SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 120.60 120.04 -0.56 -0.5% 112.49
High 122.14 120.87 -1.27 -1.0% 117.24
Low 120.33 119.12 -1.21 -1.0% 107.43
Close 120.75 120.51 -0.24 -0.2% 115.71
Range 1.81 1.75 -0.06 -3.3% 9.81
ATR 3.13 3.03 -0.10 -3.2% 0.00
Volume 281,383,969 212,203,875 -69,180,094 -24.6% 1,677,755,407
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 125.42 124.71 121.47
R3 123.67 122.96 120.99
R2 121.92 121.92 120.83
R1 121.21 121.21 120.67 121.57
PP 120.17 120.17 120.17 120.34
S1 119.46 119.46 120.35 119.82
S2 118.42 118.42 120.19
S3 116.67 117.71 120.03
S4 114.92 115.96 119.55
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
5 122.14 115.06 7.08 5.9% 1.80 1.5% 77% False False 249,096,172
10 122.14 107.43 14.71 12.2% 2.70 2.2% 89% False False 289,907,761
20 122.14 107.43 14.71 12.2% 2.77 2.3% 89% False False 296,818,965
40 123.51 107.43 16.08 13.3% 2.97 2.5% 81% False False 298,554,258
60 134.82 107.43 27.39 22.7% 3.08 2.6% 48% False False 316,875,293
80 135.70 107.43 28.27 23.5% 2.68 2.2% 46% False False 284,236,071
100 135.70 107.43 28.27 23.5% 2.44 2.0% 46% False False 265,688,093
120 137.18 107.43 29.75 24.7% 2.28 1.9% 44% False False 247,089,618
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 0.66
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128.31
2.618 125.45
1.618 123.70
1.000 122.62
0.618 121.95
HIGH 120.87
0.618 120.20
0.500 120.00
0.382 119.79
LOW 119.12
0.618 118.04
1.000 117.37
1.618 116.29
2.618 114.54
4.250 111.68
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 120.34 120.49
PP 120.17 120.47
S1 120.00 120.45

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.