SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Dec-2013

Day Change Summary
	Previous	Current
	10-Dec-2013	11-Dec-2013	Change	Change %	Previous Week
Open	180.98	180.81	-0.17	-0.1%	181.09
High	181.36	180.85	-0.51	-0.3%	181.43
Low	180.64	178.50	-2.14	-1.2%	178.35
Close	180.75	178.72	-2.03	-1.1%	180.94
Range	0.72	2.35	1.63	226.4%	3.08
ATR	1.29	1.37	0.08	5.9%	0.00
Volume	80,976,203	130,590,805	49,614,602	61.3%	573,983,078

Daily Pivots for day following 11-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	186.41	184.91	180.01
R3	184.06	182.56	179.37
R2	181.71	181.71	179.15
R1	180.21	180.21	178.94	179.79
PP	179.36	179.36	179.36	179.14
S1	177.86	177.86	178.50	177.44
S2	177.01	177.01	178.29
S3	174.66	175.51	178.07
S4	172.31	173.16	177.43

Weekly Pivots for week ending 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	189.48	188.29	182.63
R3	186.40	185.21	181.79
R2	183.32	183.32	181.50
R1	182.13	182.13	181.22	181.19
PP	180.24	180.24	180.24	179.77
S1	179.05	179.05	180.66	178.11
S2	177.16	177.16	180.38
S3	174.08	175.97	180.09
S4	171.00	172.89	179.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	181.67	178.50	3.17	1.8%	1.10	0.6%	7%	False	True	103,270,420
10	181.75	178.35	3.40	1.9%	1.16	0.6%	11%	False	False	97,034,458
20	181.75	176.09	5.66	3.2%	1.22	0.7%	46%	False	False	97,232,713
40	181.75	170.63	11.12	6.2%	1.25	0.7%	73%	False	False	104,059,893
60	181.75	164.53	17.22	9.6%	1.36	0.8%	82%	False	False	113,662,951
80	181.75	163.05	18.70	10.5%	1.36	0.8%	84%	False	False	112,334,331
100	181.75	163.05	18.70	10.5%	1.33	0.7%	84%	False	False	109,383,922
120	181.75	155.73	26.02	14.6%	1.34	0.7%	88%	False	False	111,322,491

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	190.84
2.618	187.00
1.618	184.65
1.000	183.20
0.618	182.30
HIGH	180.85
0.618	179.95
0.500	179.68
0.382	179.40
LOW	178.50
0.618	177.05
1.000	176.15
1.618	174.70
2.618	172.35
4.250	168.51

Fisher Pivots for day following 11-Dec-2013
Pivot	1 day	3 day
R1	179.68	180.09
PP	179.36	179.63
S1	179.04	179.18

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