SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Dec-2012
Day Change Summary
Previous Current
10-Dec-2012 11-Dec-2012 Change Change % Previous Week
Open 142.21 143.06 0.85 0.6% 142.80
High 142.81 144.11 1.30 0.9% 142.92
Low 142.15 142.99 0.84 0.6% 140.37
Close 142.47 143.44 0.97 0.7% 142.42
Range 0.66 1.12 0.46 69.7% 2.55
ATR 1.43 1.45 0.01 1.0% 0.00
Volume 98,840,594 152,570,313 53,729,719 54.4% 611,525,906
Daily Pivots for day following 11-Dec-2012
Classic Woodie Camarilla DeMark
R4 146.87 146.28 144.06
R3 145.75 145.16 143.75
R2 144.63 144.63 143.65
R1 144.04 144.04 143.54 144.34
PP 143.51 143.51 143.51 143.66
S1 142.92 142.92 143.34 143.22
S2 142.39 142.39 143.23
S3 141.27 141.80 143.13
S4 140.15 140.68 142.82
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 149.55 148.54 143.82
R3 147.00 145.99 143.12
R2 144.45 144.45 142.89
R1 143.44 143.44 142.65 142.67
PP 141.90 141.90 141.90 141.52
S1 140.89 140.89 142.19 140.12
S2 139.35 139.35 141.95
S3 136.80 138.34 141.72
S4 134.25 135.79 141.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.11 140.37 3.74 2.6% 1.09 0.8% 82% True False 122,131,623
10 144.11 139.00 5.11 3.6% 1.25 0.9% 87% True False 132,767,721
20 144.11 134.70 9.41 6.6% 1.44 1.0% 93% True False 135,350,280
40 146.52 134.70 11.82 8.2% 1.50 1.0% 74% False False 138,017,770
60 148.11 134.70 13.41 9.3% 1.39 1.0% 65% False False 133,868,159
80 148.11 134.70 13.41 9.3% 1.33 0.9% 65% False False 127,445,534
100 148.11 133.03 15.08 10.5% 1.32 0.9% 69% False False 127,595,901
120 148.11 130.85 17.26 12.0% 1.36 1.0% 73% False False 130,030,532
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.34
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 148.87
2.618 147.04
1.618 145.92
1.000 145.23
0.618 144.80
HIGH 144.11
0.618 143.68
0.500 143.55
0.382 143.42
LOW 142.99
0.618 142.30
1.000 141.87
1.618 141.18
2.618 140.06
4.250 138.23
Fisher Pivots for day following 11-Dec-2012
Pivot 1 day 3 day
R1 143.55 143.26
PP 143.51 143.07
S1 143.48 142.89

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

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