SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 139.76 141.99 2.23 1.6% 137.90
High 141.54 142.51 0.97 0.7% 141.40
Low 139.00 141.37 2.37 1.7% 136.41
Close 141.46 142.12 0.66 0.5% 141.35
Range 2.54 1.14 -1.40 -55.1% 4.99
ATR 1.72 1.68 -0.04 -2.4% 0.00
Volume 177,086,406 151,085,797 -26,000,609 -14.7% 418,422,805
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 145.42 144.91 142.75
R3 144.28 143.77 142.43
R2 143.14 143.14 142.33
R1 142.63 142.63 142.22 142.89
PP 142.00 142.00 142.00 142.13
S1 141.49 141.49 142.02 141.75
S2 140.86 140.86 141.91
S3 139.72 140.35 141.81
S4 138.58 139.21 141.49
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
5 142.51 139.00 3.51 2.5% 1.47 1.0% 89% True False 124,470,340
10 142.51 134.70 7.81 5.5% 1.52 1.1% 95% True False 139,297,750
20 143.72 134.70 9.02 6.3% 1.71 1.2% 82% False False 144,809,944
40 147.16 134.70 12.46 8.8% 1.52 1.1% 60% False False 137,005,042
60 148.11 134.70 13.41 9.4% 1.42 1.0% 55% False False 133,455,742
80 148.11 134.70 13.41 9.4% 1.30 0.9% 55% False False 124,051,464
100 148.11 132.60 15.51 10.9% 1.36 1.0% 61% False False 127,972,036
120 148.11 130.85 17.26 12.1% 1.41 1.0% 65% False False 132,832,607
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Bull Hook False
Stretch 0.56
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 147.36
2.618 145.49
1.618 144.35
1.000 143.65
0.618 143.21
HIGH 142.51
0.618 142.07
0.500 141.94
0.382 141.81
LOW 141.37
0.618 140.67
1.000 140.23
1.618 139.53
2.618 138.39
4.250 136.53
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 142.06 141.67
PP 142.00 141.21
S1 141.94 140.76

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

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