SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 121.05 120.82 -0.23 -0.2% 122.34
High 121.82 121.35 -0.47 -0.4% 122.95
Low 120.68 119.65 -1.03 -0.9% 119.65
Close 121.64 120.20 -1.44 -1.2% 120.20
Range 1.14 1.70 0.56 49.1% 3.30
ATR 1.42 1.46 0.04 2.8% 0.00
Volume 157,660,616 238,930,528 81,269,912 51.5% 958,795,199
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 125.50 124.55 121.13
R3 123.80 122.85 120.67
R2 122.10 122.10 120.51
R1 121.15 121.15 120.35 120.77
PP 120.40 120.40 120.40 120.21
S1 119.45 119.45 120.04 119.07
S2 118.70 118.70 119.89
S3 117.00 117.75 119.73
S4 115.30 116.05 119.26
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 130.83 128.82 122.01
R3 127.53 125.52 121.11
R2 124.23 124.23 120.80
R1 122.22 122.22 120.50 121.57
PP 120.93 120.93 120.93 120.61
S1 118.92 118.92 119.90 118.27
S2 117.63 117.63 119.59
S3 114.33 115.62 119.29
S4 111.03 112.32 118.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.95 119.65 3.30 2.7% 1.38 1.2% 17% False True 191,759,039
10 122.95 117.85 5.10 4.2% 1.31 1.1% 46% False False 191,231,627
20 122.95 116.02 6.93 5.8% 1.28 1.1% 60% False False 183,771,998
40 122.95 112.18 10.77 9.0% 1.33 1.1% 74% False False 189,141,457
60 122.95 104.29 18.66 15.5% 1.32 1.1% 85% False False 193,029,245
80 122.95 104.29 18.66 15.5% 1.35 1.1% 85% False False 193,349,619
100 122.95 101.13 21.82 18.2% 1.45 1.2% 87% False False 203,057,187
120 122.95 101.13 21.82 18.2% 1.55 1.3% 87% False False 213,480,219
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128.58
2.618 125.80
1.618 124.10
1.000 123.05
0.618 122.40
HIGH 121.35
0.618 120.70
0.500 120.50
0.382 120.30
LOW 119.65
0.618 118.60
1.000 117.95
1.618 116.90
2.618 115.20
4.250 112.43
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 120.50 120.91
PP 120.40 120.67
S1 120.30 120.43

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.