SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 121.58 121.05 -0.53 -0.4% 119.07
High 122.16 121.82 -0.34 -0.3% 122.92
Low 120.66 120.68 0.02 0.0% 117.85
Close 122.10 121.64 -0.47 -0.4% 122.73
Range 1.50 1.14 -0.36 -24.0% 5.07
ATR 1.42 1.42 0.00 0.0% 0.00
Volume 220,595,810 157,660,616 -62,935,194 -28.5% 953,521,075
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 124.80 124.36 122.26
R3 123.66 123.22 121.95
R2 122.52 122.52 121.84
R1 122.08 122.08 121.74 122.30
PP 121.38 121.38 121.38 121.49
S1 120.94 120.94 121.53 121.16
S2 120.24 120.24 121.43
S3 119.10 119.80 121.32
S4 117.96 118.66 121.01
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
5 122.95 120.66 2.29 1.9% 1.19 1.0% 43% False False 180,091,982
10 122.95 117.85 5.10 4.2% 1.21 1.0% 74% False False 181,756,623
20 122.95 116.02 6.93 5.7% 1.27 1.0% 81% False False 184,001,790
40 122.95 112.18 10.77 8.9% 1.31 1.1% 88% False False 188,061,875
60 122.95 104.29 18.66 15.3% 1.33 1.1% 93% False False 193,476,616
80 122.95 104.29 18.66 15.3% 1.34 1.1% 93% False False 193,794,449
100 122.95 101.13 21.82 17.9% 1.45 1.2% 94% False False 203,213,209
120 122.95 101.13 21.82 17.9% 1.57 1.3% 94% False False 214,788,132
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 126.67
2.618 124.80
1.618 123.66
1.000 122.96
0.618 122.52
HIGH 121.82
0.618 121.38
0.500 121.25
0.382 121.12
LOW 120.68
0.618 119.98
1.000 119.54
1.618 118.84
2.618 117.70
4.250 115.84
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 121.51 121.81
PP 121.38 121.75
S1 121.25 121.69

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

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