SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Jun-2017
Day Change Summary
Previous Current
14-Jun-2017 15-Jun-2017 Change Change % Previous Week
Open 244.86 242.68 -2.18 -0.9% 243.97
High 244.87 243.91 -0.96 -0.4% 245.01
Low 243.29 242.36 -0.93 -0.4% 241.95
Close 244.24 243.77 -0.47 -0.2% 243.41
Range 1.58 1.55 -0.03 -1.9% 3.06
ATR 1.38 1.42 0.04 2.6% 0.00
Volume 78,602,304 66,464,800 -12,137,504 -15.4% 347,425,404
Daily Pivots for day following 15-Jun-2017
Classic Woodie Camarilla DeMark
R4 248.00 247.43 244.62
R3 246.45 245.88 244.20
R2 244.90 244.90 244.05
R1 244.33 244.33 243.91 244.62
PP 243.35 243.35 243.35 243.49
S1 242.78 242.78 243.63 243.07
S2 241.80 241.80 243.49
S3 240.25 241.23 243.34
S4 238.70 239.68 242.92
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 252.64 251.08 245.09
R3 249.58 248.02 244.25
R2 246.52 246.52 243.97
R1 244.96 244.96 243.69 244.21
PP 243.46 243.46 243.46 243.08
S1 241.90 241.90 243.13 241.15
S2 240.40 240.40 242.85
S3 237.34 238.84 242.57
S4 234.28 235.78 241.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 245.01 241.95 3.06 1.3% 1.65 0.7% 59% False False 84,699,680
10 245.01 241.95 3.06 1.3% 1.32 0.5% 59% False False 72,733,360
20 245.01 235.43 9.58 3.9% 1.25 0.5% 87% False False 70,729,354
40 245.01 233.78 11.23 4.6% 1.25 0.5% 89% False False 72,390,264
60 245.01 231.61 13.40 5.5% 1.40 0.6% 91% False False 75,408,478
80 245.01 231.61 13.40 5.5% 1.38 0.6% 91% False False 76,684,094
100 245.01 226.27 18.74 7.7% 1.36 0.6% 93% False False 75,825,660
120 245.01 222.73 22.28 9.1% 1.35 0.6% 94% False False 74,725,498
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 250.50
2.618 247.97
1.618 246.42
1.000 245.46
0.618 244.87
HIGH 243.91
0.618 243.32
0.500 243.14
0.382 242.95
LOW 242.36
0.618 241.40
1.000 240.81
1.618 239.85
2.618 238.30
4.250 235.77
Fisher Pivots for day following 15-Jun-2017
Pivot 1 day 3 day
R1 243.56 243.72
PP 243.35 243.67
S1 243.14 243.62

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

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