SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 112.49 108.35 -4.14 -3.7% 114.61
High 113.95 112.58 -1.37 -1.2% 119.56
Low 109.81 107.43 -2.38 -2.2% 112.98
Close 109.93 112.34 2.41 2.2% 113.15
Range 4.14 5.15 1.01 24.4% 6.58
ATR 3.27 3.41 0.13 4.1% 0.00
Volume 364,758,563 458,769,531 94,010,968 25.8% 1,444,879,953
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 126.23 124.44 115.17
R3 121.08 119.29 113.76
R2 115.93 115.93 113.28
R1 114.14 114.14 112.81 115.04
PP 110.78 110.78 110.78 111.23
S1 108.99 108.99 111.87 109.89
S2 105.63 105.63 111.40
S3 100.48 103.84 110.92
S4 95.33 98.69 109.51
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 134.97 130.64 116.77
R3 128.39 124.06 114.96
R2 121.81 121.81 114.36
R1 117.48 117.48 113.75 116.36
PP 115.23 115.23 115.23 114.67
S1 110.90 110.90 112.55 109.78
S2 108.65 108.65 111.94
S3 102.07 104.32 111.34
S4 95.49 97.74 109.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.49 107.43 11.06 9.8% 3.78 3.4% 44% False True 339,299,631
10 120.60 107.43 13.17 11.7% 3.42 3.0% 37% False True 340,537,711
20 121.99 107.43 14.56 13.0% 2.94 2.6% 34% False True 310,627,542
40 123.51 107.43 16.08 14.3% 3.26 2.9% 31% False True 326,927,000
60 134.82 107.43 27.39 24.4% 2.99 2.7% 18% False True 308,343,242
80 135.70 107.43 28.27 25.2% 2.63 2.3% 17% False True 281,120,425
100 135.70 107.43 28.27 25.2% 2.40 2.1% 17% False True 258,707,964
120 137.18 107.43 29.75 26.5% 2.21 2.0% 17% False True 240,724,042
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 0.88
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 134.47
2.618 126.06
1.618 120.91
1.000 117.73
0.618 115.76
HIGH 112.58
0.618 110.61
0.500 110.01
0.382 109.40
LOW 107.43
0.618 104.25
1.000 102.28
1.618 99.10
2.618 93.95
4.250 85.54
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 111.56 112.04
PP 110.78 111.74
S1 110.01 111.44

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.