SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 140.04 140.60 0.56 0.4% 139.72
High 140.89 140.84 -0.05 0.0% 140.92
Low 139.81 140.04 0.23 0.2% 139.56
Close 140.84 140.77 -0.07 0.0% 140.84
Range 1.08 0.80 -0.28 -25.9% 1.36
ATR 1.59 1.53 -0.06 -3.5% 0.00
Volume 99,759,906 79,383,242 -20,376,664 -20.4% 475,320,009
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 142.95 142.66 141.21
R3 142.15 141.86 140.99
R2 141.35 141.35 140.92
R1 141.06 141.06 140.84 141.21
PP 140.55 140.55 140.55 140.62
S1 140.26 140.26 140.70 140.41
S2 139.75 139.75 140.62
S3 138.95 139.46 140.55
S4 138.15 138.66 140.33
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
5 140.92 139.81 1.11 0.8% 0.87 0.6% 86% False False 93,680,562
10 140.92 135.58 5.34 3.8% 1.24 0.9% 97% False False 117,073,847
20 140.92 133.03 7.89 5.6% 1.42 1.0% 98% False False 132,129,250
40 140.92 130.85 10.07 7.2% 1.48 1.1% 99% False False 137,581,917
60 140.92 127.14 13.78 9.8% 1.65 1.2% 99% False False 154,527,681
80 141.66 127.14 14.52 10.3% 1.60 1.1% 94% False False 156,711,766
100 142.21 127.14 15.07 10.7% 1.56 1.1% 90% False False 155,294,041
120 142.21 127.14 15.07 10.7% 1.47 1.0% 90% False False 152,869,489
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.24
2.618 142.93
1.618 142.13
1.000 141.64
0.618 141.33
HIGH 140.84
0.618 140.53
0.500 140.44
0.382 140.35
LOW 140.04
0.618 139.55
1.000 139.24
1.618 138.75
2.618 137.95
4.250 136.64
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 140.66 140.63
PP 140.55 140.49
S1 140.44 140.35

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.