SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 17-Dec-2012
Day Change Summary
Previous Current
14-Dec-2012 17-Dec-2012 Change Change % Previous Week
Open 142.32 142.47 0.15 0.1% 142.21
High 142.58 143.85 1.27 0.9% 144.55
Low 141.88 142.43 0.55 0.4% 141.88
Close 142.11 143.77 1.66 1.2% 142.11
Range 0.70 1.42 0.72 102.9% 2.67
ATR 1.39 1.42 0.02 1.8% 0.00
Volume 137,701,594 143,735,703 6,034,109 4.4% 670,707,392
Daily Pivots for day following 17-Dec-2012
Classic Woodie Camarilla DeMark
R4 147.61 147.11 144.55
R3 146.19 145.69 144.16
R2 144.77 144.77 144.03
R1 144.27 144.27 143.90 144.52
PP 143.35 143.35 143.35 143.48
S1 142.85 142.85 143.64 143.10
S2 141.93 141.93 143.51
S3 140.51 141.43 143.38
S4 139.09 140.01 142.99
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% 1.21 0.8% 71% False False 143,120,500
10 144.55 140.37 4.18 2.9% 1.14 0.8% 81% False False 130,131,279
20 144.55 136.41 8.14 5.7% 1.29 0.9% 90% False False 126,895,130
40 146.52 134.70 11.82 8.2% 1.50 1.0% 77% False False 140,355,569
60 147.16 134.70 12.46 8.7% 1.42 1.0% 73% False False 134,654,540
80 148.11 134.70 13.41 9.3% 1.34 0.9% 68% False False 129,652,293
100 148.11 133.25 14.86 10.3% 1.32 0.9% 71% False False 127,316,969
120 148.11 130.93 17.18 11.9% 1.34 0.9% 75% False False 128,990,671
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 149.89
2.618 147.57
1.618 146.15
1.000 145.27
0.618 144.73
HIGH 143.85
0.618 143.31
0.500 143.14
0.382 142.97
LOW 142.43
0.618 141.55
1.000 141.01
1.618 140.13
2.618 138.71
4.250 136.40
Fisher Pivots for day following 17-Dec-2012
Pivot 1 day 3 day
R1 143.56 143.47
PP 143.35 143.17
S1 143.14 142.87

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

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