SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 169.64 169.32 -0.32 -0.2% 171.16
High 169.98 170.17 0.19 0.1% 173.60
Low 168.89 169.05 0.16 0.1% 170.04
Close 169.04 169.69 0.65 0.4% 170.72
Range 1.09 1.12 0.03 2.8% 3.56
ATR 1.48 1.45 -0.02 -1.7% 0.00
Volume 117,306,398 77,146,797 -40,159,601 -34.2% 691,656,007
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 173.00 172.46 170.31
R3 171.88 171.34 170.00
R2 170.76 170.76 169.90
R1 170.22 170.22 169.79 170.49
PP 169.64 169.64 169.64 169.77
S1 169.10 169.10 169.59 169.37
S2 168.52 168.52 169.48
S3 167.40 167.98 169.38
S4 166.28 166.86 169.07
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
5 172.33 168.89 3.44 2.0% 1.31 0.8% 23% False False 107,654,099
10 173.60 168.74 4.86 2.9% 1.31 0.8% 20% False False 116,978,629
20 173.60 163.17 10.43 6.1% 1.34 0.8% 63% False False 112,884,413
40 173.60 163.05 10.55 6.2% 1.32 0.8% 63% False False 107,169,949
60 173.60 160.22 13.38 7.9% 1.28 0.8% 71% False False 105,518,670
80 173.60 155.73 17.87 10.5% 1.49 0.9% 78% False False 122,811,409
100 173.60 155.73 17.87 10.5% 1.52 0.9% 78% False False 124,861,274
120 173.60 153.55 20.05 11.8% 1.51 0.9% 80% False False 125,887,429
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 174.93
2.618 173.10
1.618 171.98
1.000 171.29
0.618 170.86
HIGH 170.17
0.618 169.74
0.500 169.61
0.382 169.48
LOW 169.05
0.618 168.36
1.000 167.93
1.618 167.24
2.618 166.12
4.250 164.29
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 169.66 169.71
PP 169.64 169.70
S1 169.61 169.70

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.