SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Jun-2017
Day Change Summary
Previous Current
20-Jun-2017 21-Jun-2017 Change Change % Previous Week
Open 244.25 243.42 -0.83 -0.3% 243.13
High 244.26 243.59 -0.67 -0.3% 244.87
Low 242.99 242.41 -0.58 -0.2% 241.63
Close 243.01 242.95 -0.06 0.0% 242.64
Range 1.27 1.18 -0.09 -7.1% 3.24
ATR 1.52 1.50 -0.02 -1.6% 0.00
Volume 56,906,300 55,977,500 -928,800 -1.6% 375,795,100
Daily Pivots for day following 21-Jun-2017
Classic Woodie Camarilla DeMark
R4 246.52 245.92 243.60
R3 245.34 244.74 243.27
R2 244.16 244.16 243.17
R1 243.56 243.56 243.06 243.27
PP 242.98 242.98 242.98 242.84
S1 242.38 242.38 242.84 242.09
S2 241.80 241.80 242.73
S3 240.62 241.20 242.63
S4 239.44 240.02 242.30
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 252.77 250.94 244.42
R3 249.53 247.70 243.53
R2 246.29 246.29 243.23
R1 244.46 244.46 242.94 243.76
PP 243.05 243.05 243.05 242.69
S1 241.22 241.22 242.34 240.52
S2 239.81 239.81 242.05
S3 236.57 237.98 241.75
S4 233.33 234.74 240.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 244.73 241.63 3.10 1.3% 1.29 0.5% 43% False False 65,805,080
10 245.01 241.63 3.38 1.4% 1.43 0.6% 39% False False 75,200,960
20 245.01 239.93 5.08 2.1% 1.20 0.5% 59% False False 67,286,830
40 245.01 235.43 9.58 3.9% 1.19 0.5% 78% False False 68,982,532
60 245.01 232.51 12.50 5.1% 1.35 0.6% 84% False False 73,152,178
80 245.01 231.61 13.40 5.5% 1.39 0.6% 85% False False 76,520,752
100 245.01 226.32 18.69 7.7% 1.36 0.6% 89% False False 75,454,519
120 245.01 222.73 22.28 9.2% 1.35 0.6% 91% False False 75,249,468
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.29
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 248.61
2.618 246.68
1.618 245.50
1.000 244.77
0.618 244.32
HIGH 243.59
0.618 243.14
0.500 243.00
0.382 242.86
LOW 242.41
0.618 241.68
1.000 241.23
1.618 240.50
2.618 239.32
4.250 237.40
Fisher Pivots for day following 21-Jun-2017
Pivot 1 day 3 day
R1 243.00 243.57
PP 242.98 243.36
S1 242.97 243.16

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

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