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

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

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