SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Nov-2010
Day Change Summary
Previous Current
03-Nov-2010 04-Nov-2010 Change Change % Previous Week
Open 119.68 121.28 1.61 1.3% 119.14
High 120.02 122.32 2.30 1.9% 119.76
Low 118.45 120.98 2.53 2.1% 117.26
Close 119.95 122.26 2.31 1.9% 118.49
Range 1.57 1.34 -0.23 -14.6% 2.50
ATR 1.42 1.49 0.07 4.8% 0.00
Volume 226,515,548 214,626,420 -11,889,128 -5.2% 812,309,947
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 125.87 125.41 123.00
R3 124.53 124.07 122.63
R2 123.19 123.19 122.51
R1 122.73 122.73 122.38 122.96
PP 121.85 121.85 121.85 121.97
S1 121.39 121.39 122.14 121.62
S2 120.51 120.51 122.01
S3 119.17 120.05 121.89
S4 117.83 118.71 121.52
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
5 122.32 117.85 4.47 3.7% 1.22 1.0% 99% True False 183,421,265
10 122.32 117.26 5.06 4.1% 1.13 0.9% 99% True False 169,337,265
20 122.32 115.61 6.71 5.5% 1.28 1.0% 99% True False 182,657,279
40 122.32 110.87 11.45 9.4% 1.28 1.0% 99% True False 187,632,619
60 122.32 104.29 18.03 14.7% 1.34 1.1% 100% True False 193,468,867
80 122.32 104.29 18.03 14.7% 1.41 1.2% 100% True False 197,825,871
100 122.32 101.13 21.19 17.3% 1.47 1.2% 100% True False 205,258,128
120 122.32 101.13 21.19 17.3% 1.63 1.3% 100% True False 224,396,292
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128.02
2.618 125.83
1.618 124.49
1.000 123.66
0.618 123.15
HIGH 122.32
0.618 121.81
0.500 121.65
0.382 121.49
LOW 120.98
0.618 120.15
1.000 119.64
1.618 118.81
2.618 117.47
4.250 115.29
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 122.06 121.64
PP 121.85 121.01
S1 121.65 120.39

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

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