SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 119.06 118.28 -0.78 -0.7% 119.14
High 119.11 118.72 -0.39 -0.3% 119.76
Low 117.83 118.07 0.24 0.2% 117.26
Close 118.40 118.49 0.09 0.1% 118.49
Range 1.28 0.65 -0.63 -49.2% 2.50
ATR 1.44 1.39 -0.06 -3.9% 0.00
Volume 168,435,704 144,180,492 -24,255,212 -14.4% 812,309,947
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 120.38 120.08 118.85
R3 119.73 119.43 118.67
R2 119.08 119.08 118.61
R1 118.78 118.78 118.55 118.93
PP 118.43 118.43 118.43 118.50
S1 118.13 118.13 118.43 118.28
S2 117.78 117.78 118.37
S3 117.13 117.48 118.31
S4 116.48 116.83 118.13
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
5 119.76 117.26 2.50 2.1% 1.06 0.9% 49% False False 162,461,989
10 119.76 116.02 3.74 3.2% 1.25 1.1% 66% False False 176,312,369
20 119.76 113.18 6.58 5.6% 1.28 1.1% 81% False False 179,439,139
40 119.76 109.55 10.21 8.6% 1.24 1.1% 88% False False 184,579,642
60 119.76 104.29 15.47 13.1% 1.35 1.1% 92% False False 195,186,645
80 119.76 104.29 15.47 13.1% 1.40 1.2% 92% False False 196,574,465
100 119.76 101.13 18.63 15.7% 1.50 1.3% 93% False False 207,293,083
120 119.76 101.13 18.63 15.7% 1.66 1.4% 93% False False 227,463,495
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121.48
2.618 120.42
1.618 119.77
1.000 119.37
0.618 119.12
HIGH 118.72
0.618 118.47
0.500 118.40
0.382 118.32
LOW 118.07
0.618 117.67
1.000 117.42
1.618 117.02
2.618 116.37
4.250 115.31
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 118.46 118.39
PP 118.43 118.29
S1 118.40 118.19

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

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