SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Nov-2011

Day Change Summary
	Previous	Current
	21-Nov-2011	22-Nov-2011	Change	Change %	Previous Week
Open	120.19	119.41	-0.78	-0.6%	126.19
High	120.35	120.10	-0.25	-0.2%	127.45
Low	118.65	118.52	-0.13	-0.1%	121.23
Close	119.66	119.19	-0.47	-0.4%	121.98
Range	1.70	1.58	-0.12	-7.1%	6.22
ATR	2.70	2.62	-0.08	-3.0%	0.00
Volume	229,136,625	216,134,109	-13,002,516	-5.7%	1,124,774,297

Daily Pivots for day following 22-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.01	123.18	120.06
R3	122.43	121.60	119.62
R2	120.85	120.85	119.48
R1	120.02	120.02	119.33	119.65
PP	119.27	119.27	119.27	119.08
S1	118.44	118.44	119.05	118.07
S2	117.69	117.69	118.90
S3	116.11	116.86	118.76
S4	114.53	115.28	118.32

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	142.21	138.32	125.40
R3	135.99	132.10	123.69
R2	129.77	129.77	123.12
R1	125.88	125.88	122.55	124.72
PP	123.55	123.55	123.55	122.97
S1	119.66	119.66	121.41	118.50
S2	117.33	117.33	120.84
S3	111.11	113.44	120.27
S4	104.89	107.22	118.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126.34	118.52	7.82	6.6%	1.99	1.7%	9%	False	True	245,314,700
10	127.45	118.52	8.93	7.5%	2.06	1.7%	8%	False	True	232,896,749
20	129.42	118.52	10.90	9.1%	2.26	1.9%	6%	False	True	253,909,664
40	129.42	107.43	21.99	18.4%	2.44	2.0%	53%	False	False	263,313,498
60	129.42	107.43	21.99	18.4%	2.53	2.1%	53%	False	False	273,104,426
80	129.42	107.43	21.99	18.4%	2.91	2.4%	53%	False	False	304,136,987
100	135.70	107.43	28.27	23.7%	2.64	2.2%	42%	False	False	282,039,880
120	135.70	107.43	28.27	23.7%	2.47	2.1%	42%	False	False	268,874,975

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.51
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126.82
2.618	124.24
1.618	122.66
1.000	121.68
0.618	121.08
HIGH	120.10
0.618	119.50
0.500	119.31
0.382	119.12
LOW	118.52
0.618	117.54
1.000	116.94
1.618	115.96
2.618	114.38
4.250	111.81

Fisher Pivots for day following 22-Nov-2011
Pivot	1 day	3 day
R1	119.31	120.64
PP	119.27	120.15
S1	119.23	119.67

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols