SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Oct-2012
Day Change Summary
Previous Current
05-Oct-2012 08-Oct-2012 Change Change % Previous Week
Open 146.91 145.60 -1.31 -0.9% 144.52
High 147.16 146.12 -1.04 -0.7% 147.16
Low 145.70 145.31 -0.39 -0.3% 143.83
Close 146.14 145.64 -0.50 -0.3% 146.14
Range 1.46 0.81 -0.65 -44.5% 3.33
ATR 1.31 1.27 -0.03 -2.6% 0.00
Volume 124,842,094 78,415,500 -46,426,594 -37.2% 619,769,907
Daily Pivots for day following 08-Oct-2012
Classic Woodie Camarilla DeMark
R4 148.12 147.69 146.09
R3 147.31 146.88 145.86
R2 146.50 146.50 145.79
R1 146.07 146.07 145.71 146.29
PP 145.69 145.69 145.69 145.80
S1 145.26 145.26 145.57 145.48
S2 144.88 144.88 145.49
S3 144.07 144.45 145.42
S4 143.26 143.64 145.19
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 155.70 154.25 147.97
R3 152.37 150.92 147.06
R2 149.04 149.04 146.75
R1 147.59 147.59 146.45 148.32
PP 145.71 145.71 145.71 146.07
S1 144.26 144.26 145.83 144.99
S2 142.38 142.38 145.53
S3 139.05 140.93 145.22
S4 135.72 137.60 144.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.16 143.83 3.33 2.3% 1.16 0.8% 54% False False 112,454,859
10 147.16 142.95 4.21 2.9% 1.34 0.9% 64% False False 124,037,882
20 148.11 142.95 5.16 3.5% 1.22 0.8% 52% False False 125,826,403
40 148.11 140.04 8.07 5.5% 1.12 0.8% 69% False False 113,271,743
60 148.11 133.03 15.08 10.4% 1.22 0.8% 84% False False 119,858,385
80 148.11 130.85 17.26 11.9% 1.31 0.9% 86% False False 126,551,186
100 148.11 127.14 20.97 14.4% 1.45 1.0% 88% False False 139,709,518
120 148.11 127.14 20.97 14.4% 1.45 1.0% 88% False False 143,225,204
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.32
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 149.56
2.618 148.24
1.618 147.43
1.000 146.93
0.618 146.62
HIGH 146.12
0.618 145.81
0.500 145.72
0.382 145.62
LOW 145.31
0.618 144.81
1.000 144.50
1.618 144.00
2.618 143.19
4.250 141.87
Fisher Pivots for day following 08-Oct-2012
Pivot 1 day 3 day
R1 145.72 146.24
PP 145.69 146.04
S1 145.67 145.84

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.