SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 118.28 119.07 0.79 0.7% 119.14
High 118.72 119.75 1.03 0.9% 119.76
Low 118.07 117.85 -0.22 -0.2% 117.26
Close 118.49 118.53 0.04 0.0% 118.49
Range 0.65 1.90 1.25 192.3% 2.50
ATR 1.39 1.42 0.04 2.7% 0.00
Volume 144,180,492 173,862,649 29,682,157 20.6% 812,309,947
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 124.41 123.37 119.58
R3 122.51 121.47 119.05
R2 120.61 120.61 118.88
R1 119.57 119.57 118.70 119.14
PP 118.71 118.71 118.71 118.50
S1 117.67 117.67 118.36 117.24
S2 116.81 116.81 118.18
S3 114.91 115.77 118.01
S4 113.01 113.87 117.49
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 126.00 124.75 119.87
R3 123.50 122.25 119.18
R2 121.00 121.00 118.95
R1 119.75 119.75 118.72 119.13
PP 118.50 118.50 118.50 118.19
S1 117.25 117.25 118.26 116.63
S2 116.00 116.00 118.03
S3 113.50 114.75 117.80
S4 111.00 112.25 117.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.75 117.26 2.49 2.1% 1.21 1.0% 51% True False 167,050,613
10 119.76 116.02 3.74 3.2% 1.30 1.1% 67% False False 179,585,013
20 119.76 114.67 5.09 4.3% 1.29 1.1% 76% False False 179,832,287
40 119.76 109.55 10.21 8.6% 1.27 1.1% 88% False False 183,623,064
60 119.76 104.29 15.47 13.1% 1.35 1.1% 92% False False 194,090,706
80 119.76 104.29 15.47 13.1% 1.41 1.2% 92% False False 196,936,100
100 119.76 101.13 18.63 15.7% 1.49 1.3% 93% False False 205,854,609
120 119.76 101.13 18.63 15.7% 1.66 1.4% 93% False False 226,950,633
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 127.83
2.618 124.72
1.618 122.82
1.000 121.65
0.618 120.92
HIGH 119.75
0.618 119.02
0.500 118.80
0.382 118.58
LOW 117.85
0.618 116.68
1.000 115.95
1.618 114.78
2.618 112.88
4.250 109.78
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 118.80 118.79
PP 118.71 118.70
S1 118.62 118.62

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.