SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 131.60 131.80 0.20 0.2% 131.44
High 132.47 133.28 0.81 0.6% 133.28
Low 131.30 131.77 0.47 0.4% 131.30
Close 132.32 133.11 0.79 0.6% 133.11
Range 1.17 1.51 0.34 29.1% 1.98
ATR 1.16 1.18 0.03 2.2% 0.00
Volume 162,505,516 137,665,186 -24,840,330 -15.3% 657,648,891
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 137.25 136.69 133.94
R3 135.74 135.18 133.53
R2 134.23 134.23 133.39
R1 133.67 133.67 133.25 133.95
PP 132.72 132.72 132.72 132.86
S1 132.16 132.16 132.97 132.44
S2 131.21 131.21 132.83
S3 129.70 130.65 132.69
S4 128.19 129.14 132.28
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 138.50 137.79 134.20
R3 136.52 135.81 133.65
R2 134.54 134.54 133.47
R1 133.83 133.83 133.29 134.19
PP 132.56 132.56 132.56 132.74
S1 131.85 131.85 132.93 132.21
S2 130.58 130.58 132.75
S3 128.60 129.87 132.57
S4 126.62 127.89 132.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.28 131.30 1.98 1.5% 1.12 0.8% 91% True False 131,529,778
10 133.28 127.75 5.53 4.2% 1.11 0.8% 97% True False 137,162,479
20 133.28 127.13 6.15 4.6% 1.17 0.9% 97% True False 146,141,591
40 133.28 123.75 9.53 7.2% 0.98 0.7% 98% True False 127,518,170
60 133.28 117.74 15.54 11.7% 1.01 0.8% 99% True False 139,905,639
80 133.28 116.87 16.41 12.3% 1.07 0.8% 99% True False 151,396,546
100 133.28 112.18 21.10 15.9% 1.13 0.9% 99% True False 159,404,969
120 133.28 104.29 28.99 21.8% 1.17 0.9% 99% True False 167,223,674
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 139.70
2.618 137.23
1.618 135.72
1.000 134.79
0.618 134.21
HIGH 133.28
0.618 132.70
0.500 132.53
0.382 132.35
LOW 131.77
0.618 130.84
1.000 130.26
1.618 129.33
2.618 127.82
4.250 125.35
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 132.92 132.84
PP 132.72 132.56
S1 132.53 132.29

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.