SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 140.91 139.76 -1.15 -0.8% 137.90
High 141.39 141.54 0.15 0.1% 141.40
Low 140.24 139.00 -1.24 -0.9% 136.41
Close 140.33 141.46 1.13 0.8% 141.35
Range 1.15 2.54 1.39 120.9% 4.99
ATR 1.65 1.72 0.06 3.8% 0.00
Volume 128,646,094 177,086,406 48,440,312 37.7% 418,422,805
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 148.29 147.41 142.86
R3 145.75 144.87 142.16
R2 143.21 143.21 141.93
R1 142.33 142.33 141.69 142.77
PP 140.67 140.67 140.67 140.89
S1 139.79 139.79 141.23 140.23
S2 138.13 138.13 140.99
S3 135.59 137.25 140.76
S4 133.05 134.71 140.06
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
5 141.54 139.00 2.54 1.8% 1.35 1.0% 97% True True 110,595,322
10 141.54 134.70 6.84 4.8% 1.69 1.2% 99% True False 143,339,659
20 143.72 134.70 9.02 6.4% 1.72 1.2% 75% False False 142,427,579
40 147.16 134.70 12.46 8.8% 1.53 1.1% 54% False False 136,625,674
60 148.11 134.70 13.41 9.5% 1.42 1.0% 50% False False 133,470,484
80 148.11 134.70 13.41 9.5% 1.32 0.9% 50% False False 124,135,309
100 148.11 132.60 15.51 11.0% 1.36 1.0% 57% False False 127,972,702
120 148.11 130.85 17.26 12.2% 1.42 1.0% 61% False False 133,112,221
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 152.34
2.618 148.19
1.618 145.65
1.000 144.08
0.618 143.11
HIGH 141.54
0.618 140.57
0.500 140.27
0.382 139.97
LOW 139.00
0.618 137.43
1.000 136.46
1.618 134.89
2.618 132.35
4.250 128.21
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 141.06 141.06
PP 140.67 140.67
S1 140.27 140.27

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

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