SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 29-Dec-2010
Day Change Summary
Previous Current
28-Dec-2010 29-Dec-2010 Change Change % Previous Week
Open 125.90 125.98 0.08 0.1% 124.64
High 125.95 126.20 0.25 0.2% 125.82
Low 125.50 125.90 0.40 0.3% 123.98
Close 125.83 125.92 0.09 0.1% 125.60
Range 0.45 0.30 -0.15 -33.3% 1.84
ATR 1.03 0.98 -0.05 -4.6% 0.00
Volume 55,258,257 57,970,747 2,712,490 4.9% 362,684,302
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 126.91 126.71 126.09
R3 126.61 126.41 126.00
R2 126.31 126.31 125.98
R1 126.11 126.11 125.95 126.06
PP 126.01 126.01 126.01 125.98
S1 125.81 125.81 125.89 125.76
S2 125.71 125.71 125.87
S3 125.41 125.51 125.84
S4 125.11 125.21 125.76
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
5 126.20 125.04 1.16 0.9% 0.48 0.4% 76% True False 64,033,796
10 126.20 123.75 2.45 1.9% 0.67 0.5% 89% True False 101,369,737
20 126.20 120.19 6.01 4.8% 0.82 0.6% 95% True False 127,218,833
40 126.20 117.59 8.61 6.8% 1.03 0.8% 97% True False 158,720,539
60 126.20 114.67 11.53 9.2% 1.12 0.9% 98% True False 165,757,788
80 126.20 109.55 16.65 13.2% 1.15 0.9% 98% True False 171,171,801
100 126.20 104.29 21.91 17.4% 1.22 1.0% 99% True False 179,942,639
120 126.20 104.29 21.91 17.4% 1.28 1.0% 99% True False 184,197,579
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 0.20
Narrowest range in 217 trading days
Fibonacci Retracements and Extensions
4.250 127.48
2.618 126.99
1.618 126.69
1.000 126.50
0.618 126.39
HIGH 126.20
0.618 126.09
0.500 126.05
0.382 126.01
LOW 125.90
0.618 125.71
1.000 125.60
1.618 125.41
2.618 125.11
4.250 124.63
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 126.05 125.82
PP 126.01 125.72
S1 125.96 125.62

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

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