SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 136.93 136.03 -0.90 -0.7% 136.73
High 137.20 137.53 0.33 0.2% 137.20
Low 136.63 135.80 -0.83 -0.6% 135.50
Close 136.93 137.16 0.23 0.2% 136.93
Range 0.57 1.73 1.16 203.5% 1.70
ATR 1.24 1.28 0.03 2.8% 0.00
Volume 105,498,023 145,626,938 40,128,915 38.0% 501,173,328
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 142.02 141.32 138.11
R3 140.29 139.59 137.64
R2 138.56 138.56 137.48
R1 137.86 137.86 137.32 138.21
PP 136.83 136.83 136.83 137.01
S1 136.13 136.13 137.00 136.48
S2 135.10 135.10 136.84
S3 133.37 134.40 136.68
S4 131.64 132.67 136.21
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 141.64 140.99 137.87
R3 139.94 139.29 137.40
R2 138.24 138.24 137.24
R1 137.59 137.59 137.09 137.92
PP 136.54 136.54 136.54 136.71
S1 135.89 135.89 136.77 136.22
S2 134.84 134.84 136.62
S3 133.14 134.19 136.46
S4 131.44 132.49 136.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.53 135.50 2.03 1.5% 1.06 0.8% 82% True False 129,360,053
10 137.53 134.25 3.28 2.4% 1.11 0.8% 89% True False 143,919,850
20 137.53 130.06 7.47 5.4% 1.07 0.8% 95% True False 144,031,998
40 137.53 124.86 12.67 9.2% 1.13 0.8% 97% True False 141,886,108
60 137.53 120.00 17.53 12.8% 1.42 1.0% 98% True False 160,375,628
80 137.53 116.20 21.33 15.6% 1.57 1.1% 98% True False 178,768,964
100 137.53 107.43 30.10 21.9% 1.76 1.3% 99% True False 196,504,534
120 137.53 107.43 30.10 21.9% 1.94 1.4% 99% True False 214,077,267
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 0.26
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 144.88
2.618 142.06
1.618 140.33
1.000 139.26
0.618 138.60
HIGH 137.53
0.618 136.87
0.500 136.67
0.382 136.46
LOW 135.80
0.618 134.73
1.000 134.07
1.618 133.00
2.618 131.27
4.250 128.45
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 137.00 136.95
PP 136.83 136.73
S1 136.67 136.52

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.