SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 141.37 141.37 0.00 0.0% 140.65
High 142.16 142.04 -0.12 -0.1% 142.51
Low 140.37 141.16 0.79 0.6% 139.00
Close 141.50 141.98 0.48 0.3% 142.16
Range 1.79 0.88 -0.91 -50.8% 3.51
ATR 1.58 1.53 -0.05 -3.2% 0.00
Volume 147,300,406 103,220,500 -44,079,906 -29.9% 693,510,805
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 144.37 144.05 142.46
R3 143.49 143.17 142.22
R2 142.61 142.61 142.14
R1 142.29 142.29 142.06 142.45
PP 141.73 141.73 141.73 141.81
S1 141.41 141.41 141.90 141.57
S2 140.85 140.85 141.82
S3 139.97 140.53 141.74
S4 139.09 139.65 141.50
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 151.75 150.47 144.09
R3 148.24 146.96 143.13
R2 144.73 144.73 142.80
R1 143.45 143.45 142.48 144.09
PP 141.22 141.22 141.22 141.55
S1 139.94 139.94 141.84 140.58
S2 137.71 137.71 141.52
S3 134.20 136.43 141.19
S4 130.69 132.92 140.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.92 140.37 2.55 1.8% 1.20 0.8% 63% False False 127,873,560
10 142.92 139.00 3.92 2.8% 1.34 0.9% 76% False False 126,171,950
20 142.92 134.70 8.22 5.8% 1.56 1.1% 89% False False 141,355,909
40 146.52 134.70 11.82 8.3% 1.52 1.1% 62% False False 138,932,379
60 148.11 134.70 13.41 9.4% 1.42 1.0% 54% False False 134,563,721
80 148.11 134.70 13.41 9.4% 1.32 0.9% 54% False False 126,102,061
100 148.11 133.03 15.08 10.6% 1.34 0.9% 59% False False 127,487,983
120 148.11 130.85 17.26 12.2% 1.38 1.0% 64% False False 130,678,250
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 145.78
2.618 144.34
1.618 143.46
1.000 142.92
0.618 142.58
HIGH 142.04
0.618 141.70
0.500 141.60
0.382 141.50
LOW 141.16
0.618 140.62
1.000 140.28
1.618 139.74
2.618 138.86
4.250 137.42
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 141.85 141.74
PP 141.73 141.50
S1 141.60 141.27

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

View Archives - Comment on this page... - Back to Index of Symbols