SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 117.68 118.87 1.19 1.0% 112.49
High 119.63 120.04 0.41 0.3% 117.24
Low 117.67 118.75 1.08 0.9% 107.43
Close 119.58 119.70 0.12 0.1% 115.71
Range 1.96 1.29 -0.67 -34.2% 9.81
ATR 3.33 3.19 -0.15 -4.4% 0.00
Volume 230,329,094 208,964,484 -21,364,610 -9.3% 1,677,755,407
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 123.37 122.82 120.41
R3 122.08 121.53 120.05
R2 120.79 120.79 119.94
R1 120.24 120.24 119.82 120.52
PP 119.50 119.50 119.50 119.63
S1 118.95 118.95 119.58 119.23
S2 118.21 118.21 119.46
S3 116.92 117.66 119.35
S4 115.63 116.37 118.99
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 142.89 139.11 121.11
R3 133.08 129.30 118.41
R2 123.27 123.27 117.51
R1 119.49 119.49 116.61 121.38
PP 113.46 113.46 113.46 114.41
S1 109.68 109.68 114.81 111.57
S2 103.65 103.65 113.91
S3 93.84 99.87 113.01
S4 84.03 90.06 110.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.04 111.58 8.46 7.1% 2.34 2.0% 96% True False 258,704,178
10 120.04 107.43 12.61 10.5% 3.06 2.6% 97% True False 299,001,904
20 121.99 107.43 14.56 12.2% 2.90 2.4% 84% False False 304,431,189
40 123.51 107.43 16.08 13.4% 3.00 2.5% 76% False False 299,249,911
60 134.82 107.43 27.39 22.9% 3.06 2.6% 45% False False 313,695,887
80 135.70 107.43 28.27 23.6% 2.68 2.2% 43% False False 282,467,667
100 135.70 107.43 28.27 23.6% 2.44 2.0% 43% False False 264,202,067
120 137.18 107.43 29.75 24.9% 2.26 1.9% 41% False False 244,656,834
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 125.52
2.618 123.42
1.618 122.13
1.000 121.33
0.618 120.84
HIGH 120.04
0.618 119.55
0.500 119.40
0.382 119.24
LOW 118.75
0.618 117.95
1.000 117.46
1.618 116.66
2.618 115.37
4.250 113.27
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 119.60 118.98
PP 119.50 118.27
S1 119.40 117.55

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.