SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 130.15 130.09 -0.06 0.0% 134.77
High 131.42 130.36 -1.06 -0.8% 134.92
Low 130.08 128.87 -1.21 -0.9% 130.08
Close 130.42 129.05 -1.37 -1.1% 130.42
Range 1.34 1.49 0.15 11.2% 4.84
ATR 1.54 1.54 0.00 0.0% 0.00
Volume 234,627,484 179,870,969 -54,756,515 -23.3% 776,232,359
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 133.90 132.96 129.87
R3 132.41 131.47 129.46
R2 130.92 130.92 129.32
R1 129.98 129.98 129.19 129.71
PP 129.43 129.43 129.43 129.29
S1 128.49 128.49 128.91 128.22
S2 127.94 127.94 128.78
S3 126.45 127.00 128.64
S4 124.96 125.51 128.23
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 146.33 143.21 133.08
R3 141.49 138.37 131.75
R2 136.65 136.65 131.31
R1 133.53 133.53 130.86 132.67
PP 131.81 131.81 131.81 131.38
S1 128.69 128.69 129.98 127.83
S2 126.97 126.97 129.53
S3 122.13 123.85 129.09
S4 117.29 119.01 127.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.92 128.87 6.05 4.7% 1.67 1.3% 3% False True 191,220,665
10 134.92 128.87 6.05 4.7% 1.54 1.2% 3% False True 170,056,636
20 136.11 128.87 7.24 5.6% 1.50 1.2% 2% False True 160,345,182
40 137.18 128.87 8.31 6.4% 1.35 1.0% 2% False True 155,753,620
60 137.18 125.28 11.90 9.2% 1.34 1.0% 32% False False 165,274,175
80 137.18 125.28 11.90 9.2% 1.37 1.1% 32% False False 169,584,155
100 137.18 125.28 11.90 9.2% 1.32 1.0% 32% False False 164,257,136
120 137.18 123.75 13.43 10.4% 1.23 1.0% 39% False False 155,622,064
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 0.26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136.69
2.618 134.26
1.618 132.77
1.000 131.85
0.618 131.28
HIGH 130.36
0.618 129.79
0.500 129.62
0.382 129.44
LOW 128.87
0.618 127.95
1.000 127.38
1.618 126.46
2.618 124.97
4.250 122.54
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 129.62 130.56
PP 129.43 130.05
S1 129.24 129.55

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.