SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 133.47 131.71 -1.76 -1.3% 128.39
High 133.53 133.13 -0.40 -0.3% 133.53
Low 131.78 131.29 -0.49 -0.4% 127.14
Close 132.05 133.10 1.05 0.8% 133.10
Range 1.75 1.84 0.09 5.1% 6.39
ATR 1.95 1.94 -0.01 -0.4% 0.00
Volume 184,639,547 143,811,766 -40,827,781 -22.1% 878,713,875
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 138.03 137.40 134.11
R3 136.19 135.56 133.61
R2 134.35 134.35 133.44
R1 133.72 133.72 133.27 134.04
PP 132.51 132.51 132.51 132.66
S1 131.88 131.88 132.93 132.20
S2 130.67 130.67 132.76
S3 128.83 130.04 132.59
S4 126.99 128.20 132.09
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 150.43 148.15 136.61
R3 144.04 141.76 134.86
R2 137.65 137.65 134.27
R1 135.37 135.37 133.69 136.51
PP 131.26 131.26 131.26 131.83
S1 128.98 128.98 132.51 130.12
S2 124.87 124.87 131.93
S3 118.48 122.59 131.34
S4 112.09 116.20 129.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.53 127.14 6.39 4.8% 1.75 1.3% 93% False False 175,742,775
10 133.93 127.14 6.79 5.1% 2.03 1.5% 88% False False 177,825,529
20 136.87 127.14 9.73 7.3% 1.96 1.5% 61% False False 191,192,917
40 141.66 127.14 14.52 10.9% 1.67 1.3% 41% False False 172,434,374
60 142.21 127.14 15.07 11.3% 1.53 1.1% 40% False False 163,163,206
80 142.21 127.14 15.07 11.3% 1.42 1.1% 40% False False 158,581,540
100 142.21 127.14 15.07 11.3% 1.37 1.0% 40% False False 155,872,589
120 142.21 120.03 22.18 16.7% 1.37 1.0% 59% False False 153,693,826
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 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.95
2.618 137.95
1.618 136.11
1.000 134.97
0.618 134.27
HIGH 133.13
0.618 132.43
0.500 132.21
0.382 131.99
LOW 131.29
0.618 130.15
1.000 129.45
1.618 128.31
2.618 126.47
4.250 123.47
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 132.80 132.64
PP 132.51 132.19
S1 132.21 131.73

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.