SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Dec-2012
Day Change Summary
Previous Current
11-Dec-2012 12-Dec-2012 Change Change % Previous Week
Open 143.06 144.00 0.94 0.7% 142.80
High 144.11 144.55 0.44 0.3% 142.92
Low 142.99 143.31 0.32 0.2% 140.37
Close 143.44 143.51 0.07 0.0% 142.42
Range 1.12 1.24 0.12 10.7% 2.55
ATR 1.45 1.43 -0.01 -1.0% 0.00
Volume 152,570,313 145,880,000 -6,690,313 -4.4% 611,525,906
Daily Pivots for day following 12-Dec-2012
Classic Woodie Camarilla DeMark
R4 147.51 146.75 144.19
R3 146.27 145.51 143.85
R2 145.03 145.03 143.74
R1 144.27 144.27 143.62 144.03
PP 143.79 143.79 143.79 143.67
S1 143.03 143.03 143.40 142.79
S2 142.55 142.55 143.28
S3 141.31 141.79 143.17
S4 140.07 140.55 142.83
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
5 144.55 141.16 3.39 2.4% 0.98 0.7% 69% True False 121,847,542
10 144.55 140.37 4.18 2.9% 1.12 0.8% 75% True False 129,647,081
20 144.55 134.70 9.85 6.9% 1.40 1.0% 89% True False 136,493,370
40 146.52 134.70 11.82 8.2% 1.49 1.0% 75% False False 138,560,225
60 147.19 134.70 12.49 8.7% 1.39 1.0% 71% False False 133,469,876
80 148.11 134.70 13.41 9.3% 1.32 0.9% 66% False False 127,869,190
100 148.11 133.03 15.08 10.5% 1.33 0.9% 69% False False 127,757,060
120 148.11 130.85 17.26 12.0% 1.36 0.9% 73% False False 129,526,361
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 149.82
2.618 147.80
1.618 146.56
1.000 145.79
0.618 145.32
HIGH 144.55
0.618 144.08
0.500 143.93
0.382 143.78
LOW 143.31
0.618 142.54
1.000 142.07
1.618 141.30
2.618 140.06
4.250 138.04
Fisher Pivots for day following 12-Dec-2012
Pivot 1 day 3 day
R1 143.93 143.46
PP 143.79 143.40
S1 143.65 143.35

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

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