SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 125.64 125.13 -0.51 -0.4% 124.64
High 125.78 125.77 -0.01 0.0% 125.82
Low 125.29 125.04 -0.25 -0.2% 123.98
Close 125.60 125.65 0.05 0.0% 125.60
Range 0.49 0.73 0.24 49.0% 1.84
ATR 1.10 1.07 -0.03 -2.4% 0.00
Volume 70,052,657 58,064,305 -11,988,352 -17.1% 362,684,302
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 127.68 127.39 126.05
R3 126.95 126.66 125.85
R2 126.22 126.22 125.78
R1 125.93 125.93 125.72 126.08
PP 125.49 125.49 125.49 125.56
S1 125.20 125.20 125.58 125.35
S2 124.76 124.76 125.52
S3 124.03 124.47 125.45
S4 123.30 123.74 125.25
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 130.65 129.97 126.61
R3 128.81 128.13 126.11
R2 126.97 126.97 125.94
R1 126.29 126.29 125.77 126.63
PP 125.13 125.13 125.13 125.31
S1 124.45 124.45 125.43 124.79
S2 123.29 123.29 125.26
S3 121.45 122.61 125.09
S4 119.61 120.77 124.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.82 123.98 1.84 1.5% 0.63 0.5% 91% False False 84,149,721
10 125.82 123.75 2.07 1.6% 0.76 0.6% 92% False False 118,110,040
20 125.82 117.74 8.08 6.4% 0.94 0.7% 98% False False 144,409,744
40 125.82 117.59 8.23 6.5% 1.07 0.9% 98% False False 163,840,892
60 125.82 113.18 12.64 10.1% 1.15 0.9% 99% False False 169,546,573
80 125.82 108.49 17.33 13.8% 1.16 0.9% 99% False False 174,357,298
100 125.82 104.29 21.53 17.1% 1.24 1.0% 99% False False 182,610,135
120 125.82 104.29 21.53 17.1% 1.30 1.0% 99% False False 186,217,453
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128.87
2.618 127.68
1.618 126.95
1.000 126.50
0.618 126.22
HIGH 125.77
0.618 125.49
0.500 125.41
0.382 125.32
LOW 125.04
0.618 124.59
1.000 124.31
1.618 123.86
2.618 123.13
4.250 121.94
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 125.57 125.58
PP 125.49 125.50
S1 125.41 125.43

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

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