SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 107.57 109.19 1.62 1.5% 112.92
High 108.61 110.39 1.78 1.6% 113.18
Low 107.18 108.88 1.70 1.6% 107.60
Close 108.26 109.59 1.33 1.2% 108.31
Range 1.43 1.51 0.08 5.6% 5.58
ATR 1.74 1.77 0.03 1.6% 0.00
Volume 147,561,408 172,122,757 24,561,349 16.6% 1,034,123,075
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 114.15 113.38 110.42
R3 112.64 111.87 110.01
R2 111.13 111.13 109.87
R1 110.36 110.36 109.73 110.75
PP 109.62 109.62 109.62 109.81
S1 108.85 108.85 109.45 109.24
S2 108.11 108.11 109.31
S3 106.60 107.34 109.17
S4 105.09 105.83 108.76
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 126.44 122.95 111.38
R3 120.86 117.37 109.84
R2 115.28 115.28 109.33
R1 111.79 111.79 108.82 110.75
PP 109.70 109.70 109.70 109.17
S1 106.21 106.21 107.80 105.17
S2 104.12 104.12 107.29
S3 98.54 100.63 106.78
S4 92.96 95.05 105.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.69 107.18 3.51 3.2% 1.34 1.2% 69% False False 198,076,802
10 113.18 107.18 6.00 5.5% 1.26 1.2% 40% False False 189,178,543
20 113.18 106.63 6.55 6.0% 1.43 1.3% 45% False False 198,837,622
40 113.18 101.13 12.05 11.0% 1.66 1.5% 70% False False 219,230,645
60 113.20 101.13 12.07 11.0% 1.81 1.6% 70% False False 237,541,655
80 122.12 101.13 20.99 19.2% 2.05 1.9% 40% False False 266,194,149
100 122.12 101.13 20.99 19.2% 1.87 1.7% 40% False False 246,855,246
120 122.12 101.13 20.99 19.2% 1.73 1.6% 40% False False 234,232,656
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116.81
2.618 114.34
1.618 112.83
1.000 111.90
0.618 111.32
HIGH 110.39
0.618 109.81
0.500 109.64
0.382 109.46
LOW 108.88
0.618 107.95
1.000 107.37
1.618 106.44
2.618 104.93
4.250 102.46
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 109.64 109.32
PP 109.62 109.05
S1 109.61 108.79

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.