SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Jun-2015
Day Change Summary
Previous Current
02-Jun-2015 03-Jun-2015 Change Change % Previous Week
Open 211.02 212.00 0.98 0.5% 212.40
High 212.19 212.67 0.48 0.2% 212.98
Low 210.27 211.33 1.06 0.5% 210.20
Close 211.36 211.92 0.56 0.3% 211.14
Range 1.92 1.34 -0.58 -30.2% 2.78
ATR 1.75 1.72 -0.03 -1.7% 0.00
Volume 91,531,000 87,820,891 -3,710,109 -4.1% 417,416,594
Daily Pivots for day following 03-Jun-2015
Classic Woodie Camarilla DeMark
R4 215.99 215.30 212.66
R3 214.65 213.96 212.29
R2 213.31 213.31 212.17
R1 212.62 212.62 212.04 212.30
PP 211.97 211.97 211.97 211.81
S1 211.28 211.28 211.80 210.96
S2 210.63 210.63 211.67
S3 209.29 209.94 211.55
S4 207.95 208.60 211.18
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 219.78 218.24 212.67
R3 217.00 215.46 211.90
R2 214.22 214.22 211.65
R1 212.68 212.68 211.39 212.06
PP 211.44 211.44 211.44 211.13
S1 209.90 209.90 210.89 209.28
S2 208.66 208.66 210.63
S3 205.88 207.12 210.38
S4 203.10 204.34 209.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 212.67 210.27 2.40 1.1% 1.51 0.7% 69% True False 94,516,937
10 213.78 210.20 3.58 1.7% 1.56 0.7% 48% False False 88,916,258
20 213.78 206.76 7.02 3.3% 1.54 0.7% 74% False False 93,877,823
40 213.78 206.76 7.02 3.3% 1.61 0.8% 74% False False 94,552,121
60 213.78 204.12 9.66 4.6% 1.77 0.8% 81% False False 104,744,684
80 213.78 204.12 9.66 4.6% 1.69 0.8% 81% False False 102,602,507
100 213.78 197.86 15.92 7.5% 1.93 0.9% 88% False False 112,641,427
120 213.78 197.86 15.92 7.5% 2.05 1.0% 88% False False 120,149,929
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 218.37
2.618 216.18
1.618 214.84
1.000 214.01
0.618 213.50
HIGH 212.67
0.618 212.16
0.500 212.00
0.382 211.84
LOW 211.33
0.618 210.50
1.000 209.99
1.618 209.16
2.618 207.82
4.250 205.64
Fisher Pivots for day following 03-Jun-2015
Pivot 1 day 3 day
R1 212.00 211.77
PP 211.97 211.62
S1 211.95 211.47

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These figures are updated between 7pm and 10pm EST after a trading day.

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