SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 119.07 119.42 0.35 0.3% 119.14
High 119.75 119.75 0.00 0.0% 119.76
Low 117.85 119.10 1.25 1.1% 117.26
Close 118.53 119.48 0.95 0.8% 118.49
Range 1.90 0.65 -1.25 -65.8% 2.50
ATR 1.42 1.41 -0.01 -1.0% 0.00
Volume 173,862,649 157,921,216 -15,941,433 -9.2% 812,309,947
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 121.39 121.08 119.83
R3 120.74 120.43 119.65
R2 120.09 120.09 119.59
R1 119.78 119.78 119.53 119.94
PP 119.44 119.44 119.44 119.52
S1 119.13 119.13 119.42 119.29
S2 118.79 118.79 119.36
S3 118.14 118.48 119.30
S4 117.49 117.83 119.12
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 126.00 124.75 119.87
R3 123.50 122.25 119.18
R2 121.00 121.00 118.95
R1 119.75 119.75 118.72 119.13
PP 118.50 118.50 118.50 118.19
S1 117.25 117.25 118.26 116.63
S2 116.00 116.00 118.03
S3 113.50 114.75 117.80
S4 111.00 112.25 117.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.75 117.26 2.49 2.1% 1.15 1.0% 89% True False 166,857,240
10 119.76 116.87 2.89 2.4% 1.18 1.0% 90% False False 167,343,943
20 119.76 115.19 4.57 3.8% 1.24 1.0% 94% False False 176,262,575
40 119.76 109.81 9.95 8.3% 1.26 1.1% 97% False False 184,025,503
60 119.76 104.29 15.47 12.9% 1.35 1.1% 98% False False 194,710,548
80 119.76 104.29 15.47 12.9% 1.40 1.2% 98% False False 197,273,001
100 119.76 101.13 18.63 15.6% 1.48 1.2% 98% False False 205,293,191
120 119.76 101.13 18.63 15.6% 1.65 1.4% 98% False False 226,313,780
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 True
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122.51
2.618 121.45
1.618 120.80
1.000 120.40
0.618 120.15
HIGH 119.75
0.618 119.50
0.500 119.43
0.382 119.35
LOW 119.10
0.618 118.70
1.000 118.45
1.618 118.05
2.618 117.40
4.250 116.34
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 119.46 119.25
PP 119.44 119.03
S1 119.43 118.80

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

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