SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Nov-2012
Day Change Summary
Previous Current
29-Nov-2012 30-Nov-2012 Change Change % Previous Week
Open 141.99 142.14 0.15 0.1% 140.65
High 142.51 142.42 -0.09 -0.1% 142.51
Low 141.37 141.66 0.29 0.2% 139.00
Close 142.12 142.16 0.04 0.0% 142.16
Range 1.14 0.76 -0.38 -33.3% 3.51
ATR 1.68 1.61 -0.07 -3.9% 0.00
Volume 151,085,797 136,568,203 -14,517,594 -9.6% 693,510,805
Daily Pivots for day following 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 144.36 144.02 142.58
R3 143.60 143.26 142.37
R2 142.84 142.84 142.30
R1 142.50 142.50 142.23 142.67
PP 142.08 142.08 142.08 142.17
S1 141.74 141.74 142.09 141.91
S2 141.32 141.32 142.02
S3 140.56 140.98 141.95
S4 139.80 140.22 141.74
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 151.75 150.47 144.09
R3 148.24 146.96 143.13
R2 144.73 144.73 142.80
R1 143.45 143.45 142.48 144.09
PP 141.22 141.22 141.22 141.55
S1 139.94 139.94 141.84 140.58
S2 137.71 137.71 141.52
S3 134.20 136.43 141.19
S4 130.69 132.92 140.23
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% 1.35 1.0% 90% False False 138,702,161
10 142.51 134.70 7.81 5.5% 1.47 1.0% 96% False False 135,141,740
20 143.72 134.70 9.02 6.3% 1.67 1.2% 83% False False 146,588,579
40 147.16 134.70 12.46 8.8% 1.50 1.1% 60% False False 137,583,694
60 148.11 134.70 13.41 9.4% 1.41 1.0% 56% False False 133,728,111
80 148.11 134.70 13.41 9.4% 1.30 0.9% 56% False False 124,679,811
100 148.11 132.60 15.51 10.9% 1.36 1.0% 62% False False 128,300,250
120 148.11 130.85 17.26 12.1% 1.41 1.0% 66% False False 132,772,244
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 145.65
2.618 144.41
1.618 143.65
1.000 143.18
0.618 142.89
HIGH 142.42
0.618 142.13
0.500 142.04
0.382 141.95
LOW 141.66
0.618 141.19
1.000 140.90
1.618 140.43
2.618 139.67
4.250 138.43
Fisher Pivots for day following 30-Nov-2012
Pivot 1 day 3 day
R1 142.12 141.69
PP 142.08 141.22
S1 142.04 140.76

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

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