SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary
Previous Current
12-Nov-2010 15-Nov-2010 Change Change % Previous Week
Open 120.82 120.58 -0.24 -0.2% 122.34
High 121.35 121.05 -0.30 -0.2% 122.95
Low 119.65 119.98 0.33 0.3% 119.65
Close 120.20 120.03 -0.17 -0.1% 120.20
Range 1.70 1.07 -0.63 -37.1% 3.30
ATR 1.46 1.44 -0.03 -1.9% 0.00
Volume 238,930,528 163,660,615 -75,269,913 -31.5% 958,795,199
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 123.56 122.87 120.62
R3 122.49 121.80 120.32
R2 121.42 121.42 120.23
R1 120.73 120.73 120.13 120.54
PP 120.35 120.35 120.35 120.26
S1 119.66 119.66 119.93 119.47
S2 119.28 119.28 119.83
S3 118.21 118.59 119.74
S4 117.14 117.52 119.44
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 130.83 128.82 122.01
R3 127.53 125.52 121.11
R2 124.23 124.23 120.80
R1 122.22 122.22 120.50 121.57
PP 120.93 120.93 120.93 120.61
S1 118.92 118.92 119.90 118.27
S2 117.63 117.63 119.59
S3 114.33 115.62 119.29
S4 111.03 112.32 118.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.95 119.65 3.30 2.7% 1.45 1.2% 12% False False 193,378,775
10 122.95 118.45 4.50 3.7% 1.23 1.0% 35% False False 190,211,424
20 122.95 116.02 6.93 5.8% 1.27 1.1% 58% False False 184,898,218
40 122.95 112.18 10.77 9.0% 1.30 1.1% 73% False False 187,869,378
60 122.95 104.29 18.66 15.5% 1.32 1.1% 84% False False 192,264,217
80 122.95 104.29 18.66 15.5% 1.34 1.1% 84% False False 192,621,156
100 122.95 101.13 21.82 18.2% 1.45 1.2% 87% False False 202,010,776
120 122.95 101.13 21.82 18.2% 1.54 1.3% 87% False False 211,936,079
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125.60
2.618 123.85
1.618 122.78
1.000 122.12
0.618 121.71
HIGH 121.05
0.618 120.64
0.500 120.52
0.382 120.39
LOW 119.98
0.618 119.32
1.000 118.91
1.618 118.25
2.618 117.18
4.250 115.43
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 120.52 120.74
PP 120.35 120.50
S1 120.19 120.27

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

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