SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 122.82 121.58 -1.24 -1.0% 119.07
High 122.95 122.16 -0.79 -0.6% 122.92
Low 121.12 120.66 -0.46 -0.4% 117.85
Close 121.61 122.10 0.49 0.4% 122.73
Range 1.83 1.50 -0.33 -18.0% 5.07
ATR 1.42 1.42 0.01 0.4% 0.00
Volume 186,046,307 220,595,810 34,549,503 18.6% 953,521,075
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 126.14 125.62 122.93
R3 124.64 124.12 122.51
R2 123.14 123.14 122.38
R1 122.62 122.62 122.24 122.88
PP 121.64 121.64 121.64 121.77
S1 121.12 121.12 121.96 121.38
S2 120.14 120.14 121.83
S3 118.64 119.62 121.69
S4 117.14 118.12 121.28
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
5 122.95 120.66 2.29 1.9% 1.23 1.0% 63% False True 191,485,143
10 122.95 117.83 5.12 4.2% 1.22 1.0% 83% False False 182,834,132
20 122.95 116.02 6.93 5.7% 1.28 1.0% 88% False False 186,986,248
40 122.95 112.18 10.77 8.8% 1.30 1.1% 92% False False 189,114,941
60 122.95 104.29 18.66 15.3% 1.34 1.1% 95% False False 193,891,627
80 122.95 104.29 18.66 15.3% 1.36 1.1% 95% False False 195,128,125
100 122.95 101.13 21.82 17.9% 1.46 1.2% 96% False False 204,027,234
120 122.95 101.13 21.82 17.9% 1.57 1.3% 96% False False 215,716,641
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128.54
2.618 126.09
1.618 124.59
1.000 123.66
0.618 123.09
HIGH 122.16
0.618 121.59
0.500 121.41
0.382 121.23
LOW 120.66
0.618 119.73
1.000 119.16
1.618 118.23
2.618 116.73
4.250 114.29
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 121.87 122.00
PP 121.64 121.90
S1 121.41 121.81

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.