SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 140.64 139.66 -0.98 -0.7% 142.48
High 141.42 142.56 1.14 0.8% 142.71
Low 139.87 139.54 -0.33 -0.2% 139.87
Close 140.03 142.41 2.38 1.7% 140.03
Range 1.55 3.02 1.47 94.8% 2.84
ATR 1.53 1.63 0.11 7.0% 0.00
Volume 148,806,594 243,952,094 95,145,500 63.9% 477,549,305
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 150.56 149.51 144.07
R3 147.54 146.49 143.24
R2 144.52 144.52 142.96
R1 143.47 143.47 142.69 144.00
PP 141.50 141.50 141.50 141.77
S1 140.45 140.45 142.13 140.98
S2 138.48 138.48 141.86
S3 135.46 137.43 141.58
S4 132.44 134.41 140.75
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 149.39 147.55 141.59
R3 146.55 144.71 140.81
R2 143.71 143.71 140.55
R1 141.87 141.87 140.29 141.37
PP 140.87 140.87 140.87 140.62
S1 139.03 139.03 139.77 138.53
S2 138.03 138.03 139.51
S3 135.19 136.19 139.25
S4 132.35 133.35 138.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.71 139.54 3.17 2.2% 1.69 1.2% 91% False True 144,300,279
10 145.58 139.54 6.04 4.2% 1.62 1.1% 48% False True 160,826,580
20 145.58 139.54 6.04 4.2% 1.39 1.0% 48% False True 144,524,955
40 145.58 134.70 10.88 7.6% 1.53 1.1% 71% False False 145,556,767
60 147.16 134.70 12.46 8.7% 1.47 1.0% 62% False False 139,897,448
80 148.11 134.70 13.41 9.4% 1.40 1.0% 57% False False 136,427,322
100 148.11 134.70 13.41 9.4% 1.32 0.9% 57% False False 128,648,839
120 148.11 132.60 15.51 10.9% 1.37 1.0% 63% False False 131,004,367
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 155.40
2.618 150.47
1.618 147.45
1.000 145.58
0.618 144.43
HIGH 142.56
0.618 141.41
0.500 141.05
0.382 140.69
LOW 139.54
0.618 137.67
1.000 136.52
1.618 134.65
2.618 131.63
4.250 126.71
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 141.96 141.96
PP 141.50 141.50
S1 141.05 141.05

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

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