SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Jun-2017
Day Change Summary
Previous Current
26-Jun-2017 27-Jun-2017 Change Change % Previous Week
Open 243.90 243.04 -0.86 -0.4% 243.59
High 244.38 243.38 -1.00 -0.4% 244.73
Low 243.04 241.31 -1.73 -0.7% 242.41
Close 243.29 241.33 -1.96 -0.8% 243.13
Range 1.34 2.07 0.73 54.5% 2.32
ATR 1.42 1.47 0.05 3.3% 0.00
Volume 56,700,400 82,247,600 25,547,200 45.1% 289,142,400
Daily Pivots for day following 27-Jun-2017
Classic Woodie Camarilla DeMark
R4 248.22 246.84 242.47
R3 246.15 244.77 241.90
R2 244.08 244.08 241.71
R1 242.70 242.70 241.52 242.36
PP 242.01 242.01 242.01 241.83
S1 240.63 240.63 241.14 240.29
S2 239.94 239.94 240.95
S3 237.87 238.56 240.76
S4 235.80 236.49 240.19
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
5 244.38 241.31 3.07 1.3% 1.30 0.5% 1% False True 61,212,060
10 244.87 241.31 3.56 1.5% 1.34 0.6% 1% False True 65,771,050
20 245.01 240.64 4.37 1.8% 1.32 0.5% 16% False False 70,036,750
40 245.01 235.43 9.58 4.0% 1.22 0.5% 62% False False 68,421,402
60 245.01 232.51 12.50 5.2% 1.34 0.6% 71% False False 72,555,141
80 245.01 231.61 13.40 5.6% 1.39 0.6% 73% False False 74,667,534
100 245.01 228.31 16.70 6.9% 1.35 0.6% 78% False False 74,911,416
120 245.01 224.96 20.05 8.3% 1.34 0.6% 82% False False 74,601,781
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 12 trading days
Fibonacci Retracements and Extensions
4.250 252.18
2.618 248.80
1.618 246.73
1.000 245.45
0.618 244.66
HIGH 243.38
0.618 242.59
0.500 242.35
0.382 242.10
LOW 241.31
0.618 240.03
1.000 239.24
1.618 237.96
2.618 235.89
4.250 232.51
Fisher Pivots for day following 27-Jun-2017
Pivot 1 day 3 day
R1 242.35 242.85
PP 242.01 242.34
S1 241.67 241.84

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

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