SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 124.64 124.99 0.35 0.3% 125.05
High 124.90 125.47 0.57 0.5% 125.23
Low 123.98 124.87 0.89 0.7% 123.75
Close 124.60 125.39 0.79 0.6% 124.30
Range 0.92 0.60 -0.32 -34.8% 1.48
ATR 1.23 1.20 -0.03 -2.1% 0.00
Volume 118,959,868 94,848,761 -24,111,107 -20.3% 760,351,793
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 127.04 126.82 125.72
R3 126.44 126.22 125.56
R2 125.84 125.84 125.50
R1 125.62 125.62 125.45 125.73
PP 125.24 125.24 125.24 125.30
S1 125.02 125.02 125.34 125.13
S2 124.64 124.64 125.28
S3 124.04 124.42 125.23
S4 123.44 123.82 125.06
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
5 125.47 123.75 1.72 1.4% 0.87 0.7% 95% True False 138,705,679
10 125.47 122.41 3.06 2.4% 0.87 0.7% 97% True False 135,251,139
20 125.47 117.74 7.73 6.2% 1.01 0.8% 99% True False 155,958,112
40 125.47 117.26 8.21 6.5% 1.12 0.9% 99% True False 171,597,641
60 125.47 113.18 12.29 9.8% 1.21 1.0% 99% True False 177,357,934
80 125.47 104.49 20.98 16.7% 1.21 1.0% 100% True False 180,621,994
100 125.47 104.29 21.18 16.9% 1.26 1.0% 100% True False 185,466,672
120 125.47 101.62 23.85 19.0% 1.35 1.1% 100% True False 190,680,642
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 128.02
2.618 127.04
1.618 126.44
1.000 126.07
0.618 125.84
HIGH 125.47
0.618 125.24
0.500 125.17
0.382 125.10
LOW 124.87
0.618 124.50
1.000 124.27
1.618 123.90
2.618 123.30
4.250 122.32
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 125.32 125.14
PP 125.24 124.89
S1 125.17 124.65

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

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