SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Jul-2020
Day Change Summary
Previous Current
30-Jun-2020 01-Jul-2020 Change Change % Previous Week
Open 303.99 309.57 5.58 1.8% 307.99
High 310.20 311.89 1.69 0.5% 314.50
Low 303.82 309.07 5.25 1.7% 299.42
Close 308.36 310.52 2.16 0.7% 300.05
Range 6.38 2.82 -3.56 -55.8% 15.08
ATR 6.70 6.47 -0.23 -3.4% 0.00
Volume 113,394,704 72,396,496 -40,998,208 -36.2% 493,362,904
Daily Pivots for day following 01-Jul-2020
Classic Woodie Camarilla DeMark
R4 318.95 317.56 312.07
R3 316.13 314.74 311.30
R2 313.31 313.31 311.04
R1 311.92 311.92 310.78 312.62
PP 310.49 310.49 310.49 310.84
S1 309.10 309.10 310.26 309.80
S2 307.67 307.67 310.00
S3 304.85 306.28 309.74
S4 302.03 303.46 308.97
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 349.90 340.05 308.34
R3 334.82 324.97 304.20
R2 319.74 319.74 302.81
R1 309.89 309.89 301.43 307.28
PP 304.66 304.66 304.66 303.35
S1 294.81 294.81 298.67 292.20
S2 289.58 289.58 297.29
S3 274.50 279.73 295.90
S4 259.42 264.65 291.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 311.89 298.93 12.96 4.2% 5.64 1.8% 89% True False 96,598,660
10 314.50 298.93 15.57 5.0% 5.44 1.8% 74% False False 97,530,550
20 323.41 296.74 26.67 8.6% 6.00 1.9% 52% False False 110,423,846
40 323.41 272.99 50.42 16.2% 5.44 1.8% 74% False False 101,456,298
60 323.41 264.89 58.52 18.8% 5.69 1.8% 78% False False 107,888,469
80 323.41 218.26 105.15 33.9% 7.83 2.5% 88% False False 145,636,842
100 339.08 218.26 120.82 38.9% 7.77 2.5% 76% False False 148,898,556
120 339.08 218.26 120.82 38.9% 6.92 2.2% 76% False False 135,374,186
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.92
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 323.88
2.618 319.27
1.618 316.45
1.000 314.71
0.618 313.63
HIGH 311.89
0.618 310.81
0.500 310.48
0.382 310.15
LOW 309.07
0.618 307.33
1.000 306.25
1.618 304.51
2.618 301.69
4.250 297.09
Fisher Pivots for day following 01-Jul-2020
Pivot 1 day 3 day
R1 310.51 308.82
PP 310.49 307.11
S1 310.48 305.41

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

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