SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Dec-2011
Day Change Summary
Previous Current
21-Dec-2011 22-Dec-2011 Change Change % Previous Week
Open 123.93 124.62 0.69 0.6% 124.95
High 124.36 125.40 1.04 0.8% 125.57
Low 122.75 124.23 1.48 1.2% 121.30
Close 124.17 125.27 1.10 0.9% 121.59
Range 1.61 1.17 -0.44 -27.3% 4.27
ATR 2.40 2.32 -0.08 -3.5% 0.00
Volume 194,150,172 119,166,523 -74,983,649 -38.6% 1,117,525,437
Daily Pivots for day following 22-Dec-2011
Classic Woodie Camarilla DeMark
R4 128.48 128.04 125.91
R3 127.31 126.87 125.59
R2 126.14 126.14 125.48
R1 125.70 125.70 125.38 125.92
PP 124.97 124.97 124.97 125.08
S1 124.53 124.53 125.16 124.75
S2 123.80 123.80 125.06
S3 122.63 123.36 124.95
S4 121.46 122.19 124.63
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 135.63 132.88 123.94
R3 131.36 128.61 122.76
R2 127.09 127.09 122.37
R1 124.34 124.34 121.98 123.58
PP 122.82 122.82 122.82 122.44
S1 120.07 120.07 121.20 119.31
S2 118.55 118.55 120.81
S3 114.28 115.80 120.42
S4 110.01 111.53 119.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.40 120.03 5.37 4.3% 2.10 1.7% 98% True False 188,382,398
10 126.37 120.03 6.34 5.1% 2.02 1.6% 83% False False 204,801,588
20 127.26 116.20 11.06 8.8% 2.02 1.6% 82% False False 207,944,109
40 129.42 116.20 13.22 10.6% 2.14 1.7% 69% False False 229,312,936
60 129.42 107.43 21.99 17.6% 2.29 1.8% 81% False False 243,820,293
80 129.42 107.43 21.99 17.6% 2.40 1.9% 81% False False 256,605,809
100 129.42 107.43 21.99 17.6% 2.73 2.2% 81% False False 283,676,855
120 135.70 107.43 28.27 22.6% 2.56 2.0% 63% False False 270,176,082
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 130.37
2.618 128.46
1.618 127.29
1.000 126.57
0.618 126.12
HIGH 125.40
0.618 124.95
0.500 124.82
0.382 124.68
LOW 124.23
0.618 123.51
1.000 123.06
1.618 122.34
2.618 121.17
4.250 119.26
Fisher Pivots for day following 22-Dec-2011
Pivot 1 day 3 day
R1 125.12 124.48
PP 124.97 123.68
S1 124.82 122.89

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

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