SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 119.29 118.21 -1.08 -0.9% 122.34
High 119.49 118.71 -0.78 -0.7% 122.95
Low 117.59 117.86 0.27 0.2% 119.65
Close 118.16 118.22 0.06 0.0% 120.20
Range 1.90 0.85 -1.05 -55.3% 3.30
ATR 1.51 1.46 -0.05 -3.1% 0.00
Volume 299,752,840 172,024,197 -127,728,643 -42.6% 958,795,199
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 120.81 120.37 118.69
R3 119.96 119.52 118.45
R2 119.11 119.11 118.37
R1 118.67 118.67 118.30 118.89
PP 118.26 118.26 118.26 118.37
S1 117.82 117.82 118.14 118.04
S2 117.41 117.41 118.06
S3 116.56 116.97 117.98
S4 115.71 116.12 117.75
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
5 121.82 117.59 4.23 3.6% 1.33 1.1% 15% False False 206,405,759
10 122.95 117.59 5.36 4.5% 1.28 1.1% 12% False False 198,945,451
20 122.95 117.21 5.74 4.9% 1.23 1.0% 18% False False 184,481,493
40 122.95 112.18 10.77 9.1% 1.31 1.1% 56% False False 188,175,692
60 122.95 104.29 18.66 15.8% 1.32 1.1% 75% False False 192,733,209
80 122.95 104.29 18.66 15.8% 1.34 1.1% 75% False False 193,683,939
100 122.95 101.13 21.82 18.5% 1.45 1.2% 78% False False 202,662,248
120 122.95 101.13 21.82 18.5% 1.53 1.3% 78% False False 210,884,613
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.34
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 122.32
2.618 120.94
1.618 120.09
1.000 119.56
0.618 119.24
HIGH 118.71
0.618 118.39
0.500 118.29
0.382 118.18
LOW 117.86
0.618 117.33
1.000 117.01
1.618 116.48
2.618 115.63
4.250 114.25
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 118.29 119.32
PP 118.26 118.95
S1 118.24 118.59

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

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