SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 135.96 135.67 -0.29 -0.2% 133.68
High 136.19 135.73 -0.46 -0.3% 136.57
Low 135.04 134.23 -0.81 -0.6% 133.20
Close 135.73 134.83 -0.90 -0.7% 136.43
Range 1.15 1.50 0.35 30.4% 3.37
ATR 1.27 1.28 0.02 1.3% 0.00
Volume 136,989,703 182,760,984 45,771,281 33.4% 594,926,716
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 139.43 138.63 135.66
R3 137.93 137.13 135.24
R2 136.43 136.43 135.11
R1 135.63 135.63 134.97 135.28
PP 134.93 134.93 134.93 134.76
S1 134.13 134.13 134.69 133.78
S2 133.43 133.43 134.56
S3 131.93 132.63 134.42
S4 130.43 131.13 134.01
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 145.51 144.34 138.28
R3 142.14 140.97 137.36
R2 138.77 138.77 137.05
R1 137.60 137.60 136.74 138.19
PP 135.40 135.40 135.40 135.69
S1 134.23 134.23 136.12 134.82
S2 132.03 132.03 135.81
S3 128.66 130.86 135.50
S4 125.29 127.49 134.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.18 134.23 2.95 2.2% 1.07 0.8% 20% False True 137,084,396
10 137.18 132.79 4.39 3.3% 0.99 0.7% 46% False False 133,254,763
20 137.18 129.51 7.67 5.7% 1.10 0.8% 69% False False 144,090,680
40 137.18 125.28 11.90 8.8% 1.21 0.9% 80% False False 168,300,316
60 137.18 125.28 11.90 8.8% 1.28 1.0% 80% False False 169,541,102
80 137.18 125.28 11.90 8.8% 1.24 0.9% 80% False False 162,733,502
100 137.18 123.73 13.45 10.0% 1.15 0.9% 83% False False 152,863,124
120 137.18 117.59 19.59 14.5% 1.16 0.9% 88% False False 157,345,747
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 0.16
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 142.11
2.618 139.66
1.618 138.16
1.000 137.23
0.618 136.66
HIGH 135.73
0.618 135.16
0.500 134.98
0.382 134.80
LOW 134.23
0.618 133.30
1.000 132.73
1.618 131.80
2.618 130.30
4.250 127.86
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 134.98 135.71
PP 134.93 135.41
S1 134.88 135.12

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.