SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Jun-2016
Day Change Summary
Previous Current
31-May-2016 01-Jun-2016 Change Change % Previous Week
Open 210.56 209.12 -1.44 -0.7% 205.51
High 210.69 210.48 -0.21 -0.1% 210.25
Low 209.18 208.89 -0.29 -0.1% 204.99
Close 209.84 210.27 0.43 0.2% 210.24
Range 1.51 1.59 0.08 5.3% 5.26
ATR 1.87 1.85 -0.02 -1.1% 0.00
Volume 109,879,296 69,936,200 -39,943,096 -36.4% 350,933,796
Daily Pivots for day following 01-Jun-2016
Classic Woodie Camarilla DeMark
R4 214.65 214.05 211.14
R3 213.06 212.46 210.71
R2 211.47 211.47 210.56
R1 210.87 210.87 210.42 211.17
PP 209.88 209.88 209.88 210.03
S1 209.28 209.28 210.12 209.58
S2 208.29 208.29 209.98
S3 206.70 207.69 209.83
S4 205.11 206.10 209.40
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 224.27 222.52 213.13
R3 219.01 217.26 211.69
R2 213.75 213.75 211.20
R1 212.00 212.00 210.72 212.88
PP 208.49 208.49 208.49 208.93
S1 206.74 206.74 209.76 207.62
S2 203.23 203.23 209.28
S3 197.97 201.48 208.79
S4 192.71 196.22 207.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 210.69 207.87 2.82 1.3% 1.30 0.6% 85% False False 75,705,819
10 210.69 202.78 7.91 3.8% 1.51 0.7% 95% False False 87,466,338
20 210.69 202.78 7.91 3.8% 1.73 0.8% 95% False False 86,794,389
40 210.92 202.78 8.14 3.9% 1.74 0.8% 92% False False 88,438,741
60 210.92 197.38 13.54 6.4% 1.78 0.8% 95% False False 92,825,637
80 210.92 181.09 29.83 14.2% 1.96 0.9% 98% False False 102,689,563
100 210.92 181.02 29.90 14.2% 2.34 1.1% 98% False False 120,733,641
120 210.92 181.02 29.90 14.2% 2.36 1.1% 98% False False 124,384,655
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 217.24
2.618 214.64
1.618 213.05
1.000 212.07
0.618 211.46
HIGH 210.48
0.618 209.87
0.500 209.69
0.382 209.50
LOW 208.89
0.618 207.91
1.000 207.30
1.618 206.32
2.618 204.73
4.250 202.13
Fisher Pivots for day following 01-Jun-2016
Pivot 1 day 3 day
R1 210.08 210.11
PP 209.88 209.95
S1 209.69 209.79

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

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