SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 140.13 140.65 0.52 0.4% 137.90
High 141.40 141.36 -0.04 0.0% 141.40
Low 140.04 140.19 0.15 0.1% 136.41
Close 141.35 141.05 -0.30 -0.2% 141.35
Range 1.36 1.17 -0.19 -14.0% 4.99
ATR 1.73 1.69 -0.04 -2.3% 0.00
Volume 65,409,102 100,124,305 34,715,203 53.1% 418,422,805
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 144.38 143.88 141.69
R3 143.21 142.71 141.37
R2 142.04 142.04 141.26
R1 141.54 141.54 141.16 141.79
PP 140.87 140.87 140.87 140.99
S1 140.37 140.37 140.94 140.62
S2 139.70 139.70 140.84
S3 138.53 139.20 140.73
S4 137.36 138.03 140.41
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
5 141.40 136.41 4.99 3.5% 1.43 1.0% 93% False False 103,709,422
10 141.40 134.70 6.70 4.8% 1.60 1.1% 95% False False 134,835,969
20 143.72 134.70 9.02 6.4% 1.69 1.2% 70% False False 141,164,989
40 147.16 134.70 12.46 8.8% 1.50 1.1% 51% False False 135,545,519
60 148.11 134.70 13.41 9.5% 1.39 1.0% 47% False False 131,074,876
80 148.11 134.70 13.41 9.5% 1.32 0.9% 47% False False 124,535,058
100 148.11 132.60 15.51 11.0% 1.35 1.0% 54% False False 126,994,854
120 148.11 127.78 20.33 14.4% 1.42 1.0% 65% False False 133,462,912
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.33
2.618 144.42
1.618 143.25
1.000 142.53
0.618 142.08
HIGH 141.36
0.618 140.91
0.500 140.78
0.382 140.64
LOW 140.19
0.618 139.47
1.000 139.02
1.618 138.30
2.618 137.13
4.250 135.22
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 140.96 140.77
PP 140.87 140.49
S1 140.78 140.22

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

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