SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 139.70 137.62 -2.08 -1.5% 141.35
High 140.41 139.44 -0.97 -0.7% 143.52
Low 137.93 137.55 -0.38 -0.3% 137.55
Close 138.04 138.16 0.12 0.1% 138.16
Range 2.48 1.89 -0.59 -23.8% 5.97
ATR 1.75 1.76 0.01 0.6% 0.00
Volume 181,517,203 201,055,188 19,537,985 10.8% 852,323,305
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 144.05 143.00 139.20
R3 142.16 141.11 138.68
R2 140.27 140.27 138.51
R1 139.22 139.22 138.33 139.75
PP 138.38 138.38 138.38 138.65
S1 137.33 137.33 137.99 137.86
S2 136.49 136.49 137.81
S3 134.60 135.44 137.64
S4 132.71 133.55 137.12
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 157.65 153.88 141.44
R3 151.68 147.91 139.80
R2 145.71 145.71 139.25
R1 141.94 141.94 138.71 140.84
PP 139.74 139.74 139.74 139.20
S1 135.97 135.97 137.61 134.87
S2 133.77 133.77 137.07
S3 127.80 130.00 136.52
S4 121.83 124.03 134.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.52 137.55 5.97 4.3% 1.92 1.4% 10% False True 170,464,661
10 143.72 137.55 6.17 4.5% 1.79 1.3% 10% False True 147,494,008
20 146.52 137.55 8.97 6.5% 1.57 1.1% 7% False True 141,981,459
40 148.11 137.55 10.56 7.6% 1.43 1.0% 6% False True 136,321,917
60 148.11 137.55 10.56 7.6% 1.29 0.9% 6% False True 124,366,715
80 148.11 133.03 15.08 10.9% 1.30 0.9% 34% False False 125,852,682
100 148.11 130.85 17.26 12.5% 1.36 1.0% 42% False False 129,362,580
120 148.11 127.14 20.97 15.2% 1.46 1.1% 53% False False 137,636,033
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 False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 147.47
2.618 144.39
1.618 142.50
1.000 141.33
0.618 140.61
HIGH 139.44
0.618 138.72
0.500 138.50
0.382 138.27
LOW 137.55
0.618 136.38
1.000 135.66
1.618 134.49
2.618 132.60
4.250 129.52
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 138.50 139.62
PP 138.38 139.13
S1 138.27 138.65

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

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