SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 144.28 143.46 -0.82 -0.6% 145.60
High 144.49 143.95 -0.54 -0.4% 146.12
Low 143.33 142.58 -0.75 -0.5% 142.58
Close 143.36 142.89 -0.47 -0.3% 142.89
Range 1.16 1.37 0.21 18.1% 3.54
ATR 1.28 1.29 0.01 0.5% 0.00
Volume 123,601,398 124,181,805 580,407 0.5% 599,318,898
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 147.25 146.44 143.64
R3 145.88 145.07 143.27
R2 144.51 144.51 143.14
R1 143.70 143.70 143.02 143.42
PP 143.14 143.14 143.14 143.00
S1 142.33 142.33 142.76 142.05
S2 141.77 141.77 142.64
S3 140.40 140.96 142.51
S4 139.03 139.59 142.14
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 154.48 152.23 144.84
R3 150.94 148.69 143.86
R2 147.40 147.40 143.54
R1 145.15 145.15 143.21 144.51
PP 143.86 143.86 143.86 143.54
S1 141.61 141.61 142.57 140.97
S2 140.32 140.32 142.24
S3 136.78 138.07 141.92
S4 133.24 134.53 140.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.12 142.58 3.54 2.5% 1.21 0.8% 9% False True 119,863,779
10 147.16 142.58 4.58 3.2% 1.27 0.9% 7% False True 121,908,880
20 147.19 142.58 4.61 3.2% 1.19 0.8% 7% False True 123,289,180
40 148.11 140.13 7.98 5.6% 1.16 0.8% 35% False False 117,178,155
60 148.11 133.03 15.08 10.6% 1.21 0.8% 65% False False 120,554,950
80 148.11 130.85 17.26 12.1% 1.29 0.9% 70% False False 125,009,430
100 148.11 127.14 20.97 14.7% 1.42 1.0% 75% False False 135,492,712
120 148.11 127.14 20.97 14.7% 1.45 1.0% 75% False False 142,143,357
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 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 149.77
2.618 147.54
1.618 146.17
1.000 145.32
0.618 144.80
HIGH 143.95
0.618 143.43
0.500 143.27
0.382 143.10
LOW 142.58
0.618 141.73
1.000 141.21
1.618 140.36
2.618 138.99
4.250 136.76
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 143.27 143.54
PP 143.14 143.32
S1 143.02 143.11

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.