SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Jun-2016
Day Change Summary
Previous Current
20-Jun-2016 21-Jun-2016 Change Change % Previous Week
Open 208.82 208.30 -0.52 -0.2% 209.36
High 209.61 208.92 -0.69 -0.3% 210.37
Low 207.75 207.78 0.03 0.0% 205.59
Close 207.85 208.44 0.59 0.3% 206.52
Range 1.86 1.14 -0.72 -38.7% 4.78
ATR 1.99 1.93 -0.06 -3.0% 0.00
Volume 82,789,504 72,461,600 -10,327,904 -12.5% 618,523,088
Daily Pivots for day following 21-Jun-2016
Classic Woodie Camarilla DeMark
R4 211.80 211.26 209.07
R3 210.66 210.12 208.75
R2 209.52 209.52 208.65
R1 208.98 208.98 208.54 209.25
PP 208.38 208.38 208.38 208.52
S1 207.84 207.84 208.34 208.11
S2 207.24 207.24 208.23
S3 206.10 206.70 208.13
S4 204.96 205.56 207.81
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 221.83 218.96 209.15
R3 217.05 214.18 207.83
R2 212.27 212.27 207.40
R1 209.40 209.40 206.96 208.45
PP 207.49 207.49 207.49 207.02
S1 204.62 204.62 206.08 203.67
S2 202.71 202.71 205.64
S3 197.93 199.84 205.21
S4 193.15 195.06 203.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 209.61 205.59 4.02 1.9% 1.85 0.9% 71% False False 106,192,777
10 212.52 205.59 6.93 3.3% 1.64 0.8% 41% False False 102,756,099
20 212.52 205.59 6.93 3.3% 1.53 0.7% 41% False False 89,514,554
40 212.52 202.78 9.74 4.7% 1.69 0.8% 58% False False 90,388,894
60 212.52 202.40 10.12 4.9% 1.72 0.8% 60% False False 90,120,475
80 212.52 193.33 19.19 9.2% 1.79 0.9% 79% False False 94,782,247
100 212.52 181.09 31.43 15.1% 2.00 1.0% 87% False False 105,879,166
120 212.52 181.02 31.50 15.1% 2.25 1.1% 87% False False 118,904,430
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 213.77
2.618 211.90
1.618 210.76
1.000 210.06
0.618 209.62
HIGH 208.92
0.618 208.48
0.500 208.35
0.382 208.22
LOW 207.78
0.618 207.08
1.000 206.64
1.618 205.94
2.618 204.80
4.250 202.94
Fisher Pivots for day following 21-Jun-2016
Pivot 1 day 3 day
R1 208.41 208.19
PP 208.38 207.93
S1 208.35 207.68

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

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