SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-Dec-2010
Day Change Summary
Previous Current
08-Dec-2010 09-Dec-2010 Change Change % Previous Week
Open 122.98 123.97 0.99 0.8% 118.50
High 123.38 124.02 0.64 0.5% 123.03
Low 122.41 123.15 0.74 0.6% 117.74
Close 123.28 123.76 0.48 0.4% 122.89
Range 0.97 0.87 -0.10 -10.3% 5.29
ATR 1.45 1.41 -0.04 -2.9% 0.00
Volume 137,767,048 123,131,434 -14,635,614 -10.6% 1,020,114,470
Daily Pivots for day following 09-Dec-2010
Classic Woodie Camarilla DeMark
R4 126.25 125.88 124.24
R3 125.38 125.01 124.00
R2 124.51 124.51 123.92
R1 124.14 124.14 123.84 123.89
PP 123.64 123.64 123.64 123.52
S1 123.27 123.27 123.68 123.02
S2 122.77 122.77 123.60
S3 121.90 122.40 123.52
S4 121.03 121.53 123.28
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
5 124.02 122.11 1.91 1.5% 0.91 0.7% 86% True False 144,149,203
10 124.02 117.74 6.28 5.1% 1.12 0.9% 96% True False 166,564,969
20 124.02 117.59 6.43 5.2% 1.18 1.0% 96% True False 179,758,859
40 124.02 116.02 8.00 6.5% 1.23 1.0% 97% True False 183,372,553
60 124.02 112.18 11.84 9.6% 1.26 1.0% 98% True False 185,996,247
80 124.02 104.29 19.73 15.9% 1.30 1.0% 99% True False 190,358,435
100 124.02 104.29 19.73 15.9% 1.32 1.1% 99% True False 192,054,272
120 124.02 101.13 22.89 18.5% 1.42 1.1% 99% True False 199,982,505
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127.72
2.618 126.30
1.618 125.43
1.000 124.89
0.618 124.56
HIGH 124.02
0.618 123.69
0.500 123.59
0.382 123.48
LOW 123.15
0.618 122.61
1.000 122.28
1.618 121.74
2.618 120.87
4.250 119.45
Fisher Pivots for day following 09-Dec-2010
Pivot 1 day 3 day
R1 123.70 123.58
PP 123.64 123.40
S1 123.59 123.22

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

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