SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Jun-2020
Day Change Summary
Previous Current
04-Jun-2020 05-Jun-2020 Change Change % Previous Week
Open 311.11 317.23 6.12 2.0% 303.62
High 313.00 321.28 8.28 2.6% 321.28
Low 309.08 317.16 8.08 2.6% 303.06
Close 311.36 319.34 7.98 2.6% 319.34
Range 3.92 4.12 0.20 5.0% 18.22
ATR 5.90 6.19 0.29 4.9% 0.00
Volume 75,794,304 150,524,608 74,730,304 98.6% 449,933,320
Daily Pivots for day following 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 331.60 329.59 321.60
R3 327.49 325.47 320.47
R2 323.37 323.37 320.09
R1 321.36 321.36 319.72 322.37
PP 319.26 319.26 319.26 319.76
S1 317.24 317.24 318.96 318.25
S2 315.14 315.14 318.59
S3 311.03 313.13 318.21
S4 306.91 309.01 317.08
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 369.20 362.49 329.36
R3 350.99 344.27 324.35
R2 332.77 332.77 322.68
R1 326.06 326.06 321.01 329.42
PP 314.56 314.56 314.56 316.24
S1 307.84 307.84 317.67 311.20
S2 296.34 296.34 316.00
S3 278.13 289.63 314.33
S4 259.91 271.41 309.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 321.28 303.06 18.22 5.7% 3.50 1.1% 89% True False 89,986,664
10 321.28 293.22 28.06 8.8% 4.34 1.4% 93% True False 91,769,381
20 321.28 272.99 48.29 15.1% 4.91 1.5% 96% True False 96,360,546
40 321.28 271.41 49.87 15.6% 5.22 1.6% 96% True False 103,398,715
60 321.28 218.26 103.02 32.3% 8.14 2.5% 98% True False 152,265,481
80 339.08 218.26 120.82 37.8% 8.24 2.6% 84% False False 160,134,539
100 339.08 218.26 120.82 37.8% 7.14 2.2% 84% False False 141,624,250
120 339.08 218.26 120.82 37.8% 6.26 2.0% 84% False False 128,146,178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.17
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 338.76
2.618 332.05
1.618 327.93
1.000 325.39
0.618 323.82
HIGH 321.28
0.618 319.70
0.500 319.22
0.382 318.73
LOW 317.16
0.618 314.62
1.000 313.05
1.618 310.50
2.618 306.39
4.250 299.67
Fisher Pivots for day following 05-Jun-2020
Pivot 1 day 3 day
R1 319.30 317.95
PP 319.26 316.57
S1 319.22 315.18

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

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