SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Dec-2012
Day Change Summary
Previous Current
06-Dec-2012 07-Dec-2012 Change Change % Previous Week
Open 141.37 142.53 1.16 0.8% 142.80
High 142.04 142.69 0.65 0.5% 142.92
Low 141.16 141.67 0.51 0.4% 140.37
Close 141.98 142.42 0.44 0.3% 142.42
Range 0.88 1.02 0.14 15.9% 2.55
ATR 1.53 1.49 -0.04 -2.4% 0.00
Volume 103,220,500 108,726,305 5,505,805 5.3% 611,525,906
Daily Pivots for day following 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 145.32 144.89 142.98
R3 144.30 143.87 142.70
R2 143.28 143.28 142.61
R1 142.85 142.85 142.51 142.56
PP 142.26 142.26 142.26 142.11
S1 141.83 141.83 142.33 141.54
S2 141.24 141.24 142.23
S3 140.22 140.81 142.14
S4 139.20 139.79 141.86
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 149.55 148.54 143.82
R3 147.00 145.99 143.12
R2 144.45 144.45 142.89
R1 143.44 143.44 142.65 142.67
PP 141.90 141.90 141.90 141.52
S1 140.89 140.89 142.19 140.12
S2 139.35 139.35 141.95
S3 136.80 138.34 141.72
S4 134.25 135.79 141.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.92 140.37 2.55 1.8% 1.25 0.9% 80% False False 122,305,181
10 142.92 139.00 3.92 2.8% 1.30 0.9% 87% False False 130,503,671
20 142.92 134.70 8.22 5.8% 1.49 1.0% 94% False False 137,716,364
40 146.52 134.70 11.82 8.3% 1.51 1.1% 65% False False 137,928,717
60 148.11 134.70 13.41 9.4% 1.42 1.0% 58% False False 134,896,494
80 148.11 134.70 13.41 9.4% 1.32 0.9% 58% False False 126,468,849
100 148.11 133.03 15.08 10.6% 1.34 0.9% 62% False False 127,600,929
120 148.11 130.85 17.26 12.1% 1.38 1.0% 67% False False 130,173,205
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147.03
2.618 145.36
1.618 144.34
1.000 143.71
0.618 143.32
HIGH 142.69
0.618 142.30
0.500 142.18
0.382 142.06
LOW 141.67
0.618 141.04
1.000 140.65
1.618 140.02
2.618 139.00
4.250 137.34
Fisher Pivots for day following 07-Dec-2012
Pivot 1 day 3 day
R1 142.34 142.12
PP 142.26 141.83
S1 142.18 141.53

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

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