SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary
Previous Current
05-Nov-2010 08-Nov-2010 Change Change % Previous Week
Open 122.34 122.34 0.00 0.0% 119.07
High 122.92 122.69 -0.23 -0.2% 122.92
Low 122.18 121.94 -0.24 -0.2% 117.85
Close 122.73 122.49 -0.24 -0.2% 122.73
Range 0.74 0.75 0.01 1.4% 5.07
ATR 1.43 1.39 -0.05 -3.2% 0.00
Volume 180,595,242 155,561,938 -25,033,304 -13.9% 953,521,075
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 124.62 124.31 122.90
R3 123.87 123.56 122.70
R2 123.12 123.12 122.63
R1 122.81 122.81 122.56 122.97
PP 122.37 122.37 122.37 122.45
S1 122.06 122.06 122.42 122.22
S2 121.62 121.62 122.35
S3 120.87 121.31 122.28
S4 120.12 120.56 122.08
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 136.38 134.62 125.51
R3 131.31 129.55 124.12
R2 126.24 126.24 123.65
R1 124.48 124.48 123.19 125.36
PP 121.17 121.17 121.17 121.60
S1 119.41 119.41 122.26 120.29
S2 116.10 116.10 121.80
S3 111.03 114.34 121.33
S4 105.96 109.27 119.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.92 118.45 4.47 3.6% 1.01 0.8% 90% False False 187,044,072
10 122.92 117.26 5.66 4.6% 1.11 0.9% 92% False False 177,047,343
20 122.92 115.65 7.27 5.9% 1.26 1.0% 94% False False 185,437,601
40 122.92 111.98 10.94 8.9% 1.28 1.0% 96% False False 188,394,035
60 122.92 104.29 18.63 15.2% 1.33 1.1% 98% False False 192,442,327
80 122.92 104.29 18.63 15.2% 1.37 1.1% 98% False False 195,599,138
100 122.92 101.13 21.79 17.8% 1.46 1.2% 98% False False 203,827,733
120 122.92 101.13 21.79 17.8% 1.60 1.3% 98% False False 220,909,855
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125.88
2.618 124.65
1.618 123.90
1.000 123.44
0.618 123.15
HIGH 122.69
0.618 122.40
0.500 122.32
0.382 122.23
LOW 121.94
0.618 121.48
1.000 121.19
1.618 120.73
2.618 119.98
4.250 118.75
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 122.43 122.31
PP 122.37 122.13
S1 122.32 121.95

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.