SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Dec-2012
Day Change Summary
Previous Current
26-Dec-2012 27-Dec-2012 Change Change % Previous Week
Open 142.64 141.79 -0.85 -0.6% 142.47
High 142.71 142.08 -0.63 -0.4% 145.58
Low 141.35 139.92 -1.43 -1.0% 141.94
Close 141.75 141.56 -0.19 -0.1% 142.79
Range 1.36 2.16 0.80 58.8% 3.64
ATR 1.46 1.51 0.05 3.4% 0.00
Volume 106,947,602 167,920,609 60,973,007 57.0% 886,764,407
Daily Pivots for day following 27-Dec-2012
Classic Woodie Camarilla DeMark
R4 147.67 146.77 142.75
R3 145.51 144.61 142.15
R2 143.35 143.35 141.96
R1 142.45 142.45 141.76 141.82
PP 141.19 141.19 141.19 140.87
S1 140.29 140.29 141.36 139.66
S2 139.03 139.03 141.16
S3 136.87 138.13 140.97
S4 134.71 135.97 140.37
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
5 145.14 139.92 5.22 3.7% 1.44 1.0% 31% False True 148,622,679
10 145.58 139.92 5.66 4.0% 1.39 1.0% 29% False True 148,892,360
20 145.58 139.92 5.66 4.0% 1.26 0.9% 29% False True 139,269,720
40 145.58 134.70 10.88 7.7% 1.49 1.1% 63% False False 140,848,650
60 147.16 134.70 12.46 8.8% 1.44 1.0% 55% False False 137,507,023
80 148.11 134.70 13.41 9.5% 1.38 1.0% 51% False False 134,920,293
100 148.11 134.70 13.41 9.5% 1.31 0.9% 51% False False 127,162,192
120 148.11 132.60 15.51 11.0% 1.34 0.9% 58% False False 129,855,538
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 0.20
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 151.26
2.618 147.73
1.618 145.57
1.000 144.24
0.618 143.41
HIGH 142.08
0.618 141.25
0.500 141.00
0.382 140.75
LOW 139.92
0.618 138.59
1.000 137.76
1.618 136.43
2.618 134.27
4.250 130.74
Fisher Pivots for day following 27-Dec-2012
Pivot 1 day 3 day
R1 141.37 141.48
PP 141.19 141.40
S1 141.00 141.32

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

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