SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-May-2012
Day Change Summary
Previous Current
04-May-2012 07-May-2012 Change Change % Previous Week
Open 138.52 136.51 -2.01 -1.5% 140.11
High 139.30 137.56 -1.74 -1.2% 141.66
Low 136.92 136.46 -0.46 -0.3% 136.92
Close 137.00 137.10 0.10 0.1% 137.00
Range 2.38 1.10 -1.28 -53.8% 4.74
ATR 1.54 1.51 -0.03 -2.1% 0.00
Volume 193,779,063 127,693,508 -66,085,555 -34.1% 712,325,001
Daily Pivots for day following 07-May-2012
Classic Woodie Camarilla DeMark
R4 140.34 139.82 137.71
R3 139.24 138.72 137.40
R2 138.14 138.14 137.30
R1 137.62 137.62 137.20 137.88
PP 137.04 137.04 137.04 137.17
S1 136.52 136.52 137.00 136.78
S2 135.94 135.94 136.90
S3 134.84 135.42 136.80
S4 133.74 134.32 136.50
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 152.75 149.61 139.61
R3 148.01 144.87 138.30
R2 143.27 143.27 137.87
R1 140.13 140.13 137.43 139.33
PP 138.53 138.53 138.53 138.13
S1 135.39 135.39 136.57 134.59
S2 133.79 133.79 136.13
S3 129.05 130.65 135.70
S4 124.31 125.91 134.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.66 136.46 5.20 3.8% 1.59 1.2% 12% False True 144,994,547
10 141.66 136.46 5.20 3.8% 1.28 0.9% 12% False True 138,740,179
20 141.66 135.76 5.90 4.3% 1.38 1.0% 23% False False 151,574,074
40 142.21 135.76 6.45 4.7% 1.27 0.9% 21% False False 145,365,644
60 142.21 133.84 8.37 6.1% 1.20 0.9% 39% False False 145,463,182
80 142.21 127.72 14.49 10.6% 1.20 0.9% 65% False False 145,120,145
100 142.21 120.03 22.18 16.2% 1.25 0.9% 77% False False 147,168,028
120 142.21 116.20 26.01 19.0% 1.39 1.0% 80% False False 158,720,753
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 True
Bull Hook False
Stretch 0.22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142.24
2.618 140.44
1.618 139.34
1.000 138.66
0.618 138.24
HIGH 137.56
0.618 137.14
0.500 137.01
0.382 136.88
LOW 136.46
0.618 135.78
1.000 135.36
1.618 134.68
2.618 133.58
4.250 131.79
Fisher Pivots for day following 07-May-2012
Pivot 1 day 3 day
R1 137.07 138.46
PP 137.04 138.00
S1 137.01 137.55

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.