SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Mar-2010
Day Change Summary
Previous Current
25-Mar-2010 26-Mar-2010 Change Change % Previous Week
Open 117.63 116.87 -0.76 -0.6% 115.31
High 118.17 117.42 -0.75 -0.6% 118.17
Low 116.51 116.12 -0.39 -0.3% 115.24
Close 116.65 116.58 -0.07 -0.1% 116.58
Range 1.66 1.30 -0.36 -21.5% 2.93
ATR 1.15 1.16 0.01 0.9% 0.00
Volume 223,207,827 205,625,701 -17,582,126 -7.9% 991,684,402
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 120.61 119.89 117.30
R3 119.31 118.59 116.94
R2 118.01 118.01 116.82
R1 117.29 117.29 116.70 117.00
PP 116.71 116.71 116.71 116.56
S1 115.99 115.99 116.46 115.70
S2 115.41 115.41 116.34
S3 114.11 114.69 116.22
S4 112.81 113.39 115.87
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 125.44 123.94 118.19
R3 122.52 121.01 117.39
R2 119.59 119.59 117.12
R1 118.09 118.09 116.85 118.84
PP 116.66 116.66 116.66 117.04
S1 115.16 115.16 116.31 115.91
S2 113.74 113.74 116.05
S3 110.81 112.23 115.78
S4 107.88 109.31 114.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.17 115.24 2.93 2.5% 1.29 1.1% 46% False False 198,336,880
10 118.17 114.60 3.57 3.1% 1.20 1.0% 56% False False 190,680,780
20 118.17 111.17 7.00 6.0% 1.05 0.9% 77% False False 172,729,686
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122.95
2.618 120.82
1.618 119.52
1.000 118.72
0.618 118.22
HIGH 117.42
0.618 116.92
0.500 116.77
0.382 116.62
LOW 116.12
0.618 115.32
1.000 114.82
1.618 114.02
2.618 112.72
4.250 110.60
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 116.77 117.14
PP 116.71 116.96
S1 116.64 116.77

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.