SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Dec-2012

Day Change Summary
	Previous	Current
	27-Dec-2012	28-Dec-2012	Change	Change %	Previous Week
Open	141.79	140.64	-1.15	-0.8%	142.48
High	142.08	141.42	-0.66	-0.5%	142.71
Low	139.92	139.87	-0.05	0.0%	139.87
Close	141.56	140.03	-1.53	-1.1%	140.03
Range	2.16	1.55	-0.61	-28.2%	2.84
ATR	1.51	1.53	0.01	0.8%	0.00
Volume	167,920,609	148,806,594	-19,114,015	-11.4%	477,549,305

Daily Pivots for day following 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.09	144.11	140.88
R3	143.54	142.56	140.46
R2	141.99	141.99	140.31
R1	141.01	141.01	140.17	140.73
PP	140.44	140.44	140.44	140.30
S1	139.46	139.46	139.89	139.18
S2	138.89	138.89	139.75
S3	137.34	137.91	139.60
S4	135.79	136.36	139.18

Weekly Pivots for week ending 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	149.39	147.55	141.59
R3	146.55	144.71	140.81
R2	143.71	143.71	140.55
R1	141.87	141.87	140.29	141.37
PP	140.87	140.87	140.87	140.62
S1	139.03	139.03	139.77	138.53
S2	138.03	138.03	139.51
S3	135.19	136.19	139.25
S4	132.35	133.35	138.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144.09	139.87	4.22	3.0%	1.52	1.1%	4%	False	True	144,686,620
10	145.58	139.87	5.71	4.1%	1.39	1.0%	3%	False	True	150,201,530
20	145.58	139.87	5.71	4.1%	1.28	0.9%	3%	False	True	139,155,760
40	145.58	134.70	10.88	7.8%	1.49	1.1%	49%	False	False	141,982,852
60	147.16	134.70	12.46	8.9%	1.44	1.0%	43%	False	False	137,721,948
80	148.11	134.70	13.41	9.6%	1.38	1.0%	40%	False	False	134,880,747
100	148.11	134.70	13.41	9.6%	1.29	0.9%	40%	False	False	127,072,323
120	148.11	132.60	15.51	11.1%	1.35	1.0%	48%	False	False	129,835,990

Crabel Price Patterns
NR	True
NR4	False
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	0.24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	148.01
2.618	145.48
1.618	143.93
1.000	142.97
0.618	142.38
HIGH	141.42
0.618	140.83
0.500	140.65
0.382	140.46
LOW	139.87
0.618	138.91
1.000	138.32
1.618	137.36
2.618	135.81
4.250	133.28

Fisher Pivots for day following 28-Dec-2012
Pivot	1 day	3 day
R1	140.65	141.29
PP	140.44	140.87
S1	140.24	140.45

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