SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 132.29 135.20 2.91 2.2% 132.05
High 132.99 136.27 3.28 2.5% 136.27
Low 131.28 134.85 3.57 2.7% 130.85
Close 132.79 136.11 3.32 2.5% 136.11
Range 1.71 1.42 -0.29 -17.0% 5.42
ATR 1.92 2.03 0.11 5.8% 0.00
Volume 169,075,984 212,158,703 43,082,719 25.5% 776,959,359
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 140.00 139.48 136.89
R3 138.58 138.06 136.50
R2 137.16 137.16 136.37
R1 136.64 136.64 136.24 136.90
PP 135.74 135.74 135.74 135.88
S1 135.22 135.22 135.98 135.48
S2 134.32 134.32 135.85
S3 132.90 133.80 135.72
S4 131.48 132.38 135.33
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 150.67 148.81 139.09
R3 145.25 143.39 137.60
R2 139.83 139.83 137.10
R1 137.97 137.97 136.61 138.90
PP 134.41 134.41 134.41 134.88
S1 132.55 132.55 135.61 133.48
S2 128.99 128.99 135.12
S3 123.57 127.13 134.62
S4 118.15 121.71 133.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.27 130.85 5.42 4.0% 1.46 1.1% 97% True False 155,391,871
10 136.27 130.85 5.42 4.0% 1.70 1.2% 97% True False 158,703,265
20 136.27 127.14 9.13 6.7% 1.78 1.3% 98% True False 169,457,853
40 139.30 127.14 12.16 8.9% 1.86 1.4% 74% False False 181,000,751
60 141.66 127.14 14.52 10.7% 1.70 1.2% 62% False False 170,248,736
80 142.21 127.14 15.07 11.1% 1.55 1.1% 60% False False 162,159,929
100 142.21 127.14 15.07 11.1% 1.45 1.1% 60% False False 159,335,823
120 142.21 127.14 15.07 11.1% 1.41 1.0% 60% False False 156,287,841
Crabel Price Patterns
NR True
NR4 True
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 0.43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 142.31
2.618 139.99
1.618 138.57
1.000 137.69
0.618 137.15
HIGH 136.27
0.618 135.73
0.500 135.56
0.382 135.39
LOW 134.85
0.618 133.97
1.000 133.43
1.618 132.55
2.618 131.13
4.250 128.82
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 135.93 135.33
PP 135.74 134.55
S1 135.56 133.78

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.