SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Dec-2012

Day Change Summary
	Previous	Current
	21-Dec-2012	24-Dec-2012	Change	Change %	Previous Week
Open	142.17	142.48	0.31	0.2%	142.47
High	144.09	142.56	-1.53	-1.1%	145.58
Low	141.94	142.19	0.25	0.2%	141.94
Close	142.79	142.35	-0.44	-0.3%	142.79
Range	2.15	0.37	-1.78	-82.8%	3.64
ATR	1.54	1.47	-0.07	-4.4%	0.00
Volume	245,883,797	53,874,500	-192,009,297	-78.1%	886,764,407

Daily Pivots for day following 24-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.48	143.28	142.55
R3	143.11	142.91	142.45
R2	142.74	142.74	142.42
R1	142.54	142.54	142.38	142.46
PP	142.37	142.37	142.37	142.32
S1	142.17	142.17	142.32	142.09
S2	142.00	142.00	142.28
S3	141.63	141.80	142.25
S4	141.26	141.43	142.15

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	154.36	152.21	144.79
R3	150.72	148.57	143.79
R2	147.08	147.08	143.46
R1	144.93	144.93	143.12	146.01
PP	143.44	143.44	143.44	143.97
S1	141.29	141.29	142.46	142.37
S2	139.80	139.80	142.12
S3	136.16	137.65	141.79
S4	132.52	134.01	140.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145.58	141.94	3.64	2.6%	1.35	0.9%	11%	False	False	159,380,640
10	145.58	141.88	3.70	2.6%	1.28	0.9%	13%	False	False	151,250,570
20	145.58	139.00	6.58	4.6%	1.26	0.9%	51%	False	False	140,812,935
40	145.58	134.70	10.88	7.6%	1.48	1.0%	70%	False	False	140,988,962
60	147.16	134.70	12.46	8.8%	1.42	1.0%	61%	False	False	137,301,325
80	148.11	134.70	13.41	9.4%	1.35	1.0%	57%	False	False	133,509,391
100	148.11	134.70	13.41	9.4%	1.31	0.9%	57%	False	False	127,790,634
120	148.11	132.60	15.51	10.9%	1.34	0.9%	63%	False	False	129,297,868

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Narrowest range in 500 trading days

Fibonacci Retracements and Extensions
4.250	144.13
2.618	143.53
1.618	143.16
1.000	142.93
0.618	142.79
HIGH	142.56
0.618	142.42
0.500	142.38
0.382	142.33
LOW	142.19
0.618	141.96
1.000	141.82
1.618	141.59
2.618	141.22
4.250	140.62

Fisher Pivots for day following 24-Dec-2012
Pivot	1 day	3 day
R1	142.38	143.54
PP	142.37	143.14
S1	142.36	142.75

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols