SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 109.38 105.91 -3.47 -3.2% 114.20
High 109.89 109.38 -0.51 -0.5% 115.22
Low 107.47 105.36 -2.11 -2.0% 105.36
Close 107.54 109.12 1.58 1.5% 109.12
Range 2.42 4.02 1.60 66.1% 9.86
ATR 2.76 2.85 0.09 3.2% 0.00
Volume 529,202,120 500,625,680 -28,576,440 -5.4% 2,110,061,280
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 120.01 118.58 111.33
R3 115.99 114.56 110.22
R2 111.97 111.97 109.85
R1 110.54 110.54 109.48 111.26
PP 107.95 107.95 107.95 108.31
S1 106.52 106.52 108.75 107.24
S2 103.93 103.93 108.38
S3 99.91 102.51 108.01
S4 95.90 98.49 106.90
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 139.48 134.15 114.54
R3 129.62 124.30 111.83
R2 119.76 119.76 110.92
R1 114.44 114.44 110.02 112.17
PP 109.90 109.90 109.90 108.76
S1 104.58 104.58 108.21 102.31
S2 100.04 100.04 107.31
S3 90.18 94.72 106.40
S4 80.32 84.86 103.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.22 105.36 9.86 9.0% 2.96 2.7% 38% False True 422,012,256
10 117.68 105.36 12.32 11.3% 2.48 2.3% 30% False True 363,553,203
20 122.12 105.00 17.12 15.7% 2.76 2.5% 24% False False 352,151,631
40 122.12 105.00 17.12 15.7% 1.96 1.8% 24% False False 260,825,634
60 122.12 105.00 17.12 15.7% 1.65 1.5% 24% False False 230,923,657
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 126.46
2.618 119.90
1.618 115.88
1.000 113.40
0.618 111.86
HIGH 109.38
0.618 107.84
0.500 107.37
0.382 106.90
LOW 105.36
0.618 102.88
1.000 101.34
1.618 98.86
2.618 94.84
4.250 88.28
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 108.53 109.10
PP 107.95 109.08
S1 107.37 109.07

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.