SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 125.05 124.75 -0.30 -0.2% 122.63
High 125.20 125.23 0.03 0.0% 124.60
Low 124.52 124.29 -0.23 -0.2% 122.41
Close 124.56 124.67 0.11 0.1% 124.48
Range 0.68 0.94 0.26 38.2% 2.19
ATR 1.32 1.30 -0.03 -2.1% 0.00
Volume 133,627,273 147,004,752 13,377,479 10.0% 686,980,015
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 127.55 127.05 125.19
R3 126.61 126.11 124.93
R2 125.67 125.67 124.84
R1 125.17 125.17 124.76 124.95
PP 124.73 124.73 124.73 124.62
S1 124.23 124.23 124.58 124.01
S2 123.79 123.79 124.50
S3 122.85 123.29 124.41
S4 121.91 122.35 124.15
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
5 125.23 122.41 2.82 2.3% 0.87 0.7% 80% True False 131,796,599
10 125.23 120.19 5.04 4.0% 0.96 0.8% 89% True False 153,067,928
20 125.23 117.59 7.64 6.1% 1.11 0.9% 93% True False 171,650,497
40 125.23 116.02 9.21 7.4% 1.19 1.0% 94% True False 178,274,357
60 125.23 112.18 13.05 10.5% 1.24 1.0% 96% True False 182,463,084
80 125.23 104.29 20.94 16.8% 1.27 1.0% 97% True False 187,110,787
100 125.23 104.29 20.94 16.8% 1.29 1.0% 97% True False 188,427,024
120 125.23 101.13 24.10 19.3% 1.39 1.1% 98% True False 196,950,729
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129.23
2.618 127.69
1.618 126.75
1.000 126.17
0.618 125.81
HIGH 125.23
0.618 124.87
0.500 124.76
0.382 124.65
LOW 124.29
0.618 123.71
1.000 123.35
1.618 122.77
2.618 121.83
4.250 120.30
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 124.76 124.61
PP 124.73 124.54
S1 124.70 124.48

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

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