SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 17-Dec-2010
Day Change Summary
Previous Current
16-Dec-2010 17-Dec-2010 Change Change % Previous Week
Open 124.18 124.08 -0.10 -0.1% 125.05
High 124.91 124.46 -0.45 -0.4% 125.23
Low 123.75 123.82 0.07 0.1% 123.75
Close 124.82 124.30 -0.52 -0.4% 124.30
Range 1.16 0.64 -0.52 -44.8% 1.48
ATR 1.27 1.25 -0.02 -1.5% 0.00
Volume 178,429,210 140,936,118 -37,493,092 -21.0% 760,351,793
Daily Pivots for day following 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 126.11 125.85 124.65
R3 125.47 125.21 124.48
R2 124.83 124.83 124.42
R1 124.57 124.57 124.36 124.70
PP 124.19 124.19 124.19 124.26
S1 123.93 123.93 124.24 124.06
S2 123.55 123.55 124.18
S3 122.91 123.29 124.12
S4 122.27 122.65 123.95
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 128.87 128.06 125.11
R3 127.39 126.58 124.71
R2 125.91 125.91 124.57
R1 125.10 125.10 124.44 124.77
PP 124.43 124.43 124.43 124.26
S1 123.62 123.62 124.16 123.29
S2 122.95 122.95 124.03
S3 121.47 122.14 123.89
S4 119.99 120.66 123.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.23 123.75 1.48 1.2% 0.89 0.7% 37% False False 152,070,358
10 125.23 122.41 2.82 2.3% 0.90 0.7% 67% False False 144,733,180
20 125.23 117.74 7.49 6.0% 1.06 0.9% 88% False False 162,175,718
40 125.23 117.26 7.97 6.4% 1.13 0.9% 88% False False 172,728,835
60 125.23 113.18 12.05 9.7% 1.22 1.0% 92% False False 179,430,948
80 125.23 104.31 20.92 16.8% 1.24 1.0% 96% False False 184,159,691
100 125.23 104.29 20.94 16.8% 1.28 1.0% 96% False False 187,727,861
120 125.23 101.13 24.10 19.4% 1.37 1.1% 96% False False 194,448,771
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 127.18
2.618 126.14
1.618 125.50
1.000 125.10
0.618 124.86
HIGH 124.46
0.618 124.22
0.500 124.14
0.382 124.06
LOW 123.82
0.618 123.42
1.000 123.18
1.618 122.78
2.618 122.14
4.250 121.10
Fisher Pivots for day following 17-Dec-2010
Pivot 1 day 3 day
R1 124.25 124.34
PP 124.19 124.33
S1 124.14 124.31

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

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