SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Nov-2012

Day Change Summary
	Previous	Current
	16-Nov-2012	19-Nov-2012	Change	Change %	Previous Week
Open	135.90	137.90	2.00	1.5%	138.59
High	136.64	139.15	2.51	1.8%	139.25
Low	134.70	136.41	1.71	1.3%	134.70
Close	136.37	139.13	2.76	2.0%	136.37
Range	1.94	2.74	0.80	41.2%	4.55
ATR	1.77	1.84	0.07	4.1%	0.00
Volume	239,483,797	151,495,703	-87,988,094	-36.7%	829,812,586

Daily Pivots for day following 19-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.45	145.53	140.64
R3	143.71	142.79	139.88
R2	140.97	140.97	139.63
R1	140.05	140.05	139.38	140.51
PP	138.23	138.23	138.23	138.46
S1	137.31	137.31	138.88	137.77
S2	135.49	135.49	138.63
S3	132.75	134.57	138.38
S4	130.01	131.83	137.62

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	150.42	147.95	138.87
R3	145.87	143.40	137.62
R2	141.32	141.32	137.20
R1	138.85	138.85	136.79	137.81
PP	136.77	136.77	136.77	136.26
S1	134.30	134.30	135.95	133.26
S2	132.22	132.22	135.54
S3	127.67	129.75	135.12
S4	123.12	125.20	133.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.25	134.70	4.55	3.3%	2.14	1.5%	97%	False	False	176,726,176
10	143.52	134.70	8.82	6.3%	1.99	1.4%	50%	False	False	173,525,318
20	145.56	134.70	10.86	7.8%	1.80	1.3%	41%	False	False	153,985,373
40	147.16	134.70	12.46	9.0%	1.52	1.1%	36%	False	False	138,471,395
60	148.11	134.70	13.41	9.6%	1.38	1.0%	33%	False	False	130,878,016
80	148.11	134.70	13.41	9.6%	1.34	1.0%	33%	False	False	127,702,752
100	148.11	131.28	16.83	12.1%	1.37	1.0%	47%	False	False	129,510,501
120	148.11	127.14	20.97	15.1%	1.46	1.0%	57%	False	False	137,186,415

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	0.41
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	150.80
2.618	146.32
1.618	143.58
1.000	141.89
0.618	140.84
HIGH	139.15
0.618	138.10
0.500	137.78
0.382	137.46
LOW	136.41
0.618	134.72
1.000	133.67
1.618	131.98
2.618	129.24
4.250	124.77

Fisher Pivots for day following 19-Nov-2012
Pivot	1 day	3 day
R1	138.68	138.40
PP	138.23	137.66
S1	137.78	136.93

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