SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary
Previous Current
27-Dec-2010 28-Dec-2010 Change Change % Previous Week
Open 125.13 125.90 0.77 0.6% 124.64
High 125.77 125.95 0.18 0.1% 125.82
Low 125.04 125.50 0.46 0.4% 123.98
Close 125.65 125.83 0.18 0.1% 125.60
Range 0.73 0.45 -0.28 -38.4% 1.84
ATR 1.07 1.03 -0.04 -4.1% 0.00
Volume 58,064,305 55,258,257 -2,806,048 -4.8% 362,684,302
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 127.11 126.92 126.08
R3 126.66 126.47 125.95
R2 126.21 126.21 125.91
R1 126.02 126.02 125.87 125.89
PP 125.76 125.76 125.76 125.70
S1 125.57 125.57 125.79 125.44
S2 125.31 125.31 125.75
S3 124.86 125.12 125.71
S4 124.41 124.67 125.58
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 130.65 129.97 126.61
R3 128.81 128.13 126.11
R2 126.97 126.97 125.94
R1 126.29 126.29 125.77 126.63
PP 125.13 125.13 125.13 125.31
S1 124.45 124.45 125.43 124.79
S2 123.29 123.29 125.26
S3 121.45 122.61 125.09
S4 119.61 120.77 124.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.95 124.87 1.08 0.9% 0.54 0.4% 89% True False 71,409,399
10 125.95 123.75 2.20 1.7% 0.74 0.6% 95% True False 110,273,138
20 125.95 117.81 8.14 6.5% 0.87 0.7% 99% True False 136,000,377
40 125.95 117.59 8.36 6.6% 1.07 0.8% 99% True False 161,617,836
60 125.95 113.18 12.77 10.1% 1.14 0.9% 99% True False 167,558,270
80 125.95 109.55 16.40 13.0% 1.16 0.9% 99% True False 173,098,739
100 125.95 104.29 21.66 17.2% 1.23 1.0% 99% True False 181,759,121
120 125.95 104.29 21.66 17.2% 1.29 1.0% 99% True False 184,922,255
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127.86
2.618 127.13
1.618 126.68
1.000 126.40
0.618 126.23
HIGH 125.95
0.618 125.78
0.500 125.73
0.382 125.67
LOW 125.50
0.618 125.22
1.000 125.05
1.618 124.77
2.618 124.32
4.250 123.59
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 125.80 125.72
PP 125.76 125.61
S1 125.73 125.50

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

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