SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Nov-2010

Day Change Summary
	Previous	Current
	03-Nov-2010	04-Nov-2010	Change	Change %	Previous Week
Open	119.68	121.28	1.61	1.3%	119.14
High	120.02	122.32	2.30	1.9%	119.76
Low	118.45	120.98	2.53	2.1%	117.26
Close	119.95	122.26	2.31	1.9%	118.49
Range	1.57	1.34	-0.23	-14.6%	2.50
ATR	1.42	1.49	0.07	4.8%	0.00
Volume	226,515,548	214,626,420	-11,889,128	-5.2%	812,309,947

Daily Pivots for day following 04-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	125.87	125.41	123.00
R3	124.53	124.07	122.63
R2	123.19	123.19	122.51
R1	122.73	122.73	122.38	122.96
PP	121.85	121.85	121.85	121.97
S1	121.39	121.39	122.14	121.62
S2	120.51	120.51	122.01
S3	119.17	120.05	121.89
S4	117.83	118.71	121.52

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.00	124.75	119.87
R3	123.50	122.25	119.18
R2	121.00	121.00	118.95
R1	119.75	119.75	118.72	119.13
PP	118.50	118.50	118.50	118.19
S1	117.25	117.25	118.26	116.63
S2	116.00	116.00	118.03
S3	113.50	114.75	117.80
S4	111.00	112.25	117.12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.32	117.85	4.47	3.7%	1.22	1.0%	99%	True	False	183,421,265
10	122.32	117.26	5.06	4.1%	1.13	0.9%	99%	True	False	169,337,265
20	122.32	115.61	6.71	5.5%	1.28	1.0%	99%	True	False	182,657,279
40	122.32	110.87	11.45	9.4%	1.28	1.0%	99%	True	False	187,632,619
60	122.32	104.29	18.03	14.7%	1.34	1.1%	100%	True	False	193,468,867
80	122.32	104.29	18.03	14.7%	1.41	1.2%	100%	True	False	197,825,871
100	122.32	101.13	21.19	17.3%	1.47	1.2%	100%	True	False	205,258,128
120	122.32	101.13	21.19	17.3%	1.63	1.3%	100%	True	False	224,396,292

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128.02
2.618	125.83
1.618	124.49
1.000	123.66
0.618	123.15
HIGH	122.32
0.618	121.81
0.500	121.65
0.382	121.49
LOW	120.98
0.618	120.15
1.000	119.64
1.618	118.81
2.618	117.47
4.250	115.29

Fisher Pivots for day following 04-Nov-2010
Pivot	1 day	3 day
R1	122.06	121.64
PP	121.85	121.01
S1	121.65	120.39

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols