SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 121.28 122.34 1.06 0.9% 119.07
High 122.32 122.92 0.60 0.5% 122.92
Low 120.98 122.18 1.20 1.0% 117.85
Close 122.26 122.73 0.47 0.4% 122.73
Range 1.34 0.74 -0.60 -44.8% 5.07
ATR 1.49 1.43 -0.05 -3.6% 0.00
Volume 214,626,420 180,595,242 -34,031,178 -15.9% 953,521,075
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 124.83 124.52 123.13
R3 124.09 123.78 122.93
R2 123.35 123.35 122.86
R1 123.04 123.04 122.79 123.19
PP 122.61 122.61 122.61 122.69
S1 122.30 122.30 122.66 122.45
S2 121.87 121.87 122.59
S3 121.13 121.56 122.52
S4 120.39 120.82 122.32
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 136.38 134.62 125.51
R3 131.31 129.55 124.12
R2 126.24 126.24 123.65
R1 124.48 124.48 123.19 125.36
PP 121.17 121.17 121.17 121.60
S1 119.41 119.41 122.26 120.29
S2 116.10 116.10 121.80
S3 111.03 114.34 121.33
S4 105.96 109.27 119.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.92 117.85 5.07 4.1% 1.24 1.0% 96% True False 190,704,215
10 122.92 117.26 5.66 4.6% 1.15 0.9% 97% True False 176,583,102
20 122.92 115.65 7.27 5.9% 1.26 1.0% 97% True False 182,805,709
40 122.92 111.98 10.94 8.9% 1.28 1.0% 98% True False 188,953,696
60 122.92 104.29 18.63 15.2% 1.33 1.1% 99% True False 192,489,375
80 122.92 104.29 18.63 15.2% 1.40 1.1% 99% True False 197,187,281
100 122.92 101.13 21.79 17.8% 1.47 1.2% 99% True False 204,902,840
120 122.92 101.13 21.79 17.8% 1.61 1.3% 99% True False 222,900,146
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 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126.07
2.618 124.86
1.618 124.12
1.000 123.66
0.618 123.38
HIGH 122.92
0.618 122.64
0.500 122.55
0.382 122.46
LOW 122.18
0.618 121.72
1.000 121.44
1.618 120.98
2.618 120.24
4.250 119.04
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 122.67 122.05
PP 122.61 121.37
S1 122.55 120.69

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

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