SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary
Previous Current
11-Sep-2012 12-Sep-2012 Change Change % Previous Week
Open 143.60 144.39 0.79 0.6% 141.04
High 144.37 144.55 0.18 0.1% 144.39
Low 143.56 143.90 0.34 0.2% 140.13
Close 143.91 144.39 0.48 0.3% 144.33
Range 0.81 0.65 -0.16 -19.8% 4.26
ATR 1.24 1.20 -0.04 -3.4% 0.00
Volume 88,759,898 87,640,891 -1,119,007 -1.3% 486,430,711
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 146.23 145.96 144.75
R3 145.58 145.31 144.57
R2 144.93 144.93 144.51
R1 144.66 144.66 144.45 144.72
PP 144.28 144.28 144.28 144.31
S1 144.01 144.01 144.33 144.07
S2 143.63 143.63 144.27
S3 142.98 143.36 144.21
S4 142.33 142.71 144.03
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 155.73 154.29 146.67
R3 151.47 150.03 145.50
R2 147.21 147.21 145.11
R1 145.77 145.77 144.72 146.49
PP 142.95 142.95 142.95 143.31
S1 141.51 141.51 143.94 142.23
S2 138.69 138.69 143.55
S3 134.43 137.25 143.16
S4 130.17 132.99 141.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.55 141.75 2.80 1.9% 1.00 0.7% 94% True False 105,680,718
10 144.55 140.13 4.42 3.1% 1.01 0.7% 96% True False 106,325,619
20 144.55 140.13 4.42 3.1% 1.00 0.7% 96% True False 100,456,311
40 144.55 133.03 11.52 8.0% 1.18 0.8% 99% True False 115,383,447
60 144.55 130.85 13.70 9.5% 1.32 0.9% 99% True False 124,723,023
80 144.55 127.14 17.41 12.1% 1.48 1.0% 99% True False 138,293,091
100 144.55 127.14 17.41 12.1% 1.48 1.0% 99% True False 145,053,367
120 144.55 127.14 17.41 12.1% 1.47 1.0% 99% True False 145,880,222
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 147.31
2.618 146.25
1.618 145.60
1.000 145.20
0.618 144.95
HIGH 144.55
0.618 144.30
0.500 144.23
0.382 144.15
LOW 143.90
0.618 143.50
1.000 143.25
1.618 142.85
2.618 142.20
4.250 141.14
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 144.34 144.26
PP 144.28 144.13
S1 144.23 144.01

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.