SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Sep-2013
Day Change Summary
Previous Current
20-Sep-2013 23-Sep-2013 Change Change % Previous Week
Open 172.33 170.49 -1.84 -1.1% 171.16
High 172.33 170.65 -1.68 -1.0% 173.60
Low 170.58 169.39 -1.19 -0.7% 170.04
Close 170.72 169.93 -0.79 -0.5% 170.72
Range 1.75 1.26 -0.49 -28.0% 3.56
ATR 1.53 1.52 -0.01 -0.9% 0.00
Volume 132,867,906 104,616,398 -28,251,508 -21.3% 691,656,007
Daily Pivots for day following 23-Sep-2013
Classic Woodie Camarilla DeMark
R4 173.77 173.11 170.62
R3 172.51 171.85 170.28
R2 171.25 171.25 170.16
R1 170.59 170.59 170.05 170.29
PP 169.99 169.99 169.99 169.84
S1 169.33 169.33 169.81 169.03
S2 168.73 168.73 169.70
S3 167.47 168.07 169.58
S4 166.21 166.81 169.24
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 182.13 179.99 172.68
R3 178.57 176.43 171.70
R2 175.01 175.01 171.37
R1 172.87 172.87 171.05 172.16
PP 171.45 171.45 171.45 171.10
S1 169.31 169.31 170.39 168.60
S2 167.89 167.89 170.07
S3 164.33 165.75 169.74
S4 160.77 162.19 168.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 173.60 169.39 4.21 2.5% 1.52 0.9% 13% False True 134,016,981
10 173.60 168.26 5.34 3.1% 1.21 0.7% 31% False False 115,260,249
20 173.60 163.05 10.55 6.2% 1.45 0.9% 65% False False 115,667,083
40 173.60 163.05 10.55 6.2% 1.32 0.8% 65% False False 107,336,559
60 173.60 159.86 13.74 8.1% 1.30 0.8% 73% False False 107,959,255
80 173.60 155.73 17.87 10.5% 1.54 0.9% 79% False False 125,337,481
100 173.60 155.73 17.87 10.5% 1.53 0.9% 79% False False 124,928,329
120 173.60 153.55 20.05 11.8% 1.52 0.9% 82% False False 126,531,858
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 False
Stretch 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 176.01
2.618 173.95
1.618 172.69
1.000 171.91
0.618 171.43
HIGH 170.65
0.618 170.17
0.500 170.02
0.382 169.87
LOW 169.39
0.618 168.61
1.000 168.13
1.618 167.35
2.618 166.09
4.250 164.04
Fisher Pivots for day following 23-Sep-2013
Pivot 1 day 3 day
R1 170.02 171.50
PP 169.99 170.97
S1 169.96 170.45

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.