SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 125.53 126.71 1.18 0.9% 125.13
High 125.87 127.60 1.73 1.4% 126.20
Low 125.33 126.66 1.33 1.1% 125.04
Close 125.75 127.05 1.30 1.0% 125.75
Range 0.54 0.94 0.40 74.1% 1.16
ATR 0.92 0.99 0.07 7.2% 0.00
Volume 91,207,635 138,515,753 47,308,118 51.9% 339,093,457
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 129.92 129.43 127.57
R3 128.98 128.49 127.31
R2 128.04 128.04 127.22
R1 127.55 127.55 127.14 127.80
PP 127.10 127.10 127.10 127.23
S1 126.61 126.61 126.96 126.86
S2 126.16 126.16 126.88
S3 125.22 125.67 126.79
S4 124.28 124.73 126.53
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 129.14 128.61 126.39
R3 127.98 127.45 126.07
R2 126.82 126.82 125.96
R1 126.29 126.29 125.86 126.56
PP 125.66 125.66 125.66 125.80
S1 125.13 125.13 125.64 125.40
S2 124.50 124.50 125.54
S3 123.34 123.97 125.43
S4 122.18 122.81 125.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.60 125.33 2.27 1.8% 0.57 0.4% 76% True False 83,908,981
10 127.60 123.98 3.62 2.8% 0.60 0.5% 85% True False 84,029,351
20 127.60 122.41 5.19 4.1% 0.75 0.6% 89% True False 114,381,266
40 127.60 117.59 10.01 7.9% 0.99 0.8% 95% True False 151,401,856
60 127.60 115.61 11.99 9.4% 1.09 0.9% 95% True False 161,820,331
80 127.60 110.87 16.73 13.2% 1.14 0.9% 97% True False 169,517,238
100 127.60 104.29 23.31 18.3% 1.20 0.9% 98% True False 176,642,063
120 127.60 104.29 23.31 18.3% 1.27 1.0% 98% True False 182,351,199
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 131.60
2.618 130.06
1.618 129.12
1.000 128.54
0.618 128.18
HIGH 127.60
0.618 127.24
0.500 127.13
0.382 127.02
LOW 126.66
0.618 126.08
1.000 125.72
1.618 125.14
2.618 124.20
4.250 122.67
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 127.13 126.86
PP 127.10 126.66
S1 127.08 126.47

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

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