SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 118.77 119.20 0.43 0.4% 120.58
High 119.02 120.23 1.22 1.0% 121.05
Low 117.99 119.18 1.19 1.0% 117.59
Close 118.45 120.20 1.75 1.5% 120.29
Range 1.03 1.05 0.03 2.4% 3.46
ATR 1.54 1.55 0.02 1.1% 0.00
Volume 221,858,760 140,040,883 -81,817,877 -36.9% 989,678,267
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 123.02 122.66 120.78
R3 121.97 121.61 120.49
R2 120.92 120.92 120.39
R1 120.56 120.56 120.30 120.74
PP 119.87 119.87 119.87 119.96
S1 119.51 119.51 120.10 119.69
S2 118.82 118.82 120.01
S3 117.77 118.46 119.91
S4 116.72 117.41 119.62
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
5 120.39 117.99 2.40 2.0% 1.14 0.9% 92% False False 179,499,738
10 121.82 117.59 4.23 3.5% 1.23 1.0% 62% False False 192,952,748
20 122.95 117.59 5.36 4.5% 1.23 1.0% 49% False False 187,893,440
40 122.95 113.18 9.77 8.1% 1.29 1.1% 72% False False 187,388,524
60 122.95 106.66 16.29 13.6% 1.26 1.0% 83% False False 187,532,429
80 122.95 104.29 18.66 15.5% 1.31 1.1% 85% False False 193,185,131
100 122.95 103.02 19.93 16.6% 1.39 1.2% 86% False False 196,353,276
120 122.95 101.13 21.82 18.2% 1.48 1.2% 87% False False 206,665,475
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.69
2.618 122.98
1.618 121.93
1.000 121.28
0.618 120.88
HIGH 120.23
0.618 119.83
0.500 119.71
0.382 119.58
LOW 119.18
0.618 118.53
1.000 118.13
1.618 117.48
2.618 116.43
4.250 114.72
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 120.04 119.84
PP 119.87 119.48
S1 119.71 119.12

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

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