SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Dec-2012
Day Change Summary
Previous Current
07-Dec-2012 10-Dec-2012 Change Change % Previous Week
Open 142.53 142.21 -0.32 -0.2% 142.80
High 142.69 142.81 0.12 0.1% 142.92
Low 141.67 142.15 0.48 0.3% 140.37
Close 142.42 142.47 0.05 0.0% 142.42
Range 1.02 0.66 -0.36 -35.3% 2.55
ATR 1.49 1.43 -0.06 -4.0% 0.00
Volume 108,726,305 98,840,594 -9,885,711 -9.1% 611,525,906
Daily Pivots for day following 10-Dec-2012
Classic Woodie Camarilla DeMark
R4 144.46 144.12 142.83
R3 143.80 143.46 142.65
R2 143.14 143.14 142.59
R1 142.80 142.80 142.53 142.97
PP 142.48 142.48 142.48 142.56
S1 142.14 142.14 142.41 142.31
S2 141.82 141.82 142.35
S3 141.16 141.48 142.29
S4 140.50 140.82 142.11
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
5 142.81 140.37 2.44 1.7% 1.07 0.8% 86% True False 117,142,059
10 142.92 139.00 3.92 2.8% 1.25 0.9% 89% False False 130,375,300
20 142.92 134.70 8.22 5.8% 1.42 1.0% 95% False False 132,605,634
40 146.52 134.70 11.82 8.3% 1.50 1.1% 66% False False 137,293,547
60 148.11 134.70 13.41 9.4% 1.42 1.0% 58% False False 135,083,156
80 148.11 134.70 13.41 9.4% 1.32 0.9% 58% False False 126,426,445
100 148.11 133.03 15.08 10.6% 1.33 0.9% 63% False False 127,203,272
120 148.11 130.85 17.26 12.1% 1.37 1.0% 67% False False 129,903,089
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 145.62
2.618 144.54
1.618 143.88
1.000 143.47
0.618 143.22
HIGH 142.81
0.618 142.56
0.500 142.48
0.382 142.40
LOW 142.15
0.618 141.74
1.000 141.49
1.618 141.08
2.618 140.42
4.250 139.35
Fisher Pivots for day following 10-Dec-2012
Pivot 1 day 3 day
R1 142.48 142.31
PP 142.48 142.15
S1 142.47 141.99

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

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