SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Jun-2017
Day Change Summary
Previous Current
01-Jun-2017 02-Jun-2017 Change Change % Previous Week
Open 241.97 243.42 1.45 0.6% 241.34
High 243.38 244.35 0.97 0.4% 244.35
Low 241.64 243.08 1.44 0.6% 240.64
Close 243.36 244.17 0.81 0.3% 244.17
Range 1.74 1.27 -0.47 -27.0% 3.71
ATR 1.40 1.39 -0.01 -0.7% 0.00
Volume 68,962,000 88,666,096 19,704,096 28.6% 284,625,896
Daily Pivots for day following 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 247.68 247.19 244.87
R3 246.41 245.92 244.52
R2 245.14 245.14 244.40
R1 244.65 244.65 244.29 244.90
PP 243.87 243.87 243.87 243.99
S1 243.38 243.38 244.05 243.63
S2 242.60 242.60 243.94
S3 241.33 242.11 243.82
S4 240.06 240.84 243.47
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 254.18 252.89 246.21
R3 250.47 249.18 245.19
R2 246.76 246.76 244.85
R1 245.47 245.47 244.51 246.12
PP 243.05 243.05 243.05 243.38
S1 241.76 241.76 243.83 242.41
S2 239.34 239.34 243.49
S3 235.63 238.05 243.15
S4 231.92 234.34 242.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 244.35 240.64 3.71 1.5% 1.07 0.4% 95% True False 66,251,159
10 244.35 237.27 7.08 2.9% 1.07 0.4% 97% True False 66,887,199
20 244.35 235.43 8.92 3.7% 1.19 0.5% 98% True False 69,678,454
40 244.35 232.51 11.84 4.8% 1.31 0.5% 98% True False 73,779,611
60 244.35 231.61 12.74 5.2% 1.43 0.6% 99% True False 77,057,132
80 244.35 228.31 16.04 6.6% 1.38 0.6% 99% True False 76,794,331
100 244.35 224.96 19.39 7.9% 1.35 0.6% 99% True False 76,040,243
120 244.35 222.73 21.62 8.9% 1.35 0.6% 99% True False 77,507,289
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 249.75
2.618 247.67
1.618 246.40
1.000 245.62
0.618 245.13
HIGH 244.35
0.618 243.86
0.500 243.72
0.382 243.57
LOW 243.08
0.618 242.30
1.000 241.81
1.618 241.03
2.618 239.76
4.250 237.68
Fisher Pivots for day following 02-Jun-2017
Pivot 1 day 3 day
R1 244.02 243.61
PP 243.87 243.05
S1 243.72 242.50

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

View Archives - Comment on this page... - Back to Index of Symbols