SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Jun-2020
Day Change Summary
Previous Current
11-Jun-2020 12-Jun-2020 Change Change % Previous Week
Open 311.46 308.24 -3.22 -1.0% 320.30
High 312.15 309.08 -3.07 -1.0% 323.41
Low 300.01 298.60 -1.41 -0.5% 298.60
Close 300.61 304.21 3.60 1.2% 304.21
Range 12.14 10.48 -1.66 -13.7% 24.81
ATR 6.71 6.98 0.27 4.0% 0.00
Volume 209,243,504 194,678,800 -14,564,704 -7.0% 650,043,408
Daily Pivots for day following 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 335.40 330.29 309.97
R3 324.92 319.81 307.09
R2 314.44 314.44 306.13
R1 309.33 309.33 305.17 306.65
PP 303.96 303.96 303.96 302.62
S1 298.85 298.85 303.25 296.17
S2 293.48 293.48 302.29
S3 283.00 288.37 301.33
S4 272.52 277.89 298.45
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 383.17 368.50 317.86
R3 358.36 343.69 311.03
R2 333.55 333.55 308.76
R1 318.88 318.88 306.48 313.81
PP 308.74 308.74 308.74 306.21
S1 294.07 294.07 301.94 289.00
S2 283.93 283.93 299.66
S3 259.12 269.26 297.39
S4 234.31 244.45 290.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 323.41 298.60 24.81 8.2% 6.90 2.3% 23% False True 130,008,681
10 323.41 298.60 24.81 8.2% 5.20 1.7% 23% False True 109,997,672
20 323.41 281.34 42.07 13.8% 4.87 1.6% 54% False False 102,927,421
40 323.41 272.02 51.39 16.9% 5.23 1.7% 63% False False 102,328,843
60 323.41 218.26 105.15 34.6% 7.03 2.3% 82% False False 136,287,968
80 338.64 218.26 120.38 39.6% 8.56 2.8% 71% False False 164,894,659
100 339.08 218.26 120.82 39.7% 7.41 2.4% 71% False False 144,497,369
120 339.08 218.26 120.82 39.7% 6.48 2.1% 71% False False 130,570,686
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.84
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 353.62
2.618 336.52
1.618 326.04
1.000 319.56
0.618 315.56
HIGH 309.08
0.618 305.08
0.500 303.84
0.382 302.60
LOW 298.60
0.618 292.12
1.000 288.12
1.618 281.64
2.618 271.16
4.250 254.06
Fisher Pivots for day following 12-Jun-2020
Pivot 1 day 3 day
R1 304.09 310.50
PP 303.96 308.40
S1 303.84 306.31

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

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