SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Mar-2012
Day Change Summary
Previous Current
19-Mar-2012 20-Mar-2012 Change Change % Previous Week
Open 140.22 140.05 -0.17 -0.1% 137.56
High 141.28 140.61 -0.67 -0.5% 140.78
Low 140.11 139.64 -0.47 -0.3% 137.09
Close 140.85 140.44 -0.41 -0.3% 140.30
Range 1.17 0.97 -0.20 -17.1% 3.69
ATR 1.24 1.24 0.00 -0.2% 0.00
Volume 125,236,734 121,661,891 -3,574,843 -2.9% 750,784,118
Daily Pivots for day following 20-Mar-2012
Classic Woodie Camarilla DeMark
R4 143.14 142.76 140.97
R3 142.17 141.79 140.71
R2 141.20 141.20 140.62
R1 140.82 140.82 140.53 141.01
PP 140.23 140.23 140.23 140.33
S1 139.85 139.85 140.35 140.04
S2 139.26 139.26 140.26
S3 138.29 138.88 140.17
S4 137.32 137.91 139.91
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 150.46 149.07 142.33
R3 146.77 145.38 141.31
R2 143.08 143.08 140.98
R1 141.69 141.69 140.64 142.39
PP 139.39 139.39 139.39 139.74
S1 138.00 138.00 139.96 138.70
S2 135.70 135.70 139.62
S3 132.01 134.31 139.29
S4 128.32 130.62 138.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.28 139.48 1.80 1.3% 0.92 0.7% 53% False False 141,969,353
10 141.28 134.93 6.35 4.5% 1.02 0.7% 87% False False 138,091,704
20 141.28 134.36 6.92 4.9% 1.04 0.7% 88% False False 140,835,181
40 141.28 130.06 11.22 8.0% 1.09 0.8% 93% False False 145,139,933
60 141.28 124.23 17.05 12.1% 1.11 0.8% 95% False False 139,924,272
80 141.28 116.20 25.08 17.9% 1.36 1.0% 97% False False 158,243,779
100 141.28 116.20 25.08 17.9% 1.54 1.1% 97% False False 177,376,956
120 141.28 107.43 33.85 24.1% 1.72 1.2% 98% False False 193,267,019
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.73
2.618 143.15
1.618 142.18
1.000 141.58
0.618 141.21
HIGH 140.61
0.618 140.24
0.500 140.13
0.382 140.01
LOW 139.64
0.618 139.04
1.000 138.67
1.618 138.07
2.618 137.10
4.250 135.52
Fisher Pivots for day following 20-Mar-2012
Pivot 1 day 3 day
R1 140.34 140.46
PP 140.23 140.45
S1 140.13 140.45

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.