SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 123.94 122.98 -0.96 -0.8% 118.50
High 124.01 123.38 -0.63 -0.5% 123.03
Low 122.76 122.41 -0.35 -0.3% 117.74
Close 122.83 123.28 0.45 0.4% 122.89
Range 1.25 0.97 -0.28 -22.4% 5.29
ATR 1.49 1.45 -0.04 -2.5% 0.00
Volume 206,345,190 137,767,048 -68,578,142 -33.2% 1,020,114,470
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 125.93 125.58 123.81
R3 124.96 124.61 123.55
R2 123.99 123.99 123.46
R1 123.64 123.64 123.37 123.82
PP 123.02 123.02 123.02 123.11
S1 122.67 122.67 123.19 122.85
S2 122.05 122.05 123.10
S3 121.08 121.70 123.01
S4 120.11 120.73 122.75
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
5 124.01 121.13 2.88 2.3% 1.04 0.8% 75% False False 157,729,536
10 124.01 117.74 6.27 5.1% 1.14 0.9% 88% False False 168,255,914
20 124.01 117.59 6.42 5.2% 1.21 1.0% 89% False False 184,632,078
40 124.01 116.02 7.99 6.5% 1.24 1.0% 91% False False 185,142,121
60 124.01 111.98 12.03 9.8% 1.26 1.0% 94% False False 186,751,340
80 124.01 104.29 19.72 16.0% 1.30 1.1% 96% False False 190,970,826
100 124.01 104.29 19.72 16.0% 1.34 1.1% 96% False False 193,401,945
120 124.01 101.13 22.88 18.6% 1.43 1.2% 97% False False 200,730,329
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.50
2.618 125.92
1.618 124.95
1.000 124.35
0.618 123.98
HIGH 123.38
0.618 123.01
0.500 122.90
0.382 122.78
LOW 122.41
0.618 121.81
1.000 121.44
1.618 120.84
2.618 119.87
4.250 118.29
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 123.15 123.26
PP 123.02 123.23
S1 122.90 123.21

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

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