SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Dec-2011
Day Change Summary
Previous Current
23-Dec-2011 27-Dec-2011 Change Change % Previous Week
Open 125.67 126.17 0.50 0.4% 122.06
High 126.43 126.82 0.39 0.3% 126.43
Low 125.41 126.06 0.65 0.5% 120.03
Close 126.39 126.49 0.10 0.1% 126.39
Range 1.02 0.76 -0.26 -25.5% 6.40
ATR 2.24 2.13 -0.11 -4.7% 0.00
Volume 92,152,781 85,831,508 -6,321,273 -6.9% 813,635,789
Daily Pivots for day following 27-Dec-2011
Classic Woodie Camarilla DeMark
R4 128.74 128.37 126.91
R3 127.98 127.61 126.70
R2 127.22 127.22 126.63
R1 126.85 126.85 126.56 127.04
PP 126.46 126.46 126.46 126.55
S1 126.09 126.09 126.42 126.28
S2 125.70 125.70 126.35
S3 124.94 125.33 126.28
S4 124.18 124.57 126.07
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 143.48 141.34 129.91
R3 137.08 134.94 128.15
R2 130.68 130.68 127.56
R1 128.54 128.54 126.98 129.61
PP 124.28 124.28 124.28 124.82
S1 122.14 122.14 125.80 123.21
S2 117.88 117.88 125.22
S3 111.48 115.74 124.63
S4 105.08 109.34 122.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.82 120.37 6.45 5.1% 1.67 1.3% 95% True False 143,301,590
10 126.82 120.03 6.79 5.4% 1.82 1.4% 95% True False 180,155,425
20 127.26 119.61 7.65 6.0% 1.97 1.6% 90% False False 201,354,476
40 128.62 116.20 12.42 9.8% 2.04 1.6% 83% False False 218,373,667
60 129.42 107.43 21.99 17.4% 2.22 1.8% 87% False False 237,012,778
80 129.42 107.43 21.99 17.4% 2.36 1.9% 87% False False 251,877,948
100 129.42 107.43 21.99 17.4% 2.67 2.1% 87% False False 276,545,474
120 135.36 107.43 27.93 22.1% 2.56 2.0% 68% False False 269,063,643
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 0.53
Narrowest range in 111 trading days
Fibonacci Retracements and Extensions
4.250 130.05
2.618 128.81
1.618 128.05
1.000 127.58
0.618 127.29
HIGH 126.82
0.618 126.53
0.500 126.44
0.382 126.35
LOW 126.06
0.618 125.59
1.000 125.30
1.618 124.83
2.618 124.07
4.250 122.83
Fisher Pivots for day following 27-Dec-2011
Pivot 1 day 3 day
R1 126.47 126.17
PP 126.46 125.85
S1 126.44 125.53

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.