SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Dec-2012

Day Change Summary
	Previous	Current
	28-Dec-2012	31-Dec-2012	Change	Change %	Previous Week
Open	140.64	139.66	-0.98	-0.7%	142.48
High	141.42	142.56	1.14	0.8%	142.71
Low	139.87	139.54	-0.33	-0.2%	139.87
Close	140.03	142.41	2.38	1.7%	140.03
Range	1.55	3.02	1.47	94.8%	2.84
ATR	1.53	1.63	0.11	7.0%	0.00
Volume	148,806,594	243,952,094	95,145,500	63.9%	477,549,305

Daily Pivots for day following 31-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	150.56	149.51	144.07
R3	147.54	146.49	143.24
R2	144.52	144.52	142.96
R1	143.47	143.47	142.69	144.00
PP	141.50	141.50	141.50	141.77
S1	140.45	140.45	142.13	140.98
S2	138.48	138.48	141.86
S3	135.46	137.43	141.58
S4	132.44	134.41	140.75

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	142.71	139.54	3.17	2.2%	1.69	1.2%	91%	False	True	144,300,279
10	145.58	139.54	6.04	4.2%	1.62	1.1%	48%	False	True	160,826,580
20	145.58	139.54	6.04	4.2%	1.39	1.0%	48%	False	True	144,524,955
40	145.58	134.70	10.88	7.6%	1.53	1.1%	71%	False	False	145,556,767
60	147.16	134.70	12.46	8.7%	1.47	1.0%	62%	False	False	139,897,448
80	148.11	134.70	13.41	9.4%	1.40	1.0%	57%	False	False	136,427,322
100	148.11	134.70	13.41	9.4%	1.32	0.9%	57%	False	False	128,648,839
120	148.11	132.60	15.51	10.9%	1.37	1.0%	63%	False	False	131,004,367

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 73 trading days

Fibonacci Retracements and Extensions
4.250	155.40
2.618	150.47
1.618	147.45
1.000	145.58
0.618	144.43
HIGH	142.56
0.618	141.41
0.500	141.05
0.382	140.69
LOW	139.54
0.618	137.67
1.000	136.52
1.618	134.65
2.618	131.63
4.250	126.71

Fisher Pivots for day following 31-Dec-2012
Pivot	1 day	3 day
R1	141.96	141.96
PP	141.50	141.50
S1	141.05	141.05

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