SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 122.34 122.82 0.48 0.4% 119.07
High 122.69 122.95 0.26 0.2% 122.92
Low 121.94 121.12 -0.82 -0.7% 117.85
Close 122.49 121.61 -0.88 -0.7% 122.73
Range 0.75 1.83 1.08 144.0% 5.07
ATR 1.39 1.42 0.03 2.3% 0.00
Volume 155,561,938 186,046,307 30,484,369 19.6% 953,521,075
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 127.38 126.33 122.62
R3 125.55 124.50 122.11
R2 123.72 123.72 121.95
R1 122.67 122.67 121.78 122.28
PP 121.89 121.89 121.89 121.70
S1 120.84 120.84 121.44 120.45
S2 120.06 120.06 121.27
S3 118.23 119.01 121.11
S4 116.40 117.18 120.60
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
5 122.95 118.45 4.50 3.7% 1.25 1.0% 70% True False 192,669,091
10 122.95 117.26 5.69 4.7% 1.20 1.0% 76% True False 179,763,165
20 122.95 116.02 6.93 5.7% 1.27 1.0% 81% True False 185,652,164
40 122.95 111.98 10.97 9.0% 1.29 1.1% 88% True False 187,810,971
60 122.95 104.29 18.66 15.3% 1.34 1.1% 93% True False 193,083,742
80 122.95 104.29 18.66 15.3% 1.38 1.1% 93% True False 195,594,412
100 122.95 101.13 21.82 17.9% 1.47 1.2% 94% True False 203,949,979
120 122.95 101.13 21.82 17.9% 1.59 1.3% 94% True False 218,050,223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 130.73
2.618 127.74
1.618 125.91
1.000 124.78
0.618 124.08
HIGH 122.95
0.618 122.25
0.500 122.04
0.382 121.82
LOW 121.12
0.618 119.99
1.000 119.29
1.618 118.16
2.618 116.33
4.250 113.34
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 122.04 122.04
PP 121.89 121.89
S1 121.75 121.75

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

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