SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 119.90 119.69 -0.21 -0.2% 120.58
High 120.34 120.24 -0.10 -0.1% 121.05
Low 119.25 118.77 -0.48 -0.4% 117.59
Close 120.29 120.19 -0.10 -0.1% 120.29
Range 1.09 1.47 0.38 34.9% 3.46
ATR 1.48 1.48 0.00 0.2% 0.00
Volume 156,802,316 181,358,434 24,556,118 15.7% 989,678,267
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 124.14 123.64 121.00
R3 122.67 122.17 120.59
R2 121.20 121.20 120.46
R1 120.70 120.70 120.32 120.95
PP 119.73 119.73 119.73 119.86
S1 119.23 119.23 120.06 119.48
S2 118.26 118.26 119.92
S3 116.79 117.76 119.79
S4 115.32 116.29 119.38
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 130.02 128.62 122.19
R3 126.56 125.16 121.24
R2 123.10 123.10 120.92
R1 121.70 121.70 120.61 120.67
PP 119.64 119.64 119.64 119.13
S1 118.24 118.24 119.97 117.21
S2 116.18 116.18 119.66
S3 112.72 114.78 119.34
S4 109.26 111.32 118.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.39 117.59 2.80 2.3% 1.27 1.1% 93% False False 201,475,217
10 122.95 117.59 5.36 4.5% 1.36 1.1% 49% False False 197,426,996
20 122.95 117.26 5.69 4.7% 1.23 1.0% 51% False False 187,237,169
40 122.95 113.18 9.77 8.1% 1.31 1.1% 72% False False 188,057,844
60 122.95 104.49 18.46 15.4% 1.27 1.1% 85% False False 188,843,288
80 122.95 104.29 18.66 15.5% 1.32 1.1% 85% False False 192,843,812
100 122.95 101.62 21.33 17.7% 1.41 1.2% 87% False False 197,625,148
120 122.95 101.13 21.82 18.2% 1.50 1.2% 87% False False 209,148,531
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126.49
2.618 124.09
1.618 122.62
1.000 121.71
0.618 121.15
HIGH 120.24
0.618 119.68
0.500 119.51
0.382 119.33
LOW 118.77
0.618 117.86
1.000 117.30
1.618 116.39
2.618 114.92
4.250 112.52
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 119.96 119.99
PP 119.73 119.78
S1 119.51 119.58

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

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