SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 135.63 134.58 -1.05 -0.8% 133.99
High 135.83 136.17 0.34 0.3% 135.59
Low 134.29 134.33 0.04 0.0% 133.64
Close 134.56 136.05 1.49 1.1% 134.36
Range 1.54 1.84 0.30 19.5% 1.95
ATR 1.39 1.42 0.03 2.3% 0.00
Volume 194,612,844 186,426,078 -8,186,766 -4.2% 698,042,446
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 141.04 140.38 137.06
R3 139.20 138.54 136.56
R2 137.36 137.36 136.39
R1 136.70 136.70 136.22 137.03
PP 135.52 135.52 135.52 135.68
S1 134.86 134.86 135.88 135.19
S2 133.68 133.68 135.71
S3 131.84 133.02 135.54
S4 130.00 131.18 135.04
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 140.38 139.32 135.43
R3 138.43 137.37 134.90
R2 136.48 136.48 134.72
R1 135.42 135.42 134.54 135.95
PP 134.53 134.53 134.53 134.80
S1 133.47 133.47 134.18 134.00
S2 132.58 132.58 134.00
S3 130.63 131.52 133.82
S4 128.68 129.57 133.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.17 133.84 2.33 1.7% 1.16 0.9% 95% True False 166,084,183
10 136.17 133.64 2.53 1.9% 1.07 0.8% 95% True False 152,124,737
20 136.17 130.06 6.11 4.5% 1.18 0.9% 98% True False 149,627,391
40 136.17 120.37 15.80 11.6% 1.24 0.9% 99% True False 143,359,663
60 136.17 116.20 19.97 14.7% 1.49 1.1% 99% True False 167,072,435
80 136.17 116.20 19.97 14.7% 1.69 1.2% 99% True False 189,106,876
100 136.17 107.43 28.74 21.1% 1.90 1.4% 100% True False 206,835,252
120 136.17 107.43 28.74 21.1% 2.05 1.5% 100% True False 220,548,174
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 143.99
2.618 140.99
1.618 139.15
1.000 138.01
0.618 137.31
HIGH 136.17
0.618 135.47
0.500 135.25
0.382 135.03
LOW 134.33
0.618 133.19
1.000 132.49
1.618 131.35
2.618 129.51
4.250 126.51
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 135.78 135.77
PP 135.52 135.49
S1 135.25 135.21

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.