SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Jul-2017
Day Change Summary
Previous Current
03-Jul-2017 05-Jul-2017 Change Change % Previous Week
Open 242.88 242.63 -0.25 -0.1% 243.90
High 243.38 243.01 -0.37 -0.2% 244.38
Low 242.21 241.70 -0.51 -0.2% 239.96
Close 242.21 242.77 0.56 0.2% 241.80
Range 1.17 1.31 0.14 12.0% 4.42
ATR 1.66 1.64 -0.03 -1.5% 0.00
Volume 39,153,800 54,427,600 15,273,800 39.0% 402,760,896
Daily Pivots for day following 05-Jul-2017
Classic Woodie Camarilla DeMark
R4 246.42 245.91 243.49
R3 245.11 244.60 243.13
R2 243.80 243.80 243.01
R1 243.29 243.29 242.89 243.55
PP 242.49 242.49 242.49 242.62
S1 241.98 241.98 242.65 242.24
S2 241.18 241.18 242.53
S3 239.87 240.67 242.41
S4 238.56 239.36 242.05
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 1.5% 1.77 0.7% 75% False False 71,478,859
10 244.38 239.96 4.42 1.8% 1.54 0.6% 64% False False 66,345,459
20 245.01 239.96 5.05 2.1% 1.48 0.6% 56% False False 70,681,550
40 245.01 235.43 9.58 3.9% 1.33 0.5% 77% False False 69,797,184
60 245.01 232.51 12.50 5.1% 1.34 0.6% 82% False False 71,939,739
80 245.01 231.61 13.40 5.5% 1.42 0.6% 83% False False 74,493,220
100 245.01 230.62 14.39 5.9% 1.39 0.6% 84% False False 75,347,302
120 245.01 224.96 20.05 8.3% 1.36 0.6% 89% False False 74,785,897
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 0.34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 248.58
2.618 246.44
1.618 245.13
1.000 244.32
0.618 243.82
HIGH 243.01
0.618 242.51
0.500 242.36
0.382 242.20
LOW 241.70
0.618 240.89
1.000 240.39
1.618 239.58
2.618 238.27
4.250 236.13
Fisher Pivots for day following 05-Jul-2017
Pivot 1 day 3 day
R1 242.63 242.67
PP 242.49 242.57
S1 242.36 242.48

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

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