SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 124.99 125.48 0.49 0.4% 125.05
High 125.47 125.82 0.35 0.3% 125.23
Low 124.87 125.41 0.54 0.4% 123.75
Close 125.39 125.78 0.39 0.3% 124.30
Range 0.60 0.41 -0.19 -31.7% 1.48
ATR 1.20 1.15 -0.06 -4.6% 0.00
Volume 94,848,761 78,823,016 -16,025,745 -16.9% 760,351,793
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 126.90 126.75 126.01
R3 126.49 126.34 125.89
R2 126.08 126.08 125.86
R1 125.93 125.93 125.82 126.01
PP 125.67 125.67 125.67 125.71
S1 125.52 125.52 125.74 125.60
S2 125.26 125.26 125.70
S3 124.85 125.11 125.67
S4 124.44 124.70 125.55
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
5 125.82 123.75 2.07 1.6% 0.75 0.6% 98% True False 122,399,394
10 125.82 123.15 2.67 2.1% 0.81 0.6% 99% True False 129,356,736
20 125.82 117.74 8.08 6.4% 0.98 0.8% 100% True False 148,806,325
40 125.82 117.26 8.56 6.8% 1.11 0.9% 100% True False 169,596,014
60 125.82 113.18 12.64 10.0% 1.18 0.9% 100% True False 175,186,719
80 125.82 104.49 21.33 17.0% 1.19 0.9% 100% True False 179,520,983
100 125.82 104.29 21.53 17.1% 1.25 1.0% 100% True False 184,374,261
120 125.82 101.88 23.94 19.0% 1.33 1.1% 100% True False 189,393,403
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 False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 213 trading days
Fibonacci Retracements and Extensions
4.250 127.56
2.618 126.89
1.618 126.48
1.000 126.23
0.618 126.07
HIGH 125.82
0.618 125.66
0.500 125.62
0.382 125.57
LOW 125.41
0.618 125.16
1.000 125.00
1.618 124.75
2.618 124.34
4.250 123.67
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 125.73 125.49
PP 125.67 125.19
S1 125.62 124.90

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

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