SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Nov-2010

Day Change Summary
	Previous	Current
	18-Nov-2010	19-Nov-2010	Change	Change %	Previous Week
Open	119.36	119.90	0.54	0.5%	120.58
High	120.39	120.34	-0.05	0.0%	121.05
Low	119.35	119.25	-0.10	-0.1%	117.59
Close	119.96	120.29	0.33	0.3%	120.29
Range	1.04	1.09	0.05	4.8%	3.46
ATR	1.51	1.48	-0.03	-2.0%	0.00
Volume	197,438,299	156,802,316	-40,635,983	-20.6%	989,678,267

Daily Pivots for day following 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	123.23	122.85	120.89
R3	122.14	121.76	120.59
R2	121.05	121.05	120.49
R1	120.67	120.67	120.39	120.86
PP	119.96	119.96	119.96	120.06
S1	119.58	119.58	120.19	119.77
S2	118.87	118.87	120.09
S3	117.78	118.49	119.99
S4	116.69	117.40	119.69

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	130.02	128.62	122.19
R3	126.56	125.16	121.24
R2	123.10	123.10	120.92
R1	121.70	121.70	120.61	120.67
PP	119.64	119.64	119.64	119.13
S1	118.24	118.24	119.97	117.21
S2	116.18	116.18	119.66
S3	112.72	114.78	119.34
S4	109.26	111.32	118.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121.05	117.59	3.46	2.9%	1.19	1.0%	78%	False	False	197,935,653
10	122.95	117.59	5.36	4.5%	1.29	1.1%	50%	False	False	194,847,346
20	122.95	117.26	5.69	4.7%	1.22	1.0%	53%	False	False	185,715,224
40	122.95	113.18	9.77	8.1%	1.29	1.1%	73%	False	False	186,738,651
60	122.95	104.31	18.64	15.5%	1.29	1.1%	86%	False	False	190,363,994
80	122.95	104.29	18.66	15.5%	1.32	1.1%	86%	False	False	193,325,414
100	122.95	101.13	21.82	18.1%	1.42	1.2%	88%	False	False	199,638,092
120	122.95	101.13	21.82	18.1%	1.50	1.2%	88%	False	False	209,524,472

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.34
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124.97
2.618	123.19
1.618	122.10
1.000	121.43
0.618	121.01
HIGH	120.34
0.618	119.92
0.500	119.80
0.382	119.67
LOW	119.25
0.618	118.58
1.000	118.16
1.618	117.49
2.618	116.40
4.250	114.62

Fisher Pivots for day following 19-Nov-2010
Pivot	1 day	3 day
R1	120.13	119.90
PP	119.96	119.51
S1	119.80	119.13

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