SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 119.20 119.16 -0.04 0.0% 119.69
High 120.23 119.81 -0.42 -0.3% 120.24
Low 119.18 118.80 -0.38 -0.3% 117.99
Close 120.20 118.80 -1.40 -1.2% 118.80
Range 1.05 1.01 -0.04 -3.8% 2.25
ATR 1.55 1.54 -0.01 -0.7% 0.00
Volume 140,040,883 76,007,704 -64,033,179 -45.7% 619,265,781
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 122.17 121.49 119.36
R3 121.16 120.48 119.08
R2 120.15 120.15 118.99
R1 119.47 119.47 118.89 119.31
PP 119.14 119.14 119.14 119.05
S1 118.46 118.46 118.71 118.30
S2 118.13 118.13 118.61
S3 117.12 117.45 118.52
S4 116.11 116.44 118.24
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 125.76 124.53 120.04
R3 123.51 122.28 119.42
R2 121.26 121.26 119.21
R1 120.03 120.03 119.01 119.52
PP 119.01 119.01 119.01 118.76
S1 117.78 117.78 118.59 117.27
S2 116.76 116.76 118.39
S3 114.51 115.53 118.18
S4 112.26 113.28 117.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.34 117.99 2.35 2.0% 1.13 1.0% 34% False False 155,213,619
10 121.35 117.59 3.76 3.2% 1.22 1.0% 32% False False 184,787,457
20 122.95 117.59 5.36 4.5% 1.21 1.0% 23% False False 183,272,040
40 122.95 113.18 9.77 8.2% 1.26 1.1% 58% False False 182,114,988
60 122.95 108.49 14.46 12.2% 1.24 1.0% 71% False False 184,339,816
80 122.95 104.29 18.66 15.7% 1.31 1.1% 78% False False 192,160,233
100 122.95 104.29 18.66 15.7% 1.37 1.2% 78% False False 194,578,995
120 122.95 101.13 21.82 18.4% 1.47 1.2% 81% False False 204,319,380
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124.10
2.618 122.45
1.618 121.44
1.000 120.82
0.618 120.43
HIGH 119.81
0.618 119.42
0.500 119.31
0.382 119.19
LOW 118.80
0.618 118.18
1.000 117.79
1.618 117.17
2.618 116.16
4.250 114.51
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 119.31 119.11
PP 119.14 119.01
S1 118.97 118.90

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

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