SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 141.44 141.37 -0.07 0.0% 140.65
High 141.87 142.16 0.29 0.2% 142.51
Low 140.87 140.37 -0.50 -0.4% 139.00
Close 141.25 141.50 0.25 0.2% 142.16
Range 1.00 1.79 0.79 79.0% 3.51
ATR 1.56 1.58 0.02 1.0% 0.00
Volume 127,622,492 147,300,406 19,677,914 15.4% 693,510,805
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 146.71 145.90 142.48
R3 144.92 144.11 141.99
R2 143.13 143.13 141.83
R1 142.32 142.32 141.66 142.73
PP 141.34 141.34 141.34 141.55
S1 140.53 140.53 141.34 140.94
S2 139.55 139.55 141.17
S3 137.76 138.74 141.01
S4 135.97 136.95 140.52
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 151.75 150.47 144.09
R3 148.24 146.96 143.13
R2 144.73 144.73 142.80
R1 143.45 143.45 142.48 144.09
PP 141.22 141.22 141.22 141.55
S1 139.94 139.94 141.84 140.58
S2 137.71 137.71 141.52
S3 134.20 136.43 141.19
S4 130.69 132.92 140.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.92 140.37 2.55 1.8% 1.25 0.9% 44% False True 137,446,620
10 142.92 139.00 3.92 2.8% 1.30 0.9% 64% False False 124,020,971
20 142.92 134.70 8.22 5.8% 1.65 1.2% 83% False False 149,410,104
40 146.52 134.70 11.82 8.4% 1.52 1.1% 58% False False 138,312,254
60 148.11 134.70 13.41 9.5% 1.42 1.0% 51% False False 134,284,352
80 148.11 134.70 13.41 9.5% 1.32 0.9% 51% False False 126,058,804
100 148.11 133.03 15.08 10.7% 1.35 1.0% 56% False False 127,752,019
120 148.11 130.85 17.26 12.2% 1.39 1.0% 62% False False 131,739,340
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 149.77
2.618 146.85
1.618 145.06
1.000 143.95
0.618 143.27
HIGH 142.16
0.618 141.48
0.500 141.27
0.382 141.05
LOW 140.37
0.618 139.26
1.000 138.58
1.618 137.47
2.618 135.68
4.250 132.76
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 141.42 141.65
PP 141.34 141.60
S1 141.27 141.55

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.