SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 165.23 164.43 -0.80 -0.5% 166.79
High 165.58 166.03 0.45 0.3% 167.30
Low 163.70 164.14 0.44 0.3% 163.05
Close 164.39 165.75 1.36 0.8% 163.65
Range 1.88 1.89 0.01 0.5% 4.25
ATR 1.55 1.57 0.02 1.6% 0.00
Volume 142,375,000 97,389,289 -44,985,711 -31.6% 610,568,890
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 170.98 170.25 166.79
R3 169.09 168.36 166.27
R2 167.20 167.20 166.10
R1 166.47 166.47 165.92 166.84
PP 165.31 165.31 165.31 165.49
S1 164.58 164.58 165.58 164.95
S2 163.42 163.42 165.40
S3 161.53 162.69 165.23
S4 159.64 160.80 164.71
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 177.42 174.78 165.99
R3 173.17 170.53 164.82
R2 168.92 168.92 164.43
R1 166.28 166.28 164.04 165.48
PP 164.67 164.67 164.67 164.26
S1 162.03 162.03 163.26 161.23
S2 160.42 160.42 162.87
S3 156.17 157.78 162.48
S4 151.92 153.53 161.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166.03 163.05 2.98 1.8% 1.64 1.0% 91% True False 120,401,295
10 167.30 163.05 4.25 2.6% 1.67 1.0% 64% False False 120,222,839
20 170.18 163.05 7.13 4.3% 1.45 0.9% 38% False False 108,994,040
40 170.97 163.05 7.92 4.8% 1.28 0.8% 34% False False 103,557,726
60 170.97 155.73 15.24 9.2% 1.53 0.9% 66% False False 122,585,838
80 170.97 155.73 15.24 9.2% 1.60 1.0% 66% False False 129,057,666
100 170.97 153.55 17.42 10.5% 1.56 0.9% 70% False False 128,785,615
120 170.97 153.55 17.42 10.5% 1.52 0.9% 70% False False 127,526,177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 174.06
2.618 170.98
1.618 169.09
1.000 167.92
0.618 167.20
HIGH 166.03
0.618 165.31
0.500 165.09
0.382 164.86
LOW 164.14
0.618 162.97
1.000 162.25
1.618 161.08
2.618 159.19
4.250 156.11
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 165.53 165.37
PP 165.31 164.98
S1 165.09 164.60

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.