SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 138.21 135.98 -2.23 -1.6% 141.35
High 138.43 136.49 -1.94 -1.4% 143.52
Low 135.62 135.18 -0.44 -0.3% 137.55
Close 135.93 135.70 -0.23 -0.2% 138.16
Range 2.81 1.31 -1.50 -53.4% 5.97
ATR 1.79 1.76 -0.03 -1.9% 0.00
Volume 191,504,891 178,128,297 -13,376,594 -7.0% 852,323,305
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 139.72 139.02 136.42
R3 138.41 137.71 136.06
R2 137.10 137.10 135.94
R1 136.40 136.40 135.82 136.10
PP 135.79 135.79 135.79 135.64
S1 135.09 135.09 135.58 134.79
S2 134.48 134.48 135.46
S3 133.17 133.78 135.34
S4 131.86 132.47 134.98
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
5 139.44 135.18 4.26 3.1% 1.75 1.3% 12% False True 158,276,795
10 143.72 135.18 8.54 6.3% 1.88 1.4% 6% False True 158,035,418
20 146.52 135.18 11.34 8.4% 1.67 1.2% 5% False True 148,283,519
40 147.17 135.18 11.99 8.8% 1.45 1.1% 4% False True 135,755,104
60 148.11 135.18 12.93 9.5% 1.35 1.0% 4% False True 128,338,107
80 148.11 133.03 15.08 11.1% 1.33 1.0% 18% False False 126,594,043
100 148.11 130.85 17.26 12.7% 1.35 1.0% 28% False False 128,477,680
120 148.11 127.14 20.97 15.5% 1.45 1.1% 41% False False 136,329,226
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 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142.06
2.618 139.92
1.618 138.61
1.000 137.80
0.618 137.30
HIGH 136.49
0.618 135.99
0.500 135.84
0.382 135.68
LOW 135.18
0.618 134.37
1.000 133.87
1.618 133.06
2.618 131.75
4.250 129.61
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 135.84 137.22
PP 135.79 136.71
S1 135.75 136.21

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

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