SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 110.37 109.86 -0.51 -0.5% 106.58
High 110.51 110.85 0.34 0.3% 110.99
Low 109.55 109.81 0.26 0.2% 104.49
Close 109.64 110.41 0.77 0.7% 110.89
Range 0.96 1.04 0.08 8.3% 6.50
ATR 1.79 1.74 -0.04 -2.3% 0.00
Volume 141,823,657 149,910,272 8,086,615 5.7% 1,076,184,407
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 113.48 112.98 110.98
R3 112.44 111.94 110.70
R2 111.40 111.40 110.60
R1 110.90 110.90 110.51 111.15
PP 110.36 110.36 110.36 110.48
S1 109.86 109.86 110.31 110.11
S2 109.32 109.32 110.22
S3 108.28 108.82 110.12
S4 107.24 107.78 109.84
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 128.29 126.09 114.47
R3 121.79 119.59 112.68
R2 115.29 115.29 112.08
R1 113.09 113.09 111.49 114.19
PP 108.79 108.79 108.79 109.34
S1 106.59 106.59 110.29 107.69
S2 102.29 102.29 109.70
S3 95.79 100.09 109.10
S4 89.29 93.59 107.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.99 106.66 4.33 3.9% 1.20 1.1% 87% False False 185,473,427
10 110.99 104.29 6.70 6.1% 1.55 1.4% 91% False False 213,691,261
20 110.99 104.29 6.70 6.1% 1.49 1.4% 91% False False 211,441,525
40 113.18 104.29 8.89 8.1% 1.55 1.4% 69% False False 208,954,043
60 113.20 101.13 12.07 10.9% 1.62 1.5% 77% False False 218,520,512
80 115.22 101.13 14.09 12.8% 1.83 1.7% 66% False False 245,012,588
100 122.12 101.13 20.99 19.0% 1.94 1.8% 44% False False 255,182,291
120 122.12 101.13 20.99 19.0% 1.81 1.6% 44% False False 241,137,909
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.27
2.618 113.57
1.618 112.53
1.000 111.89
0.618 111.49
HIGH 110.85
0.618 110.45
0.500 110.33
0.382 110.21
LOW 109.81
0.618 109.17
1.000 108.77
1.618 108.13
2.618 107.09
4.250 105.39
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 110.38 110.36
PP 110.36 110.32
S1 110.33 110.27

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.