SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 137.64 137.10 -0.54 -0.4% 136.03
High 137.82 137.20 -0.62 -0.4% 138.19
Low 137.00 136.28 -0.72 -0.5% 135.80
Close 137.31 136.75 -0.56 -0.4% 137.31
Range 0.82 0.92 0.10 12.2% 2.39
ATR 1.23 1.21 -0.01 -1.1% 0.00
Volume 120,567,070 140,589,172 20,022,102 16.6% 726,052,273
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 139.50 139.05 137.26
R3 138.58 138.13 137.00
R2 137.66 137.66 136.92
R1 137.21 137.21 136.83 136.98
PP 136.74 136.74 136.74 136.63
S1 136.29 136.29 136.67 136.06
S2 135.82 135.82 136.58
S3 134.90 135.37 136.50
S4 133.98 134.45 136.24
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 144.27 143.18 138.62
R3 141.88 140.79 137.97
R2 139.49 139.49 137.75
R1 138.40 138.40 137.53 138.95
PP 137.10 137.10 137.10 137.37
S1 136.01 136.01 137.09 136.56
S2 134.71 134.71 136.87
S3 132.32 133.62 136.65
S4 129.93 131.23 136.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.19 136.28 1.91 1.4% 1.05 0.8% 25% False True 144,202,901
10 138.19 135.50 2.69 2.0% 1.05 0.8% 46% False False 136,781,477
20 138.19 133.64 4.55 3.3% 1.05 0.8% 68% False False 142,912,773
40 138.19 127.29 10.90 8.0% 1.11 0.8% 87% False False 142,086,590
60 138.19 120.03 18.16 13.3% 1.32 1.0% 92% False False 153,655,073
80 138.19 116.20 21.99 16.1% 1.50 1.1% 93% False False 170,374,490
100 138.19 116.20 21.99 16.1% 1.66 1.2% 93% False False 188,281,420
120 138.19 107.43 30.76 22.5% 1.87 1.4% 95% False False 208,167,946
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.11
2.618 139.61
1.618 138.69
1.000 138.12
0.618 137.77
HIGH 137.20
0.618 136.85
0.500 136.74
0.382 136.63
LOW 136.28
0.618 135.71
1.000 135.36
1.618 134.79
2.618 133.87
4.250 132.37
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 136.75 137.14
PP 136.74 137.01
S1 136.74 136.88

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.