SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 141.85 141.65 -0.20 -0.1% 143.15
High 142.03 143.01 0.98 0.7% 143.67
Low 140.68 141.52 0.84 0.6% 140.39
Close 141.35 142.83 1.48 1.0% 141.35
Range 1.35 1.49 0.14 10.4% 3.28
ATR 1.47 1.48 0.01 0.9% 0.00
Volume 103,438,500 100,995,500 -2,443,000 -2.4% 718,294,696
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 146.92 146.37 143.65
R3 145.43 144.88 143.24
R2 143.94 143.94 143.10
R1 143.39 143.39 142.97 143.67
PP 142.45 142.45 142.45 142.59
S1 141.90 141.90 142.69 142.18
S2 140.96 140.96 142.56
S3 139.47 140.41 142.42
S4 137.98 138.92 142.01
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 151.64 149.78 143.15
R3 148.36 146.50 142.25
R2 145.08 145.08 141.95
R1 143.22 143.22 141.65 142.51
PP 141.80 141.80 141.80 141.45
S1 139.94 139.94 141.05 139.23
S2 138.52 138.52 140.75
S3 135.24 136.66 140.45
S4 131.96 133.38 139.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.01 140.39 2.62 1.8% 1.46 1.0% 93% True False 121,018,778
10 146.52 140.39 6.13 4.3% 1.45 1.0% 40% False False 138,531,619
20 147.16 140.39 6.77 4.7% 1.33 0.9% 36% False False 128,578,809
40 148.11 140.39 7.72 5.4% 1.27 0.9% 32% False False 127,297,876
60 148.11 139.81 8.30 5.8% 1.18 0.8% 36% False False 117,376,888
80 148.11 132.60 15.51 10.9% 1.29 0.9% 66% False False 123,728,168
100 148.11 130.85 17.26 12.1% 1.35 0.9% 69% False False 130,008,977
120 148.11 127.14 20.97 14.7% 1.45 1.0% 75% False False 140,206,300
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 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 149.34
2.618 146.91
1.618 145.42
1.000 144.50
0.618 143.93
HIGH 143.01
0.618 142.44
0.500 142.27
0.382 142.09
LOW 141.52
0.618 140.60
1.000 140.03
1.618 139.11
2.618 137.62
4.250 135.19
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 142.64 142.45
PP 142.45 142.08
S1 142.27 141.70

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.