SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Nov-2010

Day Change Summary
	Previous	Current
	02-Nov-2010	03-Nov-2010	Change	Change %	Previous Week
Open	119.42	119.68	0.26	0.2%	119.14
High	119.75	120.02	0.27	0.2%	119.76
Low	119.10	118.45	-0.65	-0.5%	117.26
Close	119.48	119.95	0.48	0.4%	118.49
Range	0.65	1.57	0.92	141.5%	2.50
ATR	1.41	1.42	0.01	0.8%	0.00
Volume	157,921,216	226,515,548	68,594,332	43.4%	812,309,947

Daily Pivots for day following 03-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.18	123.64	120.81
R3	122.61	122.07	120.38
R2	121.04	121.04	120.24
R1	120.50	120.50	120.09	120.77
PP	119.47	119.47	119.47	119.61
S1	118.93	118.93	119.81	119.20
S2	117.90	117.90	119.66
S3	116.33	117.36	119.52
S4	114.76	115.79	119.09

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	120.02	117.83	2.19	1.8%	1.21	1.0%	97%	True	False	174,183,121
10	120.02	117.21	2.81	2.3%	1.18	1.0%	98%	True	False	170,017,536
20	120.02	115.19	4.83	4.0%	1.28	1.1%	99%	True	False	180,162,595
40	120.02	110.62	9.40	7.8%	1.27	1.1%	99%	True	False	185,940,635
60	120.02	104.29	15.73	13.1%	1.35	1.1%	100%	True	False	194,440,931
80	120.02	104.29	15.73	13.1%	1.41	1.2%	100%	True	False	197,447,339
100	120.02	101.13	18.89	15.7%	1.48	1.2%	100%	True	False	205,488,561
120	120.02	101.13	18.89	15.7%	1.64	1.4%	100%	True	False	225,321,937

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126.69
2.618	124.13
1.618	122.56
1.000	121.59
0.618	120.99
HIGH	120.02
0.618	119.42
0.500	119.24
0.382	119.05
LOW	118.45
0.618	117.48
1.000	116.88
1.618	115.91
2.618	114.34
4.250	111.78

Fisher Pivots for day following 03-Nov-2010
Pivot	1 day	3 day
R1	119.71	119.61
PP	119.47	119.27
S1	119.24	118.94

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