SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 124.14 125.05 0.91 0.7% 122.63
High 124.60 125.20 0.60 0.5% 124.60
Low 123.73 124.52 0.79 0.6% 122.41
Close 124.48 124.56 0.08 0.1% 124.48
Range 0.87 0.68 -0.19 -21.8% 2.19
ATR 1.37 1.32 -0.05 -3.4% 0.00
Volume 117,452,490 133,627,273 16,174,783 13.8% 686,980,015
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 126.80 126.36 124.93
R3 126.12 125.68 124.75
R2 125.44 125.44 124.68
R1 125.00 125.00 124.62 124.88
PP 124.76 124.76 124.76 124.70
S1 124.32 124.32 124.50 124.20
S2 124.08 124.08 124.44
S3 123.40 123.64 124.37
S4 122.72 122.96 124.19
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 130.40 129.63 125.68
R3 128.21 127.44 125.08
R2 126.02 126.02 124.88
R1 125.25 125.25 124.68 125.64
PP 123.83 123.83 123.83 124.02
S1 123.06 123.06 124.28 123.45
S2 121.64 121.64 124.08
S3 119.45 120.87 123.88
S4 117.26 118.68 123.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.20 122.41 2.79 2.2% 0.93 0.7% 77% True False 143,664,687
10 125.20 117.81 7.39 5.9% 1.00 0.8% 91% True False 161,727,617
20 125.20 117.59 7.61 6.1% 1.11 0.9% 92% True False 172,483,290
40 125.20 116.02 9.18 7.4% 1.20 1.0% 93% True False 178,127,644
60 125.20 112.18 13.02 10.5% 1.26 1.0% 95% True False 183,588,735
80 125.20 104.29 20.91 16.8% 1.27 1.0% 97% True False 187,892,756
100 125.20 104.29 20.91 16.8% 1.30 1.0% 97% True False 189,176,353
120 125.20 101.13 24.07 19.3% 1.40 1.1% 97% True False 197,961,537
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.15
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 128.09
2.618 126.98
1.618 126.30
1.000 125.88
0.618 125.62
HIGH 125.20
0.618 124.94
0.500 124.86
0.382 124.78
LOW 124.52
0.618 124.10
1.000 123.84
1.618 123.42
2.618 122.74
4.250 121.63
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 124.86 124.43
PP 124.76 124.30
S1 124.66 124.18

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

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