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

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