SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Jul-2017
Day Change Summary
Previous Current
30-Jun-2017 03-Jul-2017 Change Change % Previous Week
Open 242.28 242.88 0.60 0.2% 243.90
High 242.71 243.38 0.67 0.3% 244.38
Low 241.57 242.21 0.64 0.3% 239.96
Close 241.80 242.21 0.41 0.2% 241.80
Range 1.14 1.17 0.03 2.6% 4.42
ATR 1.67 1.66 -0.01 -0.4% 0.00
Volume 86,820,600 39,153,800 -47,666,800 -54.9% 402,760,896
Daily Pivots for day following 03-Jul-2017
Classic Woodie Camarilla DeMark
R4 246.11 245.33 242.85
R3 244.94 244.16 242.53
R2 243.77 243.77 242.42
R1 242.99 242.99 242.32 242.80
PP 242.60 242.60 242.60 242.50
S1 241.82 241.82 242.10 241.63
S2 241.43 241.43 242.00
S3 240.26 240.65 241.89
S4 239.09 239.48 241.57
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 255.31 252.97 244.23
R3 250.89 248.55 243.02
R2 246.47 246.47 242.61
R1 244.13 244.13 242.21 243.09
PP 242.05 242.05 242.05 241.53
S1 239.71 239.71 241.39 238.67
S2 237.63 237.63 240.99
S3 233.21 235.29 240.58
S4 228.79 230.87 239.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 243.72 239.96 3.76 1.6% 1.92 0.8% 60% False False 77,042,859
10 244.38 239.96 4.42 1.8% 1.53 0.6% 51% False False 66,593,329
20 245.01 239.96 5.05 2.1% 1.46 0.6% 45% False False 70,478,940
40 245.01 235.43 9.58 4.0% 1.31 0.5% 71% False False 69,646,137
60 245.01 232.51 12.50 5.2% 1.34 0.6% 78% False False 72,272,106
80 245.01 231.61 13.40 5.5% 1.43 0.6% 79% False False 74,837,770
100 245.01 229.52 15.49 6.4% 1.39 0.6% 82% False False 75,462,578
120 245.01 224.96 20.05 8.3% 1.36 0.6% 86% False False 74,954,417
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 248.35
2.618 246.44
1.618 245.27
1.000 244.55
0.618 244.10
HIGH 243.38
0.618 242.93
0.500 242.80
0.382 242.66
LOW 242.21
0.618 241.49
1.000 241.04
1.618 240.32
2.618 239.15
4.250 237.24
Fisher Pivots for day following 03-Jul-2017
Pivot 1 day 3 day
R1 242.80 242.09
PP 242.60 241.96
S1 242.41 241.84

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

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