SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Feb-2012
Day Change Summary
Previous Current
06-Feb-2012 07-Feb-2012 Change Change % Previous Week
Open 133.99 134.18 0.19 0.1% 130.51
High 134.51 135.02 0.51 0.4% 134.62
Low 133.83 133.64 -0.19 -0.1% 130.06
Close 134.45 134.79 0.34 0.3% 134.54
Range 0.68 1.38 0.70 102.9% 4.56
ATR 1.49 1.48 -0.01 -0.5% 0.00
Volume 107,617,586 135,401,797 27,784,211 25.8% 743,399,024
Daily Pivots for day following 07-Feb-2012
Classic Woodie Camarilla DeMark
R4 138.62 138.09 135.55
R3 137.24 136.71 135.17
R2 135.86 135.86 135.04
R1 135.33 135.33 134.92 135.60
PP 134.48 134.48 134.48 134.62
S1 133.95 133.95 134.66 134.22
S2 133.10 133.10 134.54
S3 131.72 132.57 134.41
S4 130.34 131.19 134.03
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 146.75 145.21 137.05
R3 142.19 140.65 135.79
R2 137.63 137.63 135.38
R1 136.09 136.09 134.96 136.86
PP 133.07 133.07 133.07 133.46
S1 131.53 131.53 134.12 132.30
S2 128.51 128.51 133.70
S3 123.95 126.97 133.29
S4 119.39 122.41 132.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.02 132.13 2.89 2.1% 0.95 0.7% 92% True False 136,478,590
10 135.02 130.06 4.96 3.7% 1.27 0.9% 95% True False 150,464,806
20 135.02 127.72 7.30 5.4% 1.19 0.9% 97% True False 141,047,933
40 135.02 120.03 14.99 11.1% 1.38 1.0% 98% True False 153,155,598
60 135.02 116.20 18.82 14.0% 1.60 1.2% 99% True False 174,214,733
80 135.02 116.20 18.82 14.0% 1.79 1.3% 99% True False 196,531,968
100 135.02 107.43 27.59 20.5% 1.99 1.5% 99% True False 217,733,121
120 135.02 107.43 27.59 20.5% 2.19 1.6% 99% True False 230,666,340
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 140.89
2.618 138.63
1.618 137.25
1.000 136.40
0.618 135.87
HIGH 135.02
0.618 134.49
0.500 134.33
0.382 134.17
LOW 133.64
0.618 132.79
1.000 132.26
1.618 131.41
2.618 130.03
4.250 127.78
Fisher Pivots for day following 07-Feb-2012
Pivot 1 day 3 day
R1 134.64 134.64
PP 134.48 134.48
S1 134.33 134.33

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.