SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Aug-2010
Day Change Summary
Previous Current
03-Aug-2010 04-Aug-2010 Change Change % Previous Week
Open 112.48 112.53 0.05 0.0% 110.60
High 112.77 113.11 0.34 0.3% 112.29
Low 111.85 112.16 0.31 0.3% 108.98
Close 112.22 112.97 0.75 0.7% 110.27
Range 0.92 0.95 0.03 3.3% 3.31
ATR 1.96 1.88 -0.07 -3.7% 0.00
Volume 146,529,964 157,999,563 11,469,599 7.8% 989,563,636
Daily Pivots for day following 04-Aug-2010
Classic Woodie Camarilla DeMark
R4 115.60 115.23 113.49
R3 114.65 114.28 113.23
R2 113.70 113.70 113.14
R1 113.33 113.33 113.06 113.52
PP 112.75 112.75 112.75 112.84
S1 112.38 112.38 112.88 112.57
S2 111.80 111.80 112.80
S3 110.85 111.43 112.71
S4 109.90 110.48 112.45
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 120.44 118.67 112.09
R3 117.13 115.36 111.18
R2 113.82 113.82 110.88
R1 112.05 112.05 110.57 111.28
PP 110.51 110.51 110.51 110.13
S1 108.74 108.74 109.97 107.97
S2 107.20 107.20 109.66
S3 103.89 105.43 109.36
S4 100.58 102.12 108.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.11 108.98 4.13 3.7% 1.51 1.3% 97% True False 186,504,242
10 113.11 108.33 4.78 4.2% 1.46 1.3% 97% True False 197,861,182
20 113.11 105.82 7.29 6.5% 1.58 1.4% 98% True False 204,254,042
40 113.20 101.13 12.07 10.7% 1.77 1.6% 98% False False 228,637,674
60 117.68 101.13 16.55 14.6% 2.00 1.8% 72% False False 262,638,387
80 122.12 101.13 20.99 18.6% 2.05 1.8% 56% False False 266,779,019
100 122.12 101.13 20.99 18.6% 1.86 1.6% 56% False False 246,529,209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.15
2.618 115.60
1.618 114.65
1.000 114.06
0.618 113.70
HIGH 113.11
0.618 112.75
0.500 112.64
0.382 112.52
LOW 112.16
0.618 111.57
1.000 111.21
1.618 110.62
2.618 109.67
4.250 108.12
Fisher Pivots for day following 04-Aug-2010
Pivot 1 day 3 day
R1 112.86 112.76
PP 112.75 112.54
S1 112.64 112.33

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.