SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Mar-2010
Day Change Summary
Previous Current
09-Mar-2010 10-Mar-2010 Change Change % Previous Week
Open 113.93 114.51 0.58 0.5% 111.20
High 114.99 115.28 0.29 0.2% 114.34
Low 113.87 114.41 0.54 0.5% 111.17
Close 114.46 114.97 0.51 0.4% 114.25
Range 1.12 0.87 -0.26 -22.8% 3.17
ATR
Volume 154,429,193 185,854,165 31,424,972 20.3% 770,627,525
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 117.48 117.09 115.45
R3 116.62 116.23 115.21
R2 115.75 115.75 115.13
R1 115.36 115.36 115.05 115.56
PP 114.89 114.89 114.89 114.98
S1 114.50 114.50 114.89 114.69
S2 114.02 114.02 114.81
S3 113.16 113.63 114.73
S4 112.29 112.77 114.49
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 122.76 121.68 115.99
R3 119.59 118.51 115.12
R2 116.42 116.42 114.83
R1 115.34 115.34 114.54 115.88
PP 113.25 113.25 113.25 113.53
S1 112.17 112.17 113.96 112.71
S2 110.08 110.08 113.67
S3 106.91 109.00 113.38
S4 103.74 105.83 112.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.28 112.03 3.25 2.8% 0.89 0.8% 91% True False 153,279,929
10 115.28 108.94 6.34 5.5% 0.98 0.9% 95% True False 165,789,688
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118.95
2.618 117.54
1.618 116.67
1.000 116.14
0.618 115.81
HIGH 115.28
0.618 114.94
0.500 114.84
0.382 114.74
LOW 114.41
0.618 113.88
1.000 113.55
1.618 113.01
2.618 112.15
4.250 110.73
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 114.93 114.84
PP 114.89 114.71
S1 114.84 114.57

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.