SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Jul-2016
Day Change Summary
Previous Current
05-Jul-2016 06-Jul-2016 Change Change % Previous Week
Open 208.95 207.83 -1.12 -0.5% 201.59
High 209.08 209.80 0.72 0.3% 210.49
Low 207.71 207.06 -0.65 -0.3% 198.65
Close 208.41 209.66 1.25 0.6% 209.92
Range 1.37 2.74 1.37 100.0% 11.84
ATR 2.59 2.60 0.01 0.4% 0.00
Volume 109,803,600 96,021,400 -13,782,200 -12.6% 816,776,704
Daily Pivots for day following 06-Jul-2016
Classic Woodie Camarilla DeMark
R4 217.06 216.10 211.17
R3 214.32 213.36 210.41
R2 211.58 211.58 210.16
R1 210.62 210.62 209.91 211.10
PP 208.84 208.84 208.84 209.08
S1 207.88 207.88 209.41 208.36
S2 206.10 206.10 209.16
S3 203.36 205.14 208.91
S4 200.62 202.40 208.15
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 241.87 237.74 216.43
R3 230.03 225.90 213.18
R2 218.19 218.19 212.09
R1 214.06 214.06 211.01 216.13
PP 206.35 206.35 206.35 207.39
S1 202.22 202.22 208.83 204.29
S2 194.51 194.51 207.75
S3 182.67 190.38 206.66
S4 170.83 178.54 203.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 210.49 204.72 5.77 2.8% 2.10 1.0% 86% False False 122,846,180
10 210.87 198.65 12.22 5.8% 2.69 1.3% 90% False False 155,433,731
20 212.52 198.65 13.87 6.6% 2.16 1.0% 79% False False 129,094,915
40 212.52 198.65 13.87 6.6% 1.94 0.9% 79% False False 107,122,417
60 212.52 198.65 13.87 6.6% 1.82 0.9% 79% False False 100,426,909
80 212.52 198.65 13.87 6.6% 1.82 0.9% 79% False False 99,106,508
100 212.52 183.96 28.56 13.6% 1.92 0.9% 90% False False 103,444,150
120 212.52 181.02 31.50 15.0% 2.21 1.1% 91% False False 117,955,569
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 221.45
2.618 216.97
1.618 214.23
1.000 212.54
0.618 211.49
HIGH 209.80
0.618 208.75
0.500 208.43
0.382 208.11
LOW 207.06
0.618 205.37
1.000 204.32
1.618 202.63
2.618 199.89
4.250 195.42
Fisher Pivots for day following 06-Jul-2016
Pivot 1 day 3 day
R1 209.25 209.37
PP 208.84 209.07
S1 208.43 208.78

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

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