SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 119.42 119.68 0.26 0.2% 119.14
High 119.75 120.02 0.27 0.2% 119.76
Low 119.10 118.45 -0.65 -0.5% 117.26
Close 119.48 119.95 0.48 0.4% 118.49
Range 0.65 1.57 0.92 141.5% 2.50
ATR 1.41 1.42 0.01 0.8% 0.00
Volume 157,921,216 226,515,548 68,594,332 43.4% 812,309,947
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 124.18 123.64 120.81
R3 122.61 122.07 120.38
R2 121.04 121.04 120.24
R1 120.50 120.50 120.09 120.77
PP 119.47 119.47 119.47 119.61
S1 118.93 118.93 119.81 119.20
S2 117.90 117.90 119.66
S3 116.33 117.36 119.52
S4 114.76 115.79 119.09
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
5 120.02 117.83 2.19 1.8% 1.21 1.0% 97% True False 174,183,121
10 120.02 117.21 2.81 2.3% 1.18 1.0% 98% True False 170,017,536
20 120.02 115.19 4.83 4.0% 1.28 1.1% 99% True False 180,162,595
40 120.02 110.62 9.40 7.8% 1.27 1.1% 99% True False 185,940,635
60 120.02 104.29 15.73 13.1% 1.35 1.1% 100% True False 194,440,931
80 120.02 104.29 15.73 13.1% 1.41 1.2% 100% True False 197,447,339
100 120.02 101.13 18.89 15.7% 1.48 1.2% 100% True False 205,488,561
120 120.02 101.13 18.89 15.7% 1.64 1.4% 100% True False 225,321,937
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126.69
2.618 124.13
1.618 122.56
1.000 121.59
0.618 120.99
HIGH 120.02
0.618 119.42
0.500 119.24
0.382 119.05
LOW 118.45
0.618 117.48
1.000 116.88
1.618 115.91
2.618 114.34
4.250 111.78
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 119.71 119.61
PP 119.47 119.27
S1 119.24 118.94

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

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