SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 118.21 119.36 1.15 1.0% 122.34
High 118.71 120.39 1.68 1.4% 122.95
Low 117.86 119.35 1.49 1.3% 119.65
Close 118.22 119.96 1.74 1.5% 120.20
Range 0.85 1.04 0.19 22.4% 3.30
ATR 1.46 1.51 0.05 3.5% 0.00
Volume 172,024,197 197,438,299 25,414,102 14.8% 958,795,199
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 123.02 122.53 120.53
R3 121.98 121.49 120.24
R2 120.94 120.94 120.15
R1 120.45 120.45 120.05 120.69
PP 119.90 119.90 119.90 120.02
S1 119.41 119.41 119.86 119.65
S2 118.86 118.86 119.77
S3 117.82 118.37 119.67
S4 116.78 117.33 119.39
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
5 121.35 117.59 3.76 3.1% 1.31 1.1% 63% False False 214,361,295
10 122.95 117.59 5.36 4.5% 1.25 1.0% 44% False False 197,226,639
20 122.95 117.26 5.69 4.7% 1.19 1.0% 47% False False 183,281,952
40 122.95 113.18 9.77 8.1% 1.30 1.1% 69% False False 188,058,563
60 122.95 104.31 18.64 15.5% 1.30 1.1% 84% False False 191,487,682
80 122.95 104.29 18.66 15.6% 1.34 1.1% 84% False False 194,115,897
100 122.95 101.13 21.82 18.2% 1.43 1.2% 86% False False 200,903,382
120 122.95 101.13 21.82 18.2% 1.52 1.3% 86% False False 210,217,930
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.81
2.618 123.11
1.618 122.07
1.000 121.43
0.618 121.03
HIGH 120.39
0.618 119.99
0.500 119.87
0.382 119.75
LOW 119.35
0.618 118.71
1.000 118.31
1.618 117.67
2.618 116.63
4.250 114.93
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 119.93 119.64
PP 119.90 119.31
S1 119.87 118.99

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

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