SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 138.91 139.31 0.40 0.3% 138.59
High 139.42 139.57 0.15 0.1% 139.25
Low 138.08 139.03 0.95 0.7% 134.70
Close 139.19 139.45 0.26 0.2% 136.37
Range 1.34 0.54 -0.80 -59.7% 4.55
ATR 1.81 1.72 -0.09 -5.0% 0.00
Volume 119,807,297 81,710,703 -38,096,594 -31.8% 829,812,586
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 140.97 140.75 139.75
R3 140.43 140.21 139.60
R2 139.89 139.89 139.55
R1 139.67 139.67 139.50 139.78
PP 139.35 139.35 139.35 139.41
S1 139.13 139.13 139.40 139.24
S2 138.81 138.81 139.35
S3 138.27 138.59 139.30
S4 137.73 138.05 139.15
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
5 139.57 134.70 4.87 3.5% 1.57 1.1% 98% True False 154,125,159
10 140.41 134.70 5.71 4.1% 1.78 1.3% 83% False False 156,539,868
20 143.72 134.70 9.02 6.5% 1.69 1.2% 53% False False 148,500,089
40 147.16 134.70 12.46 8.9% 1.52 1.1% 38% False False 138,398,862
60 148.11 134.70 13.41 9.6% 1.37 1.0% 35% False False 130,722,616
80 148.11 134.70 13.41 9.6% 1.31 0.9% 35% False False 125,307,012
100 148.11 132.60 15.51 11.1% 1.35 1.0% 44% False False 128,754,649
120 148.11 127.14 20.97 15.0% 1.44 1.0% 59% False False 135,879,953
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.47
Narrowest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 141.87
2.618 140.98
1.618 140.44
1.000 140.11
0.618 139.90
HIGH 139.57
0.618 139.36
0.500 139.30
0.382 139.24
LOW 139.03
0.618 138.70
1.000 138.49
1.618 138.16
2.618 137.62
4.250 136.74
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 139.40 138.96
PP 139.35 138.48
S1 139.30 137.99

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

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