SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 121.20 122.14 0.94 0.8% 118.50
High 122.65 123.03 0.38 0.3% 123.03
Low 121.13 122.11 0.98 0.8% 117.74
Close 122.56 122.89 0.33 0.3% 122.89
Range 1.52 0.92 -0.60 -39.5% 5.29
ATR 1.63 1.58 -0.05 -3.1% 0.00
Volume 191,033,096 151,218,494 -39,814,602 -20.8% 1,020,114,470
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 125.44 125.08 123.40
R3 124.52 124.16 123.14
R2 123.60 123.60 123.06
R1 123.24 123.24 122.97 123.42
PP 122.68 122.68 122.68 122.77
S1 122.32 122.32 122.81 122.50
S2 121.76 121.76 122.72
S3 120.84 121.40 122.64
S4 119.92 120.48 122.38
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 137.09 135.28 125.80
R3 131.80 129.99 124.34
R2 126.51 126.51 123.86
R1 124.70 124.70 123.37 125.61
PP 121.22 121.22 121.22 121.67
S1 119.41 119.41 122.41 120.32
S2 115.93 115.93 121.92
S3 110.64 114.12 121.44
S4 105.35 108.83 119.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.03 117.74 5.29 4.3% 1.32 1.1% 97% True False 204,022,894
10 123.03 117.74 5.29 4.3% 1.22 1.0% 97% True False 179,618,256
20 123.03 117.59 5.44 4.4% 1.24 1.0% 97% True False 188,422,447
40 123.03 115.61 7.42 6.0% 1.26 1.0% 98% True False 185,539,863
60 123.03 110.87 12.16 9.9% 1.26 1.0% 99% True False 187,895,895
80 123.03 104.29 18.74 15.2% 1.32 1.1% 99% True False 192,207,262
100 123.03 104.29 18.74 15.2% 1.38 1.1% 99% True False 195,945,186
120 123.03 101.13 21.90 17.8% 1.43 1.2% 99% True False 202,452,182
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.27
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 126.94
2.618 125.44
1.618 124.52
1.000 123.95
0.618 123.60
HIGH 123.03
0.618 122.68
0.500 122.57
0.382 122.46
LOW 122.11
0.618 121.54
1.000 121.19
1.618 120.62
2.618 119.70
4.250 118.20
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 122.78 122.46
PP 122.68 122.04
S1 122.57 121.61

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

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