SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 120.20 121.20 1.00 0.8% 119.69
High 121.24 122.65 1.41 1.2% 120.24
Low 120.19 121.13 0.94 0.8% 117.99
Close 121.01 122.56 1.55 1.3% 118.80
Range 1.05 1.52 0.47 44.8% 2.25
ATR 1.63 1.63 0.00 0.1% 0.00
Volume 220,815,653 191,033,096 -29,782,557 -13.5% 619,265,781
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 126.67 126.14 123.40
R3 125.15 124.62 122.98
R2 123.63 123.63 122.84
R1 123.10 123.10 122.70 123.37
PP 122.11 122.11 122.11 122.25
S1 121.58 121.58 122.42 121.85
S2 120.59 120.59 122.28
S3 119.07 120.06 122.14
S4 117.55 118.54 121.72
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
5 122.65 117.74 4.91 4.0% 1.34 1.1% 98% True False 188,980,736
10 122.65 117.74 4.91 4.0% 1.24 1.0% 98% True False 184,240,237
20 122.95 117.59 5.36 4.4% 1.26 1.0% 93% False False 191,592,844
40 122.95 115.19 7.76 6.3% 1.27 1.0% 95% False False 185,877,719
60 122.95 110.62 12.33 10.1% 1.27 1.0% 97% False False 187,824,704
80 122.95 104.29 18.66 15.2% 1.32 1.1% 98% False False 193,728,910
100 122.95 104.29 18.66 15.2% 1.38 1.1% 98% False False 196,276,440
120 122.95 101.13 21.82 17.8% 1.44 1.2% 98% False False 203,172,608
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 0.26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129.11
2.618 126.63
1.618 125.11
1.000 124.17
0.618 123.59
HIGH 122.65
0.618 122.07
0.500 121.89
0.382 121.71
LOW 121.13
0.618 120.19
1.000 119.61
1.618 118.67
2.618 117.15
4.250 114.67
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 122.34 121.78
PP 122.11 121.01
S1 121.89 120.23

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

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