SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Nov-2012

Day Change Summary
	Previous	Current
	23-Nov-2012	26-Nov-2012	Change	Change %	Previous Week
Open	140.13	140.65	0.52	0.4%	137.90
High	141.40	141.36	-0.04	0.0%	141.40
Low	140.04	140.19	0.15	0.1%	136.41
Close	141.35	141.05	-0.30	-0.2%	141.35
Range	1.36	1.17	-0.19	-14.0%	4.99
ATR	1.73	1.69	-0.04	-2.3%	0.00
Volume	65,409,102	100,124,305	34,715,203	53.1%	418,422,805

Daily Pivots for day following 26-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.38	143.88	141.69
R3	143.21	142.71	141.37
R2	142.04	142.04	141.26
R1	141.54	141.54	141.16	141.79
PP	140.87	140.87	140.87	140.99
S1	140.37	140.37	140.94	140.62
S2	139.70	139.70	140.84
S3	138.53	139.20	140.73
S4	137.36	138.03	140.41

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	154.69	153.01	144.09
R3	149.70	148.02	142.72
R2	144.71	144.71	142.26
R1	143.03	143.03	141.81	143.87
PP	139.72	139.72	139.72	140.14
S1	138.04	138.04	140.89	138.88
S2	134.73	134.73	140.44
S3	129.74	133.05	139.98
S4	124.75	128.06	138.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141.40	136.41	4.99	3.5%	1.43	1.0%	93%	False	False	103,709,422
10	141.40	134.70	6.70	4.8%	1.60	1.1%	95%	False	False	134,835,969
20	143.72	134.70	9.02	6.4%	1.69	1.2%	70%	False	False	141,164,989
40	147.16	134.70	12.46	8.8%	1.50	1.1%	51%	False	False	135,545,519
60	148.11	134.70	13.41	9.5%	1.39	1.0%	47%	False	False	131,074,876
80	148.11	134.70	13.41	9.5%	1.32	0.9%	47%	False	False	124,535,058
100	148.11	132.60	15.51	11.0%	1.35	1.0%	54%	False	False	126,994,854
120	148.11	127.78	20.33	14.4%	1.42	1.0%	65%	False	False	133,462,912

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.44
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	146.33
2.618	144.42
1.618	143.25
1.000	142.53
0.618	142.08
HIGH	141.36
0.618	140.91
0.500	140.78
0.382	140.64
LOW	140.19
0.618	139.47
1.000	139.02
1.618	138.30
2.618	137.13
4.250	135.22

Fisher Pivots for day following 26-Nov-2012
Pivot	1 day	3 day
R1	140.96	140.77
PP	140.87	140.49
S1	140.78	140.22

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