SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Jun-2020
Day Change Summary
Previous Current
02-Jun-2020 03-Jun-2020 Change Change % Previous Week
Open 306.55 310.24 3.69 1.2% 301.93
High 308.13 313.22 5.09 1.7% 306.84
Low 305.10 309.94 4.84 1.6% 295.46
Close 308.08 312.18 4.10 1.3% 304.32
Range 3.03 3.28 0.25 8.3% 11.38
ATR 6.13 6.06 -0.07 -1.2% 0.00
Volume 74,267,104 92,567,504 18,300,400 24.6% 403,802,296
Daily Pivots for day following 03-Jun-2020
Classic Woodie Camarilla DeMark
R4 321.62 320.18 313.98
R3 318.34 316.90 313.08
R2 315.06 315.06 312.78
R1 313.62 313.62 312.48 314.34
PP 311.78 311.78 311.78 312.14
S1 310.34 310.34 311.88 311.06
S2 308.50 308.50 311.58
S3 305.22 307.06 311.28
S4 301.94 303.78 310.38
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 336.33 331.70 310.58
R3 324.96 320.33 307.45
R2 313.58 313.58 306.41
R1 308.95 308.95 305.36 311.27
PP 302.21 302.21 302.21 303.37
S1 297.58 297.58 303.28 299.89
S2 290.83 290.83 302.23
S3 279.46 286.20 301.19
S4 268.08 274.83 298.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 313.22 299.47 13.75 4.4% 3.91 1.3% 92% True False 86,729,580
10 313.22 293.22 20.00 6.4% 4.17 1.3% 95% True False 85,553,040
20 313.22 272.99 40.23 12.9% 4.88 1.6% 97% True False 92,488,750
40 313.22 264.89 48.33 15.5% 5.54 1.8% 98% True False 106,620,780
60 313.22 218.26 94.96 30.4% 8.44 2.7% 99% True False 157,374,507
80 339.08 218.26 120.82 38.7% 8.22 2.6% 78% False False 158,517,233
100 339.08 218.26 120.82 38.7% 7.10 2.3% 78% False False 140,364,254
120 339.08 218.26 120.82 38.7% 6.24 2.0% 78% False False 127,511,081
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 1.09
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 327.16
2.618 321.81
1.618 318.53
1.000 316.50
0.618 315.25
HIGH 313.22
0.618 311.97
0.500 311.58
0.382 311.19
LOW 309.94
0.618 307.91
1.000 306.66
1.618 304.63
2.618 301.35
4.250 296.00
Fisher Pivots for day following 03-Jun-2020
Pivot 1 day 3 day
R1 311.98 310.83
PP 311.78 309.49
S1 311.58 308.14

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

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