SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 117.05 118.34 1.29 1.1% 114.39
High 118.18 120.80 2.62 2.2% 120.94
Low 116.22 116.72 0.50 0.4% 114.38
Close 117.74 119.37 1.63 1.4% 115.92
Range 1.96 4.08 2.12 108.2% 6.56
ATR 3.17 3.24 0.06 2.0% 0.00
Volume 272,352,313 319,253,125 46,900,812 17.2% 1,124,592,110
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 131.20 129.37 121.61
R3 127.12 125.29 120.49
R2 123.04 123.04 120.12
R1 121.21 121.21 119.74 122.13
PP 118.96 118.96 118.96 119.42
S1 117.13 117.13 119.00 118.05
S2 114.88 114.88 118.62
S3 110.80 113.05 118.25
S4 106.72 108.97 117.13
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 136.76 132.90 119.53
R3 130.20 126.34 117.72
R2 123.64 123.64 117.12
R1 119.78 119.78 116.52 121.71
PP 117.08 117.08 117.08 118.05
S1 113.22 113.22 115.32 115.15
S2 110.52 110.52 114.72
S3 103.96 106.66 114.12
S4 97.40 100.10 112.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.94 114.05 6.89 5.8% 2.94 2.5% 77% False False 305,433,475
10 123.51 114.05 9.46 7.9% 2.77 2.3% 56% False False 283,336,067
20 123.51 112.41 11.10 9.3% 3.19 2.7% 63% False False 295,332,436
40 134.82 110.27 24.55 20.6% 3.20 2.7% 37% False False 322,147,887
60 135.70 110.27 25.43 21.3% 2.65 2.2% 36% False False 277,811,399
80 135.70 110.27 25.43 21.3% 2.36 2.0% 36% False False 255,922,511
100 137.18 110.27 26.91 22.5% 2.16 1.8% 34% False False 234,533,113
120 137.18 110.27 26.91 22.5% 1.98 1.7% 34% False False 219,432,081
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 0.86
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 138.14
2.618 131.48
1.618 127.40
1.000 124.88
0.618 123.32
HIGH 120.80
0.618 119.24
0.500 118.76
0.382 118.28
LOW 116.72
0.618 114.20
1.000 112.64
1.618 110.12
2.618 106.04
4.250 99.38
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 119.17 118.72
PP 118.96 118.07
S1 118.76 117.43

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.