SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Dec-2012
Day Change Summary
Previous Current
24-Dec-2012 26-Dec-2012 Change Change % Previous Week
Open 142.48 142.64 0.16 0.1% 142.47
High 142.56 142.71 0.15 0.1% 145.58
Low 142.19 141.35 -0.84 -0.6% 141.94
Close 142.35 141.75 -0.60 -0.4% 142.79
Range 0.37 1.36 0.99 267.6% 3.64
ATR 1.47 1.46 -0.01 -0.5% 0.00
Volume 53,874,500 106,947,602 53,073,102 98.5% 886,764,407
Daily Pivots for day following 26-Dec-2012
Classic Woodie Camarilla DeMark
R4 146.02 145.24 142.50
R3 144.66 143.88 142.12
R2 143.30 143.30 142.00
R1 142.52 142.52 141.87 142.23
PP 141.94 141.94 141.94 141.79
S1 141.16 141.16 141.63 140.87
S2 140.58 140.58 141.50
S3 139.22 139.80 141.38
S4 137.86 138.44 141.00
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
5 145.58 141.35 4.23 3.0% 1.28 0.9% 9% False True 145,217,617
10 145.58 141.35 4.23 3.0% 1.30 0.9% 9% False True 146,688,299
20 145.58 139.00 6.58 4.6% 1.27 0.9% 42% False False 139,728,010
40 145.58 134.70 10.88 7.7% 1.47 1.0% 65% False False 140,301,219
60 147.16 134.70 12.46 8.8% 1.42 1.0% 57% False False 137,219,946
80 148.11 134.70 13.41 9.5% 1.36 1.0% 53% False False 134,028,658
100 148.11 134.70 13.41 9.5% 1.31 0.9% 53% False False 127,477,721
120 148.11 132.60 15.51 10.9% 1.34 0.9% 59% False False 129,518,299
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148.49
2.618 146.27
1.618 144.91
1.000 144.07
0.618 143.55
HIGH 142.71
0.618 142.19
0.500 142.03
0.382 141.87
LOW 141.35
0.618 140.51
1.000 139.99
1.618 139.15
2.618 137.79
4.250 135.57
Fisher Pivots for day following 26-Dec-2012
Pivot 1 day 3 day
R1 142.03 142.72
PP 141.94 142.40
S1 141.84 142.07

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

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