SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Jun-2017
Day Change Summary
Previous Current
23-Jun-2017 26-Jun-2017 Change Change % Previous Week
Open 242.91 243.90 0.99 0.4% 243.59
High 243.51 244.38 0.87 0.4% 244.73
Low 242.47 243.04 0.57 0.2% 242.41
Close 243.13 243.29 0.16 0.1% 243.13
Range 1.04 1.34 0.30 28.8% 2.32
ATR 1.43 1.42 -0.01 -0.4% 0.00
Volume 66,986,800 56,700,400 -10,286,400 -15.4% 289,142,400
Daily Pivots for day following 26-Jun-2017
Classic Woodie Camarilla DeMark
R4 247.59 246.78 244.03
R3 246.25 245.44 243.66
R2 244.91 244.91 243.54
R1 244.10 244.10 243.41 243.84
PP 243.57 243.57 243.57 243.44
S1 242.76 242.76 243.17 242.50
S2 242.23 242.23 243.04
S3 240.89 241.42 242.92
S4 239.55 240.08 242.55
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 250.38 249.08 244.41
R3 248.06 246.76 243.77
R2 245.74 245.74 243.56
R1 244.44 244.44 243.34 243.93
PP 243.42 243.42 243.42 243.17
S1 242.12 242.12 242.92 241.61
S2 241.10 241.10 242.70
S3 238.78 239.80 242.49
S4 236.46 237.48 241.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 244.38 242.41 1.97 0.8% 1.14 0.5% 45% True False 56,143,800
10 244.87 241.63 3.24 1.3% 1.23 0.5% 51% False False 63,552,980
20 245.01 240.64 4.37 1.8% 1.25 0.5% 61% False False 67,684,460
40 245.01 235.43 9.58 3.9% 1.20 0.5% 82% False False 68,037,274
60 245.01 232.51 12.50 5.1% 1.32 0.5% 86% False False 72,413,231
80 245.01 231.61 13.40 5.5% 1.38 0.6% 87% False False 74,664,118
100 245.01 226.82 18.19 7.5% 1.35 0.6% 91% False False 74,785,515
120 245.01 224.96 20.05 8.2% 1.34 0.5% 91% False False 74,572,588
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 250.08
2.618 247.89
1.618 246.55
1.000 245.72
0.618 245.21
HIGH 244.38
0.618 243.87
0.500 243.71
0.382 243.55
LOW 243.04
0.618 242.21
1.000 241.70
1.618 240.87
2.618 239.53
4.250 237.35
Fisher Pivots for day following 26-Jun-2017
Pivot 1 day 3 day
R1 243.71 243.43
PP 243.57 243.38
S1 243.43 243.34

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

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