SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 200.10 199.16 -0.94 -0.5% 200.92
High 200.12 199.32 -0.80 -0.4% 201.21
Low 198.56 198.38 -0.18 -0.1% 198.56
Close 199.13 198.98 -0.15 -0.1% 199.13
Range 1.56 0.94 -0.62 -39.7% 2.65
ATR 1.41 1.38 -0.03 -2.4% 0.00
Volume 117,478,398 76,401,398 -41,077,000 -35.0% 404,289,496
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 201.71 201.29 199.50
R3 200.77 200.35 199.24
R2 199.83 199.83 199.15
R1 199.41 199.41 199.07 199.15
PP 198.89 198.89 198.89 198.77
S1 198.47 198.47 198.89 198.21
S2 197.95 197.95 198.81
S3 197.01 197.53 198.72
S4 196.07 196.59 198.46
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 207.58 206.01 200.59
R3 204.93 203.36 199.86
R2 202.28 202.28 199.62
R1 200.71 200.71 199.37 200.17
PP 199.63 199.63 199.63 199.37
S1 198.06 198.06 198.89 197.52
S2 196.98 196.98 198.64
S3 194.33 195.41 198.40
S4 191.68 192.76 197.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 200.55 198.38 2.17 1.1% 1.36 0.7% 28% False True 83,309,039
10 201.58 198.38 3.20 1.6% 1.40 0.7% 19% False True 79,799,148
20 201.58 196.69 4.89 2.5% 1.16 0.6% 47% False False 71,623,679
40 201.58 190.55 11.03 5.5% 1.37 0.7% 76% False False 84,997,682
60 201.58 190.55 11.03 5.5% 1.30 0.7% 76% False False 84,970,481
80 201.58 188.86 12.72 6.4% 1.23 0.6% 80% False False 82,477,895
100 201.58 184.96 16.62 8.4% 1.29 0.6% 84% False False 84,865,337
120 201.58 181.31 20.27 10.2% 1.38 0.7% 87% False False 89,889,740
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.30
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 203.32
2.618 201.78
1.618 200.84
1.000 200.26
0.618 199.90
HIGH 199.32
0.618 198.96
0.500 198.85
0.382 198.74
LOW 198.38
0.618 197.80
1.000 197.44
1.618 196.86
2.618 195.92
4.250 194.39
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 198.94 199.36
PP 198.89 199.23
S1 198.85 199.11

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.