SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 144.00 143.42 -0.58 -0.4% 142.80
High 144.55 143.83 -0.72 -0.5% 142.92
Low 143.31 142.28 -1.03 -0.7% 140.37
Close 143.51 142.63 -0.88 -0.6% 142.42
Range 1.24 1.55 0.31 25.0% 2.55
ATR 1.43 1.44 0.01 0.6% 0.00
Volume 145,880,000 135,714,891 -10,165,109 -7.0% 611,525,906
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 147.56 146.65 143.48
R3 146.01 145.10 143.06
R2 144.46 144.46 142.91
R1 143.55 143.55 142.77 143.23
PP 142.91 142.91 142.91 142.76
S1 142.00 142.00 142.49 141.68
S2 141.36 141.36 142.35
S3 139.81 140.45 142.20
S4 138.26 138.90 141.78
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
5 144.55 141.67 2.88 2.0% 1.12 0.8% 33% False False 128,346,420
10 144.55 140.37 4.18 2.9% 1.16 0.8% 54% False False 128,109,990
20 144.55 134.70 9.85 6.9% 1.34 0.9% 81% False False 133,703,870
40 146.52 134.70 11.82 8.3% 1.50 1.0% 67% False False 139,260,872
60 147.17 134.70 12.47 8.7% 1.40 1.0% 64% False False 133,741,330
80 148.11 134.70 13.41 9.4% 1.34 0.9% 59% False False 128,430,707
100 148.11 133.03 15.08 10.6% 1.33 0.9% 64% False False 127,685,532
120 148.11 130.85 17.26 12.1% 1.34 0.9% 68% False False 128,947,396
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 0.31
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 150.42
2.618 147.89
1.618 146.34
1.000 145.38
0.618 144.79
HIGH 143.83
0.618 143.24
0.500 143.06
0.382 142.87
LOW 142.28
0.618 141.32
1.000 140.73
1.618 139.77
2.618 138.22
4.250 135.69
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 143.06 143.42
PP 142.91 143.15
S1 142.77 142.89

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

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