SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Dec-2012
Day Change Summary
Previous Current
13-Dec-2012 14-Dec-2012 Change Change % Previous Week
Open 143.42 142.32 -1.10 -0.8% 142.21
High 143.83 142.58 -1.25 -0.9% 144.55
Low 142.28 141.88 -0.40 -0.3% 141.88
Close 142.63 142.11 -0.52 -0.4% 142.11
Range 1.55 0.70 -0.85 -54.8% 2.67
ATR 1.44 1.39 -0.05 -3.4% 0.00
Volume 135,714,891 137,701,594 1,986,703 1.5% 670,707,392
Daily Pivots for day following 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 144.29 143.90 142.50
R3 143.59 143.20 142.30
R2 142.89 142.89 142.24
R1 142.50 142.50 142.17 142.35
PP 142.19 142.19 142.19 142.11
S1 141.80 141.80 142.05 141.65
S2 141.49 141.49 141.98
S3 140.79 141.10 141.92
S4 140.09 140.40 141.73
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 150.86 149.15 143.58
R3 148.19 146.48 142.84
R2 145.52 145.52 142.60
R1 143.81 143.81 142.35 143.33
PP 142.85 142.85 142.85 142.61
S1 141.14 141.14 141.87 140.66
S2 140.18 140.18 141.62
S3 137.51 138.47 141.38
S4 134.84 135.80 140.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.55 141.88 2.67 1.9% 1.05 0.7% 9% False True 134,141,478
10 144.55 140.37 4.18 2.9% 1.15 0.8% 42% False False 128,223,329
20 144.55 134.70 9.85 6.9% 1.31 0.9% 75% False False 131,682,535
40 146.52 134.70 11.82 8.3% 1.49 1.0% 63% False False 139,983,027
60 147.17 134.70 12.47 8.8% 1.41 1.0% 59% False False 134,397,581
80 148.11 134.70 13.41 9.4% 1.34 0.9% 55% False False 129,174,214
100 148.11 133.03 15.08 10.6% 1.32 0.9% 60% False False 127,611,741
120 148.11 130.85 17.26 12.1% 1.34 0.9% 65% False False 129,011,823
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.31
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 145.56
2.618 144.41
1.618 143.71
1.000 143.28
0.618 143.01
HIGH 142.58
0.618 142.31
0.500 142.23
0.382 142.15
LOW 141.88
0.618 141.45
1.000 141.18
1.618 140.75
2.618 140.05
4.250 138.91
Fisher Pivots for day following 14-Dec-2012
Pivot 1 day 3 day
R1 142.23 143.22
PP 142.19 142.85
S1 142.15 142.48

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

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