SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Jun-2012
Day Change Summary
Previous Current
05-Jun-2012 06-Jun-2012 Change Change % Previous Week
Open 127.85 129.97 2.12 1.7% 133.16
High 129.26 132.03 2.77 2.1% 133.93
Low 127.78 129.93 2.15 1.7% 128.16
Close 129.07 131.97 2.90 2.2% 128.16
Range 1.48 2.10 0.62 41.9% 5.77
ATR 1.89 1.97 0.08 4.1% 0.00
Volume 163,779,281 184,036,109 20,256,828 12.4% 764,090,343
Daily Pivots for day following 06-Jun-2012
Classic Woodie Camarilla DeMark
R4 137.61 136.89 133.13
R3 135.51 134.79 132.55
R2 133.41 133.41 132.36
R1 132.69 132.69 132.16 133.05
PP 131.31 131.31 131.31 131.49
S1 130.59 130.59 131.78 130.95
S2 129.21 129.21 131.59
S3 127.11 128.49 131.39
S4 125.01 126.39 130.82
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 147.39 143.55 131.33
R3 141.62 137.78 129.75
R2 135.85 135.85 129.22
R1 132.01 132.01 128.69 131.05
PP 130.08 130.08 130.08 129.60
S1 126.24 126.24 127.63 125.28
S2 124.31 124.31 127.10
S3 118.54 120.47 126.57
S4 112.77 114.70 124.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.45 127.14 5.31 4.0% 2.13 1.6% 91% False False 199,885,774
10 133.93 127.14 6.79 5.1% 2.06 1.6% 71% False False 182,174,278
20 136.87 127.14 9.73 7.4% 1.95 1.5% 50% False False 193,322,984
40 141.66 127.14 14.52 11.0% 1.65 1.2% 33% False False 171,899,048
60 142.21 127.14 15.07 11.4% 1.52 1.1% 32% False False 163,173,129
80 142.21 127.14 15.07 11.4% 1.40 1.1% 32% False False 157,995,809
100 142.21 127.14 15.07 11.4% 1.36 1.0% 32% False False 155,705,321
120 142.21 120.03 22.18 16.8% 1.36 1.0% 54% False False 154,598,379
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 0.61
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140.96
2.618 137.53
1.618 135.43
1.000 134.13
0.618 133.33
HIGH 132.03
0.618 131.23
0.500 130.98
0.382 130.73
LOW 129.93
0.618 128.63
1.000 127.83
1.618 126.53
2.618 124.43
4.250 121.01
Fisher Pivots for day following 06-Jun-2012
Pivot 1 day 3 day
R1 131.64 131.18
PP 131.31 130.38
S1 130.98 129.59

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.