SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 118.34 120.65 2.31 2.0% 114.39
High 120.80 121.47 0.67 0.6% 120.94
Low 116.72 119.40 2.68 2.3% 114.38
Close 119.37 121.43 2.06 1.7% 115.92
Range 4.08 2.07 -2.01 -49.3% 6.56
ATR 3.24 3.16 -0.08 -2.5% 0.00
Volume 319,253,125 326,579,188 7,326,063 2.3% 1,124,592,110
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 126.98 126.27 122.57
R3 124.91 124.20 122.00
R2 122.84 122.84 121.81
R1 122.13 122.13 121.62 122.49
PP 120.77 120.77 120.77 120.94
S1 120.06 120.06 121.24 120.42
S2 118.70 118.70 121.05
S3 116.63 117.99 120.86
S4 114.56 115.92 120.29
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
5 121.47 114.05 7.42 6.1% 2.92 2.4% 99% True False 320,764,675
10 123.40 114.05 9.35 7.7% 2.76 2.3% 79% False False 285,820,926
20 123.51 112.41 11.10 9.1% 3.17 2.6% 81% False False 300,289,551
40 134.82 110.27 24.55 20.2% 3.23 2.7% 45% False False 326,903,457
60 135.70 110.27 25.43 20.9% 2.65 2.2% 44% False False 280,041,773
80 135.70 110.27 25.43 20.9% 2.36 1.9% 44% False False 257,905,375
100 137.18 110.27 26.91 22.2% 2.18 1.8% 41% False False 237,143,749
120 137.18 110.27 26.91 22.2% 1.99 1.6% 41% False False 220,856,627
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.84
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130.27
2.618 126.89
1.618 124.82
1.000 123.54
0.618 122.75
HIGH 121.47
0.618 120.68
0.500 120.44
0.382 120.19
LOW 119.40
0.618 118.12
1.000 117.33
1.618 116.05
2.618 113.98
4.250 110.60
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 121.10 120.57
PP 120.77 119.71
S1 120.44 118.85

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.