SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 165.60 161.86 -3.74 -2.3% 165.31
High 165.89 163.47 -2.42 -1.5% 165.40
Low 163.38 158.98 -4.40 -2.7% 161.30
Close 163.45 159.40 -4.05 -2.5% 163.18
Range 2.51 4.49 1.98 78.9% 4.10
ATR 2.02 2.19 0.18 8.8% 0.00
Volume 206,149,406 321,255,813 115,106,407 55.8% 747,014,094
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 174.09 171.23 161.87
R3 169.60 166.74 160.63
R2 165.11 165.11 160.22
R1 162.25 162.25 159.81 161.44
PP 160.62 160.62 160.62 160.21
S1 157.76 157.76 158.99 156.95
S2 156.13 156.13 158.58
S3 151.64 153.27 158.17
S4 147.15 148.78 156.93
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 175.59 173.49 165.44
R3 171.49 169.39 164.31
R2 167.39 167.39 163.93
R1 165.29 165.29 163.56 164.29
PP 163.29 163.29 163.29 162.80
S1 161.19 161.19 162.80 160.19
S2 159.19 159.19 162.43
S3 155.09 157.09 162.05
S4 150.99 152.99 160.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.99 158.98 7.01 4.4% 2.45 1.5% 6% False True 183,918,704
10 165.99 158.98 7.01 4.4% 2.29 1.4% 6% False True 171,374,802
20 167.78 158.98 8.80 5.5% 2.16 1.4% 5% False True 170,152,880
40 169.07 157.73 11.34 7.1% 1.75 1.1% 15% False False 141,620,170
60 169.07 153.55 15.52 9.7% 1.68 1.1% 38% False False 139,052,604
80 169.07 149.76 19.31 12.1% 1.56 1.0% 50% False False 134,364,135
100 169.07 148.73 20.34 12.8% 1.50 0.9% 52% False False 134,050,585
120 169.07 139.54 29.53 18.5% 1.43 0.9% 67% False False 133,607,019
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 389 trading days
Fibonacci Retracements and Extensions
4.250 182.55
2.618 175.22
1.618 170.73
1.000 167.96
0.618 166.24
HIGH 163.47
0.618 161.75
0.500 161.23
0.382 160.70
LOW 158.98
0.618 156.21
1.000 154.49
1.618 151.72
2.618 147.23
4.250 139.90
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 161.23 162.49
PP 160.62 161.46
S1 160.01 160.43

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.