SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary
Previous Current
01-Feb-2012 02-Feb-2012 Change Change % Previous Week
Open 132.29 132.74 0.45 0.3% 131.51
High 133.14 133.02 -0.12 -0.1% 133.40
Low 132.13 132.21 0.08 0.1% 130.60
Close 132.47 132.68 0.21 0.2% 131.82
Range 1.01 0.81 -0.20 -19.8% 2.80
ATR 1.57 1.52 -0.05 -3.5% 0.00
Volume 165,815,688 112,984,727 -52,830,961 -31.9% 750,311,718
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 135.07 134.68 133.13
R3 134.26 133.87 132.90
R2 133.45 133.45 132.83
R1 133.06 133.06 132.75 132.85
PP 132.64 132.64 132.64 132.53
S1 132.25 132.25 132.61 132.04
S2 131.83 131.83 132.53
S3 131.02 131.44 132.46
S4 130.21 130.63 132.23
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
5 133.14 130.06 3.08 2.3% 1.12 0.8% 85% False False 143,609,061
10 133.40 130.06 3.34 2.5% 1.30 1.0% 78% False False 147,130,046
20 133.40 126.43 6.97 5.3% 1.22 0.9% 90% False False 141,914,663
40 133.40 120.03 13.37 10.1% 1.47 1.1% 95% False False 159,467,599
60 133.40 116.20 17.20 13.0% 1.67 1.3% 96% False False 180,121,957
80 133.40 116.20 17.20 13.0% 1.82 1.4% 96% False False 200,495,531
100 133.40 107.43 25.97 19.6% 2.05 1.5% 97% False False 222,668,658
120 133.40 107.43 25.97 19.6% 2.22 1.7% 97% False False 234,437,175
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 136.46
2.618 135.14
1.618 134.33
1.000 133.83
0.618 133.52
HIGH 133.02
0.618 132.71
0.500 132.62
0.382 132.52
LOW 132.21
0.618 131.71
1.000 131.40
1.618 130.90
2.618 130.09
4.250 128.77
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 132.66 132.42
PP 132.64 132.17
S1 132.62 131.91

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.