SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 122.63 123.94 1.31 1.1% 118.50
High 123.04 124.01 0.97 0.8% 123.03
Low 122.50 122.76 0.26 0.2% 117.74
Close 122.76 122.83 0.07 0.1% 122.89
Range 0.54 1.25 0.71 131.5% 5.29
ATR 1.50 1.49 -0.02 -1.2% 0.00
Volume 102,283,853 206,345,190 104,061,337 101.7% 1,020,114,470
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 126.95 126.14 123.52
R3 125.70 124.89 123.17
R2 124.45 124.45 123.06
R1 123.64 123.64 122.94 123.42
PP 123.20 123.20 123.20 123.09
S1 122.39 122.39 122.72 122.17
S2 121.95 121.95 122.60
S3 120.70 121.14 122.49
S4 119.45 119.89 122.14
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
5 124.01 120.19 3.82 3.1% 1.06 0.9% 69% True False 174,339,257
10 124.01 117.74 6.27 5.1% 1.15 0.9% 81% True False 176,665,086
20 124.01 117.59 6.42 5.2% 1.25 1.0% 82% True False 187,046,041
40 124.01 115.65 8.36 6.8% 1.26 1.0% 86% True False 186,241,821
60 124.01 111.98 12.03 9.8% 1.27 1.0% 90% True False 187,944,704
80 124.01 104.29 19.72 16.1% 1.31 1.1% 94% True False 191,093,256
100 124.01 104.29 19.72 16.1% 1.35 1.1% 94% True False 193,888,519
120 124.01 101.13 22.88 18.6% 1.43 1.2% 95% True False 201,030,785
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 0.19
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129.32
2.618 127.28
1.618 126.03
1.000 125.26
0.618 124.78
HIGH 124.01
0.618 123.53
0.500 123.39
0.382 123.24
LOW 122.76
0.618 121.99
1.000 121.51
1.618 120.74
2.618 119.49
4.250 117.45
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 123.39 123.06
PP 123.20 122.98
S1 123.02 122.91

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

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