SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Dec-2012
Day Change Summary
Previous Current
20-Dec-2012 21-Dec-2012 Change Change % Previous Week
Open 144.38 142.17 -2.21 -1.5% 142.47
High 145.14 144.09 -1.05 -0.7% 145.58
Low 143.98 141.94 -2.04 -1.4% 141.94
Close 145.12 142.79 -2.33 -1.6% 142.79
Range 1.16 2.15 0.99 85.3% 3.64
ATR 1.41 1.54 0.13 8.9% 0.00
Volume 168,486,891 245,883,797 77,396,906 45.9% 886,764,407
Daily Pivots for day following 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 149.39 148.24 143.97
R3 147.24 146.09 143.38
R2 145.09 145.09 143.18
R1 143.94 143.94 142.99 144.52
PP 142.94 142.94 142.94 143.23
S1 141.79 141.79 142.59 142.37
S2 140.79 140.79 142.40
S3 138.64 139.64 142.20
S4 136.49 137.49 141.61
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 154.36 152.21 144.79
R3 150.72 148.57 143.79
R2 147.08 147.08 143.46
R1 144.93 144.93 143.12 146.01
PP 143.44 143.44 143.44 143.97
S1 141.29 141.29 142.46 142.37
S2 139.80 139.80 142.12
S3 136.16 137.65 141.79
S4 132.52 134.01 140.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.58 141.94 3.64 2.5% 1.56 1.1% 23% False True 177,352,881
10 145.58 141.88 3.70 2.6% 1.31 0.9% 25% False False 155,747,179
20 145.58 139.00 6.58 4.6% 1.30 0.9% 58% False False 143,125,425
40 145.58 134.70 10.88 7.6% 1.50 1.1% 74% False False 142,646,579
60 147.16 134.70 12.46 8.7% 1.44 1.0% 65% False False 138,845,116
80 148.11 134.70 13.41 9.4% 1.36 1.0% 60% False False 133,781,927
100 148.11 134.70 13.41 9.4% 1.31 0.9% 60% False False 128,457,182
120 148.11 132.60 15.51 10.9% 1.34 0.9% 66% False False 129,926,865
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 0.23
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 153.23
2.618 149.72
1.618 147.57
1.000 146.24
0.618 145.42
HIGH 144.09
0.618 143.27
0.500 143.02
0.382 142.76
LOW 141.94
0.618 140.61
1.000 139.79
1.618 138.46
2.618 136.31
4.250 132.80
Fisher Pivots for day following 21-Dec-2012
Pivot 1 day 3 day
R1 143.02 143.76
PP 142.94 143.44
S1 142.87 143.11

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

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