SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Dec-2011

Day Change Summary
	Previous	Current
	14-Dec-2011	15-Dec-2011	Change	Change %	Previous Week
Open	122.56	123.03	0.47	0.4%	126.83
High	123.03	123.20	0.17	0.1%	127.26
Low	121.47	121.99	0.52	0.4%	123.65
Close	121.74	122.19	0.45	0.4%	126.05
Range	1.56	1.21	-0.35	-22.4%	3.61
ATR	2.49	2.42	-0.07	-3.0%	0.00
Volume	238,110,922	198,886,734	-39,224,188	-16.5%	1,089,962,204

Daily Pivots for day following 15-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	126.09	125.35	122.86
R3	124.88	124.14	122.52
R2	123.67	123.67	122.41
R1	122.93	122.93	122.30	122.70
PP	122.46	122.46	122.46	122.34
S1	121.72	121.72	122.08	121.49
S2	121.25	121.25	121.97
S3	120.04	120.51	121.86
S4	118.83	119.30	121.52

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	136.48	134.88	128.04
R3	132.87	131.27	127.04
R2	129.26	129.26	126.71
R1	127.66	127.66	126.38	126.66
PP	125.65	125.65	125.65	125.15
S1	124.05	124.05	125.72	123.05
S2	122.04	122.04	125.39
S3	118.43	120.44	125.06
S4	114.82	116.83	124.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126.37	121.47	4.90	4.0%	1.93	1.6%	15%	False	False	221,220,778
10	127.26	121.47	5.79	4.7%	1.93	1.6%	12%	False	False	220,812,834
20	127.26	116.20	11.06	9.1%	2.01	1.6%	54%	False	False	221,630,363
40	129.42	116.20	13.22	10.8%	2.14	1.7%	45%	False	False	238,290,514
60	129.42	107.43	21.99	18.0%	2.36	1.9%	67%	False	False	256,110,978
80	129.42	107.43	21.99	18.0%	2.48	2.0%	67%	False	False	261,078,396
100	132.63	107.43	25.20	20.6%	2.75	2.3%	59%	False	False	288,602,771
120	135.70	107.43	28.27	23.1%	2.53	2.1%	52%	False	False	270,613,820

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.38
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	128.34
2.618	126.37
1.618	125.16
1.000	124.41
0.618	123.95
HIGH	123.20
0.618	122.74
0.500	122.60
0.382	122.45
LOW	121.99
0.618	121.24
1.000	120.78
1.618	120.03
2.618	118.82
4.250	116.85

Fisher Pivots for day following 15-Dec-2011
Pivot	1 day	3 day
R1	122.60	123.52
PP	122.46	123.08
S1	122.33	122.63

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