SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 114.36 117.17 2.81 2.5% 112.49
High 116.66 117.24 0.58 0.5% 117.24
Low 113.51 115.06 1.55 1.4% 107.43
Close 116.49 115.71 -0.78 -0.7% 115.71
Range 3.15 2.18 -0.97 -30.8% 9.81
ATR 3.37 3.29 -0.09 -2.5% 0.00
Volume 257,678,156 312,599,438 54,921,282 21.3% 1,677,755,407
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 122.54 121.31 116.91
R3 120.36 119.13 116.31
R2 118.18 118.18 116.11
R1 116.95 116.95 115.91 116.48
PP 116.00 116.00 116.00 115.77
S1 114.77 114.77 115.51 114.30
S2 113.82 113.82 115.31
S3 111.64 112.59 115.11
S4 109.46 110.41 114.51
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 142.89 139.11 121.11
R3 133.08 129.30 118.41
R2 123.27 123.27 117.51
R1 119.49 119.49 116.61 121.38
PP 113.46 113.46 113.46 114.41
S1 109.68 109.68 114.81 111.57
S2 103.65 103.65 113.91
S3 93.84 99.87 113.01
S4 84.03 90.06 110.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.24 107.43 9.81 8.5% 3.55 3.1% 84% True False 335,551,081
10 119.56 107.43 12.13 10.5% 3.35 2.9% 68% False False 312,263,536
20 121.99 107.43 14.56 12.6% 2.97 2.6% 57% False False 311,361,168
40 123.51 107.43 16.08 13.9% 3.01 2.6% 51% False False 302,320,464
60 134.82 107.43 27.39 23.7% 3.05 2.6% 30% False False 311,987,668
80 135.70 107.43 28.27 24.4% 2.68 2.3% 29% False False 283,760,291
100 135.70 107.43 28.27 24.4% 2.43 2.1% 29% False False 262,332,578
120 137.18 107.43 29.75 25.7% 2.24 1.9% 28% False False 243,328,766
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 True
Stretch 0.93
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 126.51
2.618 122.95
1.618 120.77
1.000 119.42
0.618 118.59
HIGH 117.24
0.618 116.41
0.500 116.15
0.382 115.89
LOW 115.06
0.618 113.71
1.000 112.88
1.618 111.53
2.618 109.35
4.250 105.80
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 116.15 115.28
PP 116.00 114.84
S1 115.86 114.41

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.