SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 145.53 144.38 -1.15 -0.8% 142.21
High 145.58 145.14 -0.44 -0.3% 144.55
Low 144.24 143.98 -0.26 -0.2% 141.88
Close 144.29 145.12 0.83 0.6% 142.11
Range 1.34 1.16 -0.18 -13.4% 2.67
ATR 1.43 1.41 -0.02 -1.4% 0.00
Volume 150,895,297 168,486,891 17,591,594 11.7% 670,707,392
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 148.23 147.83 145.76
R3 147.07 146.67 145.44
R2 145.91 145.91 145.33
R1 145.51 145.51 145.23 145.71
PP 144.75 144.75 144.75 144.85
S1 144.35 144.35 145.01 144.55
S2 143.59 143.59 144.91
S3 142.43 143.19 144.80
S4 141.27 142.03 144.48
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 150.86 149.15 143.58
R3 148.19 146.48 142.84
R2 145.52 145.52 142.60
R1 143.81 143.81 142.35 143.33
PP 142.85 142.85 142.85 142.61
S1 141.14 141.14 141.87 140.66
S2 140.18 140.18 141.62
S3 137.51 138.47 141.38
S4 134.84 135.80 140.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.58 141.88 3.70 2.5% 1.27 0.9% 88% False False 155,716,440
10 145.58 141.67 3.91 2.7% 1.19 0.8% 88% False False 142,031,430
20 145.58 139.00 6.58 4.5% 1.26 0.9% 93% False False 134,101,690
40 145.58 134.70 10.88 7.5% 1.48 1.0% 96% False False 141,300,889
60 147.16 134.70 12.46 8.6% 1.44 1.0% 84% False False 136,966,471
80 148.11 134.70 13.41 9.2% 1.34 0.9% 78% False False 131,567,385
100 148.11 134.70 13.41 9.2% 1.30 0.9% 78% False False 127,065,948
120 148.11 132.60 15.51 10.7% 1.34 0.9% 81% False False 129,645,822
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 150.07
2.618 148.18
1.618 147.02
1.000 146.30
0.618 145.86
HIGH 145.14
0.618 144.70
0.500 144.56
0.382 144.42
LOW 143.98
0.618 143.26
1.000 142.82
1.618 142.10
2.618 140.94
4.250 139.05
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 144.93 144.98
PP 144.75 144.83
S1 144.56 144.69

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

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