SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 139.31 140.13 0.82 0.6% 137.90
High 139.57 141.40 1.83 1.3% 141.40
Low 139.03 140.04 1.01 0.7% 136.41
Close 139.45 141.35 1.90 1.4% 141.35
Range 0.54 1.36 0.82 151.9% 4.99
ATR 1.72 1.73 0.02 1.0% 0.00
Volume 81,710,703 65,409,102 -16,301,601 -20.0% 418,422,805
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 145.01 144.54 142.10
R3 143.65 143.18 141.72
R2 142.29 142.29 141.60
R1 141.82 141.82 141.47 142.06
PP 140.93 140.93 140.93 141.05
S1 140.46 140.46 141.23 140.70
S2 139.57 139.57 141.10
S3 138.21 139.10 140.98
S4 136.85 137.74 140.60
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 154.69 153.01 144.09
R3 149.70 148.02 142.72
R2 144.71 144.71 142.26
R1 143.03 143.03 141.81 143.87
PP 139.72 139.72 139.72 140.14
S1 138.04 138.04 140.89 138.88
S2 134.73 134.73 140.44
S3 129.74 133.05 139.98
S4 124.75 128.06 138.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.40 134.70 6.70 4.7% 1.58 1.1% 99% True False 131,581,320
10 141.40 134.70 6.70 4.7% 1.67 1.2% 99% True False 144,929,057
20 143.72 134.70 9.02 6.4% 1.70 1.2% 74% False False 142,167,734
40 147.16 134.70 12.46 8.8% 1.50 1.1% 53% False False 136,704,962
60 148.11 134.70 13.41 9.5% 1.38 1.0% 50% False False 130,667,427
80 148.11 134.70 13.41 9.5% 1.32 0.9% 50% False False 124,790,121
100 148.11 132.60 15.51 11.0% 1.35 1.0% 56% False False 127,287,153
120 148.11 127.14 20.97 14.8% 1.42 1.0% 68% False False 134,315,603
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
4.250 147.18
2.618 144.96
1.618 143.60
1.000 142.76
0.618 142.24
HIGH 141.40
0.618 140.88
0.500 140.72
0.382 140.56
LOW 140.04
0.618 139.20
1.000 138.68
1.618 137.84
2.618 136.48
4.250 134.26
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 141.14 140.81
PP 140.93 140.28
S1 140.72 139.74

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

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