SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 122.14 122.63 0.49 0.4% 118.50
High 123.03 123.04 0.01 0.0% 123.03
Low 122.11 122.50 0.39 0.3% 117.74
Close 122.89 122.76 -0.13 -0.1% 122.89
Range 0.92 0.54 -0.38 -41.3% 5.29
ATR 1.58 1.50 -0.07 -4.7% 0.00
Volume 151,218,494 102,283,853 -48,934,641 -32.4% 1,020,114,470
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 124.39 124.11 123.06
R3 123.85 123.57 122.91
R2 123.31 123.31 122.86
R1 123.03 123.03 122.81 123.17
PP 122.77 122.77 122.77 122.84
S1 122.49 122.49 122.71 122.63
S2 122.23 122.23 122.66
S3 121.69 121.95 122.61
S4 121.15 121.41 122.46
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
5 123.04 117.81 5.23 4.3% 1.08 0.9% 95% True False 179,790,547
10 123.04 117.74 5.30 4.3% 1.17 1.0% 95% True False 174,166,410
20 123.04 117.59 5.45 4.4% 1.23 1.0% 95% True False 184,506,878
40 123.04 115.65 7.39 6.0% 1.24 1.0% 96% True False 183,656,294
60 123.04 111.98 11.06 9.0% 1.26 1.0% 97% True False 187,471,424
80 123.04 104.29 18.75 15.3% 1.30 1.1% 99% True False 190,493,751
100 123.04 104.29 18.75 15.3% 1.36 1.1% 99% True False 194,651,200
120 123.04 101.13 21.91 17.8% 1.43 1.2% 99% True False 201,503,513
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 125.34
2.618 124.45
1.618 123.91
1.000 123.58
0.618 123.37
HIGH 123.04
0.618 122.83
0.500 122.77
0.382 122.71
LOW 122.50
0.618 122.17
1.000 121.96
1.618 121.63
2.618 121.09
4.250 120.21
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 122.77 122.54
PP 122.77 122.31
S1 122.76 122.09

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

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