SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Jun-2016
Day Change Summary
Previous Current
22-Jun-2016 23-Jun-2016 Change Change % Previous Week
Open 208.65 209.81 1.16 0.6% 209.36
High 209.50 210.87 1.37 0.7% 210.37
Low 207.93 209.27 1.34 0.6% 205.59
Close 208.10 210.81 2.71 1.3% 206.52
Range 1.57 1.60 0.03 1.9% 4.78
ATR 1.90 1.97 0.06 3.3% 0.00
Volume 95,560,400 102,731,400 7,171,000 7.5% 618,523,088
Daily Pivots for day following 23-Jun-2016
Classic Woodie Camarilla DeMark
R4 215.12 214.56 211.69
R3 213.52 212.96 211.25
R2 211.92 211.92 211.10
R1 211.36 211.36 210.96 211.64
PP 210.32 210.32 210.32 210.46
S1 209.76 209.76 210.66 210.04
S2 208.72 208.72 210.52
S3 207.12 208.16 210.37
S4 205.52 206.56 209.93
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
5 210.87 205.75 5.12 2.4% 1.52 0.7% 99% True False 94,119,640
10 210.87 205.59 5.28 2.5% 1.77 0.8% 99% True False 108,589,509
20 212.52 205.59 6.93 3.3% 1.49 0.7% 75% False False 90,791,169
40 212.52 202.78 9.74 4.6% 1.70 0.8% 82% False False 91,516,351
60 212.52 202.78 9.74 4.6% 1.71 0.8% 82% False False 90,437,204
80 212.52 197.25 15.27 7.2% 1.74 0.8% 89% False False 93,914,424
100 212.52 181.09 31.43 14.9% 1.96 0.9% 95% False False 104,396,209
120 212.52 181.02 31.50 14.9% 2.25 1.1% 95% False False 119,071,900
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 0.67
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 217.67
2.618 215.06
1.618 213.46
1.000 212.47
0.618 211.86
HIGH 210.87
0.618 210.26
0.500 210.07
0.382 209.88
LOW 209.27
0.618 208.28
1.000 207.67
1.618 206.68
2.618 205.08
4.250 202.47
Fisher Pivots for day following 23-Jun-2016
Pivot 1 day 3 day
R1 210.56 210.32
PP 210.32 209.82
S1 210.07 209.33

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

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