SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 142.14 142.80 0.66 0.5% 140.65
High 142.42 142.92 0.50 0.4% 142.51
Low 141.66 141.34 -0.32 -0.2% 139.00
Close 142.16 141.45 -0.71 -0.5% 142.16
Range 0.76 1.58 0.82 107.9% 3.51
ATR 1.61 1.61 0.00 -0.1% 0.00
Volume 136,568,203 124,656,203 -11,912,000 -8.7% 693,510,805
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 146.64 145.63 142.32
R3 145.06 144.05 141.88
R2 143.48 143.48 141.74
R1 142.47 142.47 141.59 142.19
PP 141.90 141.90 141.90 141.76
S1 140.89 140.89 141.31 140.61
S2 140.32 140.32 141.16
S3 138.74 139.31 141.02
S4 137.16 137.73 140.58
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
5 142.92 139.00 3.92 2.8% 1.43 1.0% 63% True False 143,608,540
10 142.92 136.41 6.51 4.6% 1.43 1.0% 77% True False 123,658,981
20 143.52 134.70 8.82 6.2% 1.64 1.2% 77% False False 145,936,285
40 147.16 134.70 12.46 8.8% 1.51 1.1% 54% False False 137,668,024
60 148.11 134.70 13.41 9.5% 1.42 1.0% 50% False False 134,128,044
80 148.11 134.70 13.41 9.5% 1.31 0.9% 50% False False 124,869,555
100 148.11 132.60 15.51 11.0% 1.35 1.0% 57% False False 127,868,975
120 148.11 130.85 17.26 12.2% 1.39 1.0% 61% False False 132,397,479
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 149.64
2.618 147.06
1.618 145.48
1.000 144.50
0.618 143.90
HIGH 142.92
0.618 142.32
0.500 142.13
0.382 141.94
LOW 141.34
0.618 140.36
1.000 139.76
1.618 138.78
2.618 137.20
4.250 134.63
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 142.13 142.13
PP 141.90 141.90
S1 141.68 141.68

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

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