SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 124.44 124.18 -0.26 -0.2% 122.63
High 124.93 124.91 -0.02 0.0% 124.60
Low 123.89 123.75 -0.14 -0.1% 122.41
Close 124.10 124.82 0.72 0.6% 124.48
Range 1.04 1.16 0.12 11.5% 2.19
ATR 1.28 1.27 -0.01 -0.7% 0.00
Volume 160,354,440 178,429,210 18,074,770 11.3% 686,980,015
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 127.97 127.56 125.46
R3 126.81 126.40 125.14
R2 125.65 125.65 125.03
R1 125.24 125.24 124.93 125.45
PP 124.49 124.49 124.49 124.60
S1 124.08 124.08 124.71 124.29
S2 123.33 123.33 124.61
S3 122.17 122.92 124.50
S4 121.01 121.76 124.18
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
5 125.23 123.73 1.50 1.2% 0.94 0.8% 73% False False 147,373,633
10 125.23 122.11 3.12 2.5% 0.92 0.7% 87% False False 145,761,418
20 125.23 117.74 7.49 6.0% 1.08 0.9% 95% False False 165,000,827
40 125.23 117.21 8.02 6.4% 1.16 0.9% 95% False False 174,741,160
60 125.23 112.18 13.05 10.5% 1.23 1.0% 97% False False 180,450,737
80 125.23 104.29 20.94 16.8% 1.26 1.0% 98% False False 185,800,113
100 125.23 104.29 20.94 16.8% 1.29 1.0% 98% False False 187,947,317
120 125.23 101.13 24.10 19.3% 1.38 1.1% 98% False False 196,385,344
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 129.84
2.618 127.95
1.618 126.79
1.000 126.07
0.618 125.63
HIGH 124.91
0.618 124.47
0.500 124.33
0.382 124.19
LOW 123.75
0.618 123.03
1.000 122.59
1.618 121.87
2.618 120.71
4.250 118.82
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 124.66 124.71
PP 124.49 124.60
S1 124.33 124.49

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

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