SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 125.39 126.92 1.53 1.2% 127.16
High 126.39 128.02 1.63 1.3% 128.62
Low 124.20 125.71 1.51 1.2% 121.52
Close 126.26 127.88 1.62 1.3% 125.48
Range 2.19 2.31 0.12 5.5% 7.10
ATR 2.81 2.77 -0.04 -1.3% 0.00
Volume 196,186,828 224,335,094 28,148,266 14.3% 1,424,260,469
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 134.13 133.32 129.15
R3 131.82 131.01 128.52
R2 129.51 129.51 128.30
R1 128.70 128.70 128.09 129.11
PP 127.20 127.20 127.20 127.41
S1 126.39 126.39 127.67 126.80
S2 124.89 124.89 127.46
S3 122.58 124.08 127.24
S4 120.27 121.77 126.61
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 146.51 143.09 129.39
R3 139.41 135.99 127.43
R2 132.31 132.31 126.78
R1 128.89 128.89 126.13 127.05
PP 125.21 125.21 125.21 124.29
S1 121.79 121.79 124.83 119.95
S2 118.11 118.11 124.18
S3 111.01 114.69 123.53
S4 103.91 107.59 121.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.02 122.79 5.23 4.1% 2.14 1.7% 97% True False 240,261,365
10 129.42 121.52 7.90 6.2% 2.47 1.9% 81% False False 274,922,579
20 129.42 119.12 10.30 8.1% 2.33 1.8% 85% False False 260,677,669
40 129.42 107.43 21.99 17.2% 2.61 2.0% 93% False False 282,554,429
60 129.42 107.43 21.99 17.2% 2.78 2.2% 93% False False 286,392,497
80 134.82 107.43 27.39 21.4% 2.87 2.2% 75% False False 300,441,333
100 135.70 107.43 28.27 22.1% 2.61 2.0% 72% False False 278,109,668
120 135.70 107.43 28.27 22.1% 2.42 1.9% 72% False False 263,614,668
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.87
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 137.84
2.618 134.07
1.618 131.76
1.000 130.33
0.618 129.45
HIGH 128.02
0.618 127.14
0.500 126.87
0.382 126.59
LOW 125.71
0.618 124.28
1.000 123.40
1.618 121.97
2.618 119.66
4.250 115.89
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 127.54 127.26
PP 127.20 126.64
S1 126.87 126.02

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

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