SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Jun-2016
Day Change Summary
Previous Current
14-Jun-2016 15-Jun-2016 Change Change % Previous Week
Open 208.00 208.54 0.54 0.3% 210.70
High 208.74 209.36 0.62 0.3% 212.52
Low 206.92 207.53 0.61 0.3% 209.43
Close 208.04 207.75 -0.29 -0.1% 210.07
Range 1.82 1.83 0.01 0.5% 3.09
ATR 1.76 1.76 0.01 0.3% 0.00
Volume 125,059,200 109,124,496 -15,934,704 -12.7% 379,648,304
Daily Pivots for day following 15-Jun-2016
Classic Woodie Camarilla DeMark
R4 213.70 212.56 208.76
R3 211.87 210.73 208.25
R2 210.04 210.04 208.09
R1 208.90 208.90 207.92 208.56
PP 208.21 208.21 208.21 208.04
S1 207.07 207.07 207.58 206.73
S2 206.38 206.38 207.41
S3 204.55 205.24 207.25
S4 202.72 203.41 206.74
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 219.94 218.10 211.77
R3 216.85 215.01 210.92
R2 213.76 213.76 210.64
R1 211.92 211.92 210.35 211.30
PP 210.67 210.67 210.67 210.36
S1 208.83 208.83 209.79 208.21
S2 207.58 207.58 209.50
S3 204.49 205.74 209.22
S4 201.40 202.65 208.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 212.22 206.92 5.30 2.6% 1.63 0.8% 16% False False 107,910,140
10 212.52 206.92 5.60 2.7% 1.46 0.7% 15% False False 89,638,490
20 212.52 202.78 9.74 4.7% 1.49 0.7% 51% False False 88,552,414
40 212.52 202.78 9.74 4.7% 1.65 0.8% 51% False False 88,148,239
60 212.52 201.74 10.78 5.2% 1.69 0.8% 56% False False 88,511,372
80 212.52 189.32 23.20 11.2% 1.83 0.9% 79% False False 95,794,620
100 212.52 181.09 31.43 15.1% 2.05 1.0% 85% False False 107,669,659
120 212.52 181.02 31.50 15.2% 2.23 1.1% 85% False False 118,039,685
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 217.14
2.618 214.15
1.618 212.32
1.000 211.19
0.618 210.49
HIGH 209.36
0.618 208.66
0.500 208.45
0.382 208.23
LOW 207.53
0.618 206.40
1.000 205.70
1.618 204.57
2.618 202.74
4.250 199.75
Fisher Pivots for day following 15-Jun-2016
Pivot 1 day 3 day
R1 208.45 208.65
PP 208.21 208.35
S1 207.98 208.05

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

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