SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Dec-2012
Day Change Summary
Previous Current
21-Dec-2012 24-Dec-2012 Change Change % Previous Week
Open 142.17 142.48 0.31 0.2% 142.47
High 144.09 142.56 -1.53 -1.1% 145.58
Low 141.94 142.19 0.25 0.2% 141.94
Close 142.79 142.35 -0.44 -0.3% 142.79
Range 2.15 0.37 -1.78 -82.8% 3.64
ATR 1.54 1.47 -0.07 -4.4% 0.00
Volume 245,883,797 53,874,500 -192,009,297 -78.1% 886,764,407
Daily Pivots for day following 24-Dec-2012
Classic Woodie Camarilla DeMark
R4 143.48 143.28 142.55
R3 143.11 142.91 142.45
R2 142.74 142.74 142.42
R1 142.54 142.54 142.38 142.46
PP 142.37 142.37 142.37 142.32
S1 142.17 142.17 142.32 142.09
S2 142.00 142.00 142.28
S3 141.63 141.80 142.25
S4 141.26 141.43 142.15
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 2.6% 1.35 0.9% 11% False False 159,380,640
10 145.58 141.88 3.70 2.6% 1.28 0.9% 13% False False 151,250,570
20 145.58 139.00 6.58 4.6% 1.26 0.9% 51% False False 140,812,935
40 145.58 134.70 10.88 7.6% 1.48 1.0% 70% False False 140,988,962
60 147.16 134.70 12.46 8.8% 1.42 1.0% 61% False False 137,301,325
80 148.11 134.70 13.41 9.4% 1.35 1.0% 57% False False 133,509,391
100 148.11 134.70 13.41 9.4% 1.31 0.9% 57% False False 127,790,634
120 148.11 132.60 15.51 10.9% 1.34 0.9% 63% False False 129,297,868
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 500 trading days
Fibonacci Retracements and Extensions
4.250 144.13
2.618 143.53
1.618 143.16
1.000 142.93
0.618 142.79
HIGH 142.56
0.618 142.42
0.500 142.38
0.382 142.33
LOW 142.19
0.618 141.96
1.000 141.82
1.618 141.59
2.618 141.22
4.250 140.62
Fisher Pivots for day following 24-Dec-2012
Pivot 1 day 3 day
R1 142.38 143.54
PP 142.37 143.14
S1 142.36 142.75

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

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