SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Nov-2012
Day Change Summary
Previous Current
16-Nov-2012 19-Nov-2012 Change Change % Previous Week
Open 135.90 137.90 2.00 1.5% 138.59
High 136.64 139.15 2.51 1.8% 139.25
Low 134.70 136.41 1.71 1.3% 134.70
Close 136.37 139.13 2.76 2.0% 136.37
Range 1.94 2.74 0.80 41.2% 4.55
ATR 1.77 1.84 0.07 4.1% 0.00
Volume 239,483,797 151,495,703 -87,988,094 -36.7% 829,812,586
Daily Pivots for day following 19-Nov-2012
Classic Woodie Camarilla DeMark
R4 146.45 145.53 140.64
R3 143.71 142.79 139.88
R2 140.97 140.97 139.63
R1 140.05 140.05 139.38 140.51
PP 138.23 138.23 138.23 138.46
S1 137.31 137.31 138.88 137.77
S2 135.49 135.49 138.63
S3 132.75 134.57 138.38
S4 130.01 131.83 137.62
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 150.42 147.95 138.87
R3 145.87 143.40 137.62
R2 141.32 141.32 137.20
R1 138.85 138.85 136.79 137.81
PP 136.77 136.77 136.77 136.26
S1 134.30 134.30 135.95 133.26
S2 132.22 132.22 135.54
S3 127.67 129.75 135.12
S4 123.12 125.20 133.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.25 134.70 4.55 3.3% 2.14 1.5% 97% False False 176,726,176
10 143.52 134.70 8.82 6.3% 1.99 1.4% 50% False False 173,525,318
20 145.56 134.70 10.86 7.8% 1.80 1.3% 41% False False 153,985,373
40 147.16 134.70 12.46 9.0% 1.52 1.1% 36% False False 138,471,395
60 148.11 134.70 13.41 9.6% 1.38 1.0% 33% False False 130,878,016
80 148.11 134.70 13.41 9.6% 1.34 1.0% 33% False False 127,702,752
100 148.11 131.28 16.83 12.1% 1.37 1.0% 47% False False 129,510,501
120 148.11 127.14 20.97 15.1% 1.46 1.0% 57% False False 137,186,415
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.41
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 150.80
2.618 146.32
1.618 143.58
1.000 141.89
0.618 140.84
HIGH 139.15
0.618 138.10
0.500 137.78
0.382 137.46
LOW 136.41
0.618 134.72
1.000 133.67
1.618 131.98
2.618 129.24
4.250 124.77
Fisher Pivots for day following 19-Nov-2012
Pivot 1 day 3 day
R1 138.68 138.40
PP 138.23 137.66
S1 137.78 136.93

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

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