SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 124.89 124.79 -0.10 -0.1% 127.16
High 125.80 124.94 -0.86 -0.7% 128.62
Low 122.86 123.02 0.16 0.1% 121.52
Close 123.16 124.32 1.16 0.9% 125.48
Range 2.94 1.92 -1.02 -34.7% 7.10
ATR 2.93 2.86 -0.07 -2.5% 0.00
Volume 337,504,031 231,525,781 -105,978,250 -31.4% 1,424,260,469
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 129.85 129.01 125.38
R3 127.93 127.09 124.85
R2 126.01 126.01 124.67
R1 125.17 125.17 124.50 124.63
PP 124.09 124.09 124.09 123.83
S1 123.25 123.25 124.14 122.71
S2 122.17 122.17 123.97
S3 120.25 121.33 123.79
S4 118.33 119.41 123.26
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 146.51 143.09 129.39
R3 139.41 135.99 127.43
R2 132.31 132.31 126.78
R1 128.89 128.89 126.13 127.05
PP 125.21 125.21 125.21 124.29
S1 121.79 121.79 124.83 119.95
S2 118.11 118.11 124.18
S3 111.01 114.69 123.53
S4 103.91 107.59 121.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.02 122.86 5.16 4.2% 2.21 1.8% 28% False False 247,752,387
10 128.85 121.52 7.33 5.9% 2.19 1.8% 38% False False 263,950,492
20 129.42 119.20 10.22 8.2% 2.39 1.9% 50% False False 264,449,768
40 129.42 107.43 21.99 17.7% 2.58 2.1% 77% False False 280,634,366
60 129.42 107.43 21.99 17.7% 2.78 2.2% 77% False False 287,186,095
80 134.82 107.43 27.39 22.0% 2.90 2.3% 62% False False 303,768,912
100 135.70 107.43 28.27 22.7% 2.62 2.1% 60% False False 280,278,810
120 135.70 107.43 28.27 22.7% 2.43 2.0% 60% False False 265,481,706
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.75
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133.10
2.618 129.97
1.618 128.05
1.000 126.86
0.618 126.13
HIGH 124.94
0.618 124.21
0.500 123.98
0.382 123.75
LOW 123.02
0.618 121.83
1.000 121.10
1.618 119.91
2.618 117.99
4.250 114.86
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 124.21 125.44
PP 124.09 125.07
S1 123.98 124.69

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

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