SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 125.80 125.53 -0.27 -0.2% 125.13
High 126.13 125.87 -0.26 -0.2% 126.20
Low 125.53 125.33 -0.20 -0.2% 125.04
Close 125.72 125.75 0.03 0.0% 125.75
Range 0.60 0.54 -0.06 -10.0% 1.16
ATR 0.95 0.92 -0.03 -3.1% 0.00
Volume 76,592,513 91,207,635 14,615,122 19.1% 339,093,457
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 127.27 127.05 126.05
R3 126.73 126.51 125.90
R2 126.19 126.19 125.85
R1 125.97 125.97 125.80 126.08
PP 125.65 125.65 125.65 125.71
S1 125.43 125.43 125.70 125.54
S2 125.11 125.11 125.65
S3 124.57 124.89 125.60
S4 124.03 124.35 125.45
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 129.14 128.61 126.39
R3 127.98 127.45 126.07
R2 126.82 126.82 125.96
R1 126.29 126.29 125.86 126.56
PP 125.66 125.66 125.66 125.80
S1 125.13 125.13 125.64 125.40
S2 124.50 124.50 125.54
S3 123.34 123.97 125.43
S4 122.18 122.81 125.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.20 125.04 1.16 0.9% 0.52 0.4% 61% False False 67,818,691
10 126.20 123.82 2.38 1.9% 0.57 0.5% 81% False False 84,271,387
20 126.20 122.11 4.09 3.3% 0.75 0.6% 89% False False 115,016,403
40 126.20 117.59 8.61 6.8% 1.00 0.8% 95% False False 153,304,623
60 126.20 115.19 11.01 8.8% 1.10 0.9% 96% False False 162,257,280
80 126.20 110.62 15.58 12.4% 1.14 0.9% 97% False False 169,622,629
100 126.20 104.29 21.91 17.4% 1.21 1.0% 98% False False 177,986,408
120 126.20 104.29 21.91 17.4% 1.27 1.0% 98% False False 182,733,100
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 True
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128.17
2.618 127.28
1.618 126.74
1.000 126.41
0.618 126.20
HIGH 125.87
0.618 125.66
0.500 125.60
0.382 125.54
LOW 125.33
0.618 125.00
1.000 124.79
1.618 124.46
2.618 123.92
4.250 123.04
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 125.70 125.77
PP 125.65 125.76
S1 125.60 125.76

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

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