SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 132.55 132.60 0.05 0.0% 129.35
High 133.16 132.96 -0.20 -0.2% 131.87
Low 132.36 132.45 0.09 0.1% 128.32
Close 132.77 132.59 -0.18 -0.1% 131.30
Range 0.80 0.51 -0.29 -36.3% 3.55
ATR 1.64 1.56 -0.08 -4.9% 0.00
Volume 135,670,521 132,558,032 -3,112,489 -2.3% 745,562,635
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 134.20 133.90 132.87
R3 133.69 133.39 132.73
R2 133.18 133.18 132.68
R1 132.88 132.88 132.64 132.78
PP 132.67 132.67 132.67 132.61
S1 132.37 132.37 132.54 132.27
S2 132.16 132.16 132.50
S3 131.65 131.86 132.45
S4 131.14 131.35 132.31
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 141.15 139.77 133.25
R3 137.60 136.22 132.28
R2 134.05 134.05 131.95
R1 132.67 132.67 131.63 133.36
PP 130.50 130.50 130.50 130.84
S1 129.12 129.12 130.97 129.81
S2 126.95 126.95 130.65
S3 123.40 125.57 130.32
S4 119.85 122.02 129.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.16 130.44 2.72 2.1% 0.95 0.7% 79% False False 132,398,597
10 133.16 127.51 5.65 4.3% 1.07 0.8% 90% False False 148,160,182
20 133.63 125.28 8.35 6.3% 1.52 1.1% 88% False False 207,140,555
40 134.69 125.28 9.41 7.1% 1.40 1.1% 78% False False 182,697,278
60 134.69 125.28 9.41 7.1% 1.30 1.0% 78% False False 169,561,593
80 134.69 122.41 12.28 9.3% 1.17 0.9% 83% False False 156,204,361
100 134.69 117.59 17.10 12.9% 1.18 0.9% 88% False False 161,864,865
120 134.69 115.65 19.04 14.4% 1.19 0.9% 89% False False 165,355,005
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 135.13
2.618 134.30
1.618 133.79
1.000 133.47
0.618 133.28
HIGH 132.96
0.618 132.77
0.500 132.71
0.382 132.64
LOW 132.45
0.618 132.13
1.000 131.94
1.618 131.62
2.618 131.11
4.250 130.28
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 132.71 132.33
PP 132.67 132.06
S1 132.63 131.80

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.