SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 120.58 119.29 -1.29 -1.1% 122.34
High 121.05 119.49 -1.56 -1.3% 122.95
Low 119.98 117.59 -2.39 -2.0% 119.65
Close 120.03 118.16 -1.87 -1.6% 120.20
Range 1.07 1.90 0.83 77.6% 3.30
ATR 1.44 1.51 0.07 5.0% 0.00
Volume 163,660,615 299,752,840 136,092,225 83.2% 958,795,199
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 124.11 123.04 119.21
R3 122.21 121.14 118.68
R2 120.31 120.31 118.51
R1 119.24 119.24 118.33 118.83
PP 118.41 118.41 118.41 118.21
S1 117.34 117.34 117.99 116.93
S2 116.51 116.51 117.81
S3 114.61 115.44 117.64
S4 112.71 113.54 117.12
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
5 122.16 117.59 4.57 3.9% 1.46 1.2% 12% False True 216,120,081
10 122.95 117.59 5.36 4.5% 1.35 1.1% 11% False True 204,394,586
20 122.95 116.87 6.08 5.1% 1.27 1.1% 21% False False 185,869,265
40 122.95 112.18 10.77 9.1% 1.32 1.1% 56% False False 188,653,964
60 122.95 104.29 18.66 15.8% 1.33 1.1% 74% False False 194,541,709
80 122.95 104.29 18.66 15.8% 1.34 1.1% 74% False False 194,093,360
100 122.95 101.13 21.82 18.5% 1.45 1.2% 78% False False 202,631,176
120 122.95 101.13 21.82 18.5% 1.54 1.3% 78% False False 211,930,529
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 127.57
2.618 124.46
1.618 122.56
1.000 121.39
0.618 120.66
HIGH 119.49
0.618 118.76
0.500 118.54
0.382 118.32
LOW 117.59
0.618 116.42
1.000 115.69
1.618 114.52
2.618 112.62
4.250 109.52
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 118.54 119.47
PP 118.41 119.03
S1 118.29 118.60

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

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