.35
High 139.25 138.43 -0.82 -0.6% 143.52
Low 137.36 135.62 -1.74 -1.3% 137.55
Close 137.79 135.93 -1.86 -1.3% 138.16
Range 1.89 2.81 0.92 48.7% 5.97
ATR 1.71 1.79 0.08 4.6% 0.00
Volume 123,018,195 191,504,891 68,486,696 55.7% 852,323,305
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 145.09 143.32 137.48
R3 142.28 140.51 136.70
R2 139.47 139.47 136.45
R1 137.70 137.70 136.19 137.18
PP 136.66 136.66 136.66 136.40
S1 134.89 134.89 135.67 134.37
S2 133.85 133.85 135.41
S3 131.04 132.08 135.16
S4 128.23 129.27 134.38
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
5 140.41 135.62 4.79 3.5% 1.98 1.5% 6% False True 158,954,576
10 143.72 135.62 8.10 6.0% 1.90 1.4% 4% False True 150,322,139
20 146.52 135.62 10.90 8.0% 1.65 1.2% 3% False True 144,817,874
40 147.17 135.62 11.55 8.5% 1.43 1.1% 3% False True 133,760,059
60 148.11 135.62 12.49 9.2% 1.34 1.0% 2% False True 126,672,987
80 148.11 133.03 15.08 11.1% 1.33 1.0% 19% False False 126,180,947
100 148.11 130.85 17.26 12.7% 1.34 1.0% 29% False False 127,996,101
120 148.11 127.14 20.97 15.4% 1.45 1.1% 42% False False 136,238,283
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 0.22
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 150.37
2.618 145.79
1.618 142.98
1.000 141.24
0.618 140.17
HIGH 138.43
0.618 137.36
0.500 137.03
0.382 136.69
LOW 135.62
0.618 133.88
1.000 132.81
1.618 131.07
2.618 128.26
4.250 123.68
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 137.03 137.44
PP 136.66 136.93
S1 136.30 136.43

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

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