SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 118.50 117.98 -0.52 -0.4% 119.69
High 119.48 119.17 -0.31 -0.3% 120.24
Low 117.74 117.81 0.07 0.1% 117.99
Close 119.16 118.49 -0.67 -0.6% 118.80
Range 1.74 1.36 -0.38 -21.8% 2.25
ATR 1.56 1.54 -0.01 -0.9% 0.00
Volume 223,445,584 233,601,643 10,156,059 4.5% 619,265,781
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 122.57 121.89 119.24
R3 121.21 120.53 118.87
R2 119.85 119.85 118.74
R1 119.17 119.17 118.62 119.51
PP 118.49 118.49 118.49 118.66
S1 117.81 117.81 118.37 118.15
S2 117.13 117.13 118.24
S3 115.77 116.45 118.12
S4 114.41 115.09 117.74
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
5 120.23 117.74 2.49 2.1% 1.24 1.0% 30% False False 178,990,914
10 120.39 117.59 2.80 2.4% 1.25 1.1% 32% False False 190,233,066
20 122.95 117.59 5.36 4.5% 1.24 1.0% 17% False False 190,222,245
40 122.95 114.67 8.28 7.0% 1.27 1.1% 46% False False 185,027,266
60 122.95 109.55 13.40 11.3% 1.26 1.1% 67% False False 185,822,791
80 122.95 104.29 18.66 15.7% 1.32 1.1% 76% False False 193,123,591
100 122.95 104.29 18.66 15.7% 1.38 1.2% 76% False False 195,593,329
120 122.95 101.13 21.82 18.4% 1.45 1.2% 80% False False 203,249,215
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.95
2.618 122.73
1.618 121.37
1.000 120.53
0.618 120.01
HIGH 119.17
0.618 118.65
0.500 118.49
0.382 118.33
LOW 117.81
0.618 116.97
1.000 116.45
1.618 115.61
2.618 114.25
4.250 112.03
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 118.49 118.78
PP 118.49 118.68
S1 118.49 118.59

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

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