SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 119.41 118.07 -1.34 -1.1% 126.19
High 120.10 119.19 -0.91 -0.8% 127.45
Low 118.52 116.56 -1.96 -1.7% 121.23
Close 119.19 116.56 -2.63 -2.2% 121.98
Range 1.58 2.63 1.05 66.5% 6.22
ATR 2.62 2.62 0.00 0.0% 0.00
Volume 216,134,109 224,330,328 8,196,219 3.8% 1,124,774,297
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 125.33 123.57 118.01
R3 122.70 120.94 117.28
R2 120.07 120.07 117.04
R1 118.31 118.31 116.80 117.88
PP 117.44 117.44 117.44 117.22
S1 115.68 115.68 116.32 115.25
S2 114.81 114.81 116.08
S3 112.18 113.05 115.84
S4 109.55 110.42 115.11
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 142.21 138.32 125.40
R3 135.99 132.10 123.69
R2 129.77 129.77 123.12
R1 125.88 125.88 122.55 124.72
PP 123.55 123.55 123.55 122.97
S1 119.66 119.66 121.41 118.50
S2 117.33 117.33 120.84
S3 111.11 113.44 120.27
S4 104.89 107.22 118.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.16 116.56 7.60 6.5% 2.02 1.7% 0% False True 243,127,412
10 127.45 116.56 10.89 9.3% 2.02 1.7% 0% False True 221,579,379
20 129.42 116.56 12.86 11.0% 2.27 1.9% 0% False True 250,681,762
40 129.42 107.43 21.99 18.9% 2.42 2.1% 42% False False 261,758,384
60 129.42 107.43 21.99 18.9% 2.52 2.2% 42% False False 272,826,375
80 129.42 107.43 21.99 18.9% 2.90 2.5% 42% False False 302,610,042
100 135.70 107.43 28.27 24.3% 2.66 2.3% 32% False False 282,622,476
120 135.70 107.43 28.27 24.3% 2.48 2.1% 32% False False 269,245,470
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.54
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 130.37
2.618 126.08
1.618 123.45
1.000 121.82
0.618 120.82
HIGH 119.19
0.618 118.19
0.500 117.88
0.382 117.56
LOW 116.56
0.618 114.93
1.000 113.93
1.618 112.30
2.618 109.67
4.250 105.38
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 117.88 118.46
PP 117.44 117.82
S1 117.00 117.19

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.