SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 127.16 122.00 -5.16 -4.1% 124.16
High 128.62 123.51 -5.11 -4.0% 129.42
Low 125.32 121.52 -3.80 -3.0% 122.21
Close 125.50 122.00 -3.50 -2.8% 128.60
Range 3.30 1.99 -1.31 -39.7% 7.21
ATR 2.86 2.94 0.08 2.8% 0.00
Volume 227,874,844 415,600,719 187,725,875 82.4% 1,375,724,814
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 128.31 127.15 123.09
R3 126.32 125.16 122.55
R2 124.33 124.33 122.36
R1 123.17 123.17 122.18 123.00
PP 122.34 122.34 122.34 122.26
S1 121.18 121.18 121.82 121.01
S2 120.35 120.35 121.64
S3 118.36 119.19 121.45
S4 116.37 117.20 120.91
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 148.37 145.70 132.57
R3 141.16 138.49 130.58
R2 133.95 133.95 129.92
R1 131.28 131.28 129.26 132.62
PP 126.74 126.74 126.74 127.41
S1 124.07 124.07 127.94 125.41
S2 119.53 119.53 127.28
S3 112.32 116.86 126.62
S4 105.11 109.65 124.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.42 121.52 7.90 6.5% 2.80 2.3% 6% False True 309,583,794
10 129.42 119.82 9.60 7.9% 2.40 2.0% 23% False False 278,659,486
20 129.42 111.58 17.84 14.6% 2.38 1.9% 58% False False 265,288,372
40 129.42 107.43 21.99 18.0% 2.66 2.2% 66% False False 287,957,957
60 129.42 107.43 21.99 18.0% 2.96 2.4% 66% False False 306,380,791
80 134.82 107.43 27.39 22.5% 2.84 2.3% 53% False False 297,579,525
100 135.70 107.43 28.27 23.2% 2.58 2.1% 52% False False 277,954,015
120 135.70 107.43 28.27 23.2% 2.39 2.0% 52% False False 259,804,699
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 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131.97
2.618 128.72
1.618 126.73
1.000 125.50
0.618 124.74
HIGH 123.51
0.618 122.75
0.500 122.52
0.382 122.28
LOW 121.52
0.618 120.29
1.000 119.53
1.618 118.30
2.618 116.31
4.250 113.06
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 122.52 125.19
PP 122.34 124.12
S1 122.17 123.06

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.