SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 130.51 132.02 1.51 1.2% 131.51
High 131.44 132.18 0.74 0.6% 133.40
Low 130.06 130.68 0.62 0.5% 130.60
Close 131.37 131.32 -0.05 0.0% 131.82
Range 1.38 1.50 0.12 8.7% 2.80
ATR 1.56 1.56 0.00 -0.3% 0.00
Volume 146,897,094 157,128,359 10,231,265 7.0% 750,311,718
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 135.89 135.11 132.15
R3 134.39 133.61 131.73
R2 132.89 132.89 131.60
R1 132.11 132.11 131.46 131.75
PP 131.39 131.39 131.39 131.22
S1 130.61 130.61 131.18 130.25
S2 129.89 129.89 131.05
S3 128.39 129.11 130.91
S4 126.89 127.61 130.50
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 140.34 138.88 133.36
R3 137.54 136.08 132.59
R2 134.74 134.74 132.33
R1 133.28 133.28 132.08 134.01
PP 131.94 131.94 131.94 132.31
S1 130.48 130.48 131.56 131.21
S2 129.14 129.14 131.31
S3 126.34 127.68 131.05
S4 123.54 124.88 130.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.40 130.06 3.34 2.5% 1.59 1.2% 38% False False 164,451,021
10 133.40 129.08 4.32 3.3% 1.37 1.0% 52% False False 148,172,682
20 133.40 126.43 6.97 5.3% 1.23 0.9% 70% False False 143,998,528
40 133.40 120.03 13.37 10.2% 1.51 1.1% 84% False False 163,646,385
60 133.40 116.20 17.20 13.1% 1.72 1.3% 88% False False 184,404,027
80 133.40 113.51 19.89 15.1% 1.87 1.4% 90% False False 204,138,995
100 133.40 107.43 25.97 19.8% 2.09 1.6% 92% False False 226,180,865
120 133.40 107.43 25.97 19.8% 2.29 1.7% 92% False False 241,518,021
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 138.56
2.618 136.11
1.618 134.61
1.000 133.68
0.618 133.11
HIGH 132.18
0.618 131.61
0.500 131.43
0.382 131.25
LOW 130.68
0.618 129.75
1.000 129.18
1.618 128.25
2.618 126.75
4.250 124.31
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 131.43 131.25
PP 131.39 131.19
S1 131.36 131.12

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.