SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 119.19 119.47 0.28 0.2% 116.91
High 120.74 120.69 -0.05 0.0% 120.12
Low 119.00 118.31 -0.69 -0.6% 110.27
Close 120.62 119.59 -1.03 -0.9% 118.12
Range 1.74 2.38 0.64 36.8% 9.85
ATR 3.45 3.37 -0.08 -2.2% 0.00
Volume 248,414,453 293,977,094 45,562,641 18.3% 2,854,454,033
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 126.67 125.51 120.90
R3 124.29 123.13 120.24
R2 121.91 121.91 120.03
R1 120.75 120.75 119.81 121.33
PP 119.53 119.53 119.53 119.82
S1 118.37 118.37 119.37 118.95
S2 117.15 117.15 119.15
S3 114.77 115.99 118.94
S4 112.39 113.61 118.28
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 145.72 141.77 123.54
R3 135.87 131.92 120.83
R2 126.02 126.02 119.93
R1 122.07 122.07 119.02 124.05
PP 116.17 116.17 116.17 117.16
S1 112.22 112.22 117.22 114.20
S2 106.32 106.32 116.31
S3 96.47 102.37 115.41
S4 86.62 92.52 112.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.74 111.95 8.79 7.4% 3.40 2.8% 87% False False 396,918,928
10 126.31 110.27 16.04 13.4% 4.50 3.8% 58% False False 476,593,279
20 134.82 110.27 24.55 20.5% 3.20 2.7% 38% False False 348,963,338
40 135.70 110.27 25.43 21.3% 2.38 2.0% 37% False False 269,050,880
60 135.70 110.27 25.43 21.3% 2.09 1.7% 37% False False 242,785,869
80 137.18 110.27 26.91 22.5% 1.91 1.6% 35% False False 219,333,282
100 137.18 110.27 26.91 22.5% 1.73 1.5% 35% False False 204,252,010
120 137.18 110.27 26.91 22.5% 1.72 1.4% 35% False False 206,854,886
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 1.21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130.81
2.618 126.92
1.618 124.54
1.000 123.07
0.618 122.16
HIGH 120.69
0.618 119.78
0.500 119.50
0.382 119.22
LOW 118.31
0.618 116.84
1.000 115.93
1.618 114.46
2.618 112.08
4.250 108.20
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 119.56 119.40
PP 119.53 119.20
S1 119.50 119.01

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.