SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 119.16 118.50 -0.66 -0.6% 119.69
High 119.81 119.48 -0.33 -0.3% 120.24
Low 118.80 117.74 -1.06 -0.9% 117.99
Close 118.80 119.16 0.36 0.3% 118.80
Range 1.01 1.74 0.73 72.3% 2.25
ATR 1.54 1.56 0.01 0.9% 0.00
Volume 76,007,704 223,445,584 147,437,880 194.0% 619,265,781
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 124.01 123.33 120.12
R3 122.27 121.59 119.64
R2 120.53 120.53 119.48
R1 119.85 119.85 119.32 120.19
PP 118.79 118.79 118.79 118.97
S1 118.11 118.11 119.00 118.45
S2 117.05 117.05 118.84
S3 115.31 116.37 118.68
S4 113.57 114.63 118.21
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 125.76 124.53 120.04
R3 123.51 122.28 119.42
R2 121.26 121.26 119.21
R1 120.03 120.03 119.01 119.52
PP 119.01 119.01 119.01 118.76
S1 117.78 117.78 118.59 117.27
S2 116.76 116.76 118.39
S3 114.51 115.53 118.18
S4 112.26 113.28 117.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.24 117.74 2.50 2.1% 1.26 1.1% 57% False True 168,542,273
10 121.05 117.59 3.46 2.9% 1.22 1.0% 45% False False 183,238,963
20 122.95 117.59 5.36 4.5% 1.27 1.1% 29% False False 187,235,295
40 122.95 113.18 9.77 8.2% 1.27 1.1% 61% False False 183,337,217
60 122.95 109.55 13.40 11.2% 1.25 1.1% 72% False False 185,464,859
80 122.95 104.29 18.66 15.7% 1.33 1.1% 80% False False 193,198,807
100 122.95 104.29 18.66 15.7% 1.37 1.2% 80% False False 194,706,631
120 122.95 101.13 21.82 18.3% 1.46 1.2% 83% False False 203,950,118
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 8 trading days
Fibonacci Retracements and Extensions
4.250 126.88
2.618 124.04
1.618 122.30
1.000 121.22
0.618 120.56
HIGH 119.48
0.618 118.82
0.500 118.61
0.382 118.40
LOW 117.74
0.618 116.66
1.000 116.00
1.618 114.92
2.618 113.18
4.250 110.35
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 118.98 119.10
PP 118.79 119.04
S1 118.61 118.99

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

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