SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 112.32 112.73 0.41 0.4% 110.37
High 113.21 113.12 -0.09 -0.1% 111.68
Low 111.98 112.35 0.37 0.3% 109.55
Close 113.08 113.05 -0.03 0.0% 111.48
Range 1.23 0.77 -0.46 -37.4% 2.13
ATR 1.57 1.52 -0.06 -3.6% 0.00
Volume 168,437,000 199,783,257 31,346,257 18.6% 566,433,134
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 115.15 114.87 113.47
R3 114.38 114.10 113.26
R2 113.61 113.61 113.19
R1 113.33 113.33 113.12 113.47
PP 112.84 112.84 112.84 112.91
S1 112.56 112.56 112.98 112.70
S2 112.07 112.07 112.91
S3 111.30 111.79 112.84
S4 110.53 111.02 112.63
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 117.29 116.52 112.65
R3 115.16 114.39 112.07
R2 113.03 113.03 111.87
R1 112.26 112.26 111.68 112.65
PP 110.90 110.90 110.90 111.10
S1 110.13 110.13 111.29 110.52
S2 108.77 108.77 111.09
S3 106.64 108.00 110.90
S4 104.51 105.87 110.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.29 110.87 2.42 2.1% 0.95 0.8% 90% False False 176,657,936
10 113.29 108.49 4.80 4.2% 0.99 0.9% 95% False False 169,003,939
20 113.29 104.29 9.00 8.0% 1.37 1.2% 97% False False 204,306,097
40 113.29 104.29 9.00 8.0% 1.38 1.2% 97% False False 199,527,022
60 113.29 101.13 12.16 10.8% 1.55 1.4% 98% False False 213,314,098
80 113.29 101.13 12.16 10.8% 1.70 1.5% 98% False False 228,151,260
100 121.33 101.13 20.20 17.9% 1.92 1.7% 59% False False 254,208,634
120 122.12 101.13 20.99 18.6% 1.79 1.6% 57% False False 239,571,518
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116.39
2.618 115.14
1.618 114.37
1.000 113.89
0.618 113.60
HIGH 113.12
0.618 112.83
0.500 112.74
0.382 112.64
LOW 112.35
0.618 111.87
1.000 111.58
1.618 111.10
2.618 110.33
4.250 109.08
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 112.95 112.91
PP 112.84 112.77
S1 112.74 112.64

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.