SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Aug-2012
Day Change Summary
Previous Current
09-Aug-2012 10-Aug-2012 Change Change % Previous Week
Open 140.29 140.04 -0.25 -0.2% 139.72
High 140.89 140.89 0.00 0.0% 140.92
Low 140.15 139.81 -0.34 -0.2% 139.56
Close 140.61 140.84 0.23 0.2% 140.84
Range 0.74 1.08 0.34 45.9% 1.36
ATR 1.62 1.59 -0.04 -2.4% 0.00
Volume 90,124,172 99,759,906 9,635,734 10.7% 475,320,009
Daily Pivots for day following 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 143.75 143.38 141.43
R3 142.67 142.30 141.14
R2 141.59 141.59 141.04
R1 141.22 141.22 140.94 141.41
PP 140.51 140.51 140.51 140.61
S1 140.14 140.14 140.74 140.33
S2 139.43 139.43 140.64
S3 138.35 139.06 140.54
S4 137.27 137.98 140.25
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 144.52 144.04 141.59
R3 143.16 142.68 141.21
R2 141.80 141.80 141.09
R1 141.32 141.32 140.96 141.56
PP 140.44 140.44 140.44 140.56
S1 139.96 139.96 140.72 140.20
S2 139.08 139.08 140.59
S3 137.72 138.60 140.47
S4 136.36 137.24 140.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.92 139.56 1.36 1.0% 0.83 0.6% 94% False False 95,064,001
10 140.92 135.58 5.34 3.8% 1.27 0.9% 99% False False 119,811,559
20 140.92 133.03 7.89 5.6% 1.42 1.0% 99% False False 133,031,669
40 140.92 130.85 10.07 7.1% 1.49 1.1% 99% False False 139,830,629
60 140.92 127.14 13.78 9.8% 1.68 1.2% 99% False False 157,334,702
80 141.66 127.14 14.52 10.3% 1.62 1.1% 94% False False 158,201,934
100 142.21 127.14 15.07 10.7% 1.56 1.1% 91% False False 155,723,613
120 142.21 127.14 15.07 10.7% 1.47 1.0% 91% False False 153,242,208
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 145.48
2.618 143.72
1.618 142.64
1.000 141.97
0.618 141.56
HIGH 140.89
0.618 140.48
0.500 140.35
0.382 140.22
LOW 139.81
0.618 139.14
1.000 138.73
1.618 138.06
2.618 136.98
4.250 135.22
Fisher Pivots for day following 10-Aug-2012
Pivot 1 day 3 day
R1 140.68 140.68
PP 140.51 140.51
S1 140.35 140.35

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.