SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 18-Dec-2012
Day Change Summary
Previous Current
17-Dec-2012 18-Dec-2012 Change Change % Previous Week
Open 142.47 144.00 1.53 1.1% 142.21
High 143.85 145.50 1.65 1.1% 144.55
Low 142.43 143.79 1.36 1.0% 141.88
Close 143.77 145.37 1.60 1.1% 142.11
Range 1.42 1.71 0.29 20.4% 2.67
ATR 1.42 1.44 0.02 1.6% 0.00
Volume 143,735,703 177,762,719 34,027,016 23.7% 670,707,392
Daily Pivots for day following 18-Dec-2012
Classic Woodie Camarilla DeMark
R4 150.02 149.40 146.31
R3 148.31 147.69 145.84
R2 146.60 146.60 145.68
R1 145.98 145.98 145.53 146.29
PP 144.89 144.89 144.89 145.04
S1 144.27 144.27 145.21 144.58
S2 143.18 143.18 145.06
S3 141.47 142.56 144.90
S4 139.76 140.85 144.43
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
5 145.50 141.88 3.62 2.5% 1.32 0.9% 96% True False 148,158,981
10 145.50 140.37 5.13 3.5% 1.21 0.8% 97% True False 135,145,302
20 145.50 138.08 7.42 5.1% 1.23 0.8% 98% True False 128,208,481
40 145.56 134.70 10.86 7.5% 1.51 1.0% 98% False False 141,096,927
60 147.16 134.70 12.46 8.6% 1.43 1.0% 86% False False 135,050,424
80 148.11 134.70 13.41 9.2% 1.35 0.9% 80% False False 130,210,632
100 148.11 134.70 13.41 9.2% 1.32 0.9% 80% False False 127,803,898
120 148.11 131.28 16.83 11.6% 1.34 0.9% 84% False False 129,293,498
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 152.77
2.618 149.98
1.618 148.27
1.000 147.21
0.618 146.56
HIGH 145.50
0.618 144.85
0.500 144.65
0.382 144.44
LOW 143.79
0.618 142.73
1.000 142.08
1.618 141.02
2.618 139.31
4.250 136.52
Fisher Pivots for day following 18-Dec-2012
Pivot 1 day 3 day
R1 145.13 144.81
PP 144.89 144.25
S1 144.65 143.69

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

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