SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Dec-2012
Day Change Summary
Previous Current
18-Dec-2012 19-Dec-2012 Change Change % Previous Week
Open 144.00 145.53 1.53 1.1% 142.21
High 145.50 145.58 0.08 0.1% 144.55
Low 143.79 144.24 0.45 0.3% 141.88
Close 145.37 144.29 -1.08 -0.7% 142.11
Range 1.71 1.34 -0.37 -21.6% 2.67
ATR 1.44 1.43 -0.01 -0.5% 0.00
Volume 177,762,719 150,895,297 -26,867,422 -15.1% 670,707,392
Daily Pivots for day following 19-Dec-2012
Classic Woodie Camarilla DeMark
R4 148.72 147.85 145.03
R3 147.38 146.51 144.66
R2 146.04 146.04 144.54
R1 145.17 145.17 144.41 144.94
PP 144.70 144.70 144.70 144.59
S1 143.83 143.83 144.17 143.60
S2 143.36 143.36 144.04
S3 142.02 142.49 143.92
S4 140.68 141.15 143.55
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 150.86 149.15 143.58
R3 148.19 146.48 142.84
R2 145.52 145.52 142.60
R1 143.81 143.81 142.35 143.33
PP 142.85 142.85 142.85 142.61
S1 141.14 141.14 141.87 140.66
S2 140.18 140.18 141.62
S3 137.51 138.47 141.38
S4 134.84 135.80 140.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.58 141.88 3.70 2.6% 1.34 0.9% 65% True False 149,162,040
10 145.58 141.16 4.42 3.1% 1.16 0.8% 71% True False 135,504,791
20 145.58 139.00 6.58 4.6% 1.23 0.9% 80% True False 129,762,881
40 145.58 134.70 10.88 7.5% 1.49 1.0% 88% True False 140,228,182
60 147.16 134.70 12.46 8.6% 1.43 1.0% 77% False False 135,753,055
80 148.11 134.70 13.41 9.3% 1.35 0.9% 72% False False 130,704,220
100 148.11 134.70 13.41 9.3% 1.32 0.9% 72% False False 127,748,413
120 148.11 131.28 16.83 11.7% 1.34 0.9% 77% False False 129,650,731
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 151.28
2.618 149.09
1.618 147.75
1.000 146.92
0.618 146.41
HIGH 145.58
0.618 145.07
0.500 144.91
0.382 144.75
LOW 144.24
0.618 143.41
1.000 142.90
1.618 142.07
2.618 140.73
4.250 138.55
Fisher Pivots for day following 19-Dec-2012
Pivot 1 day 3 day
R1 144.91 144.20
PP 144.70 144.10
S1 144.50 144.01

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.