SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Jul-2020
Day Change Summary
Previous Current
01-Jul-2020 02-Jul-2020 Change Change % Previous Week
Open 309.57 314.24 4.67 1.5% 307.99
High 311.89 315.70 3.81 1.2% 314.50
Low 309.07 311.51 2.44 0.8% 299.42
Close 310.52 312.23 1.71 0.6% 300.05
Range 2.82 4.19 1.37 48.6% 15.08
ATR 6.47 6.38 -0.09 -1.4% 0.00
Volume 72,396,496 69,344,200 -3,052,296 -4.2% 493,362,904
Daily Pivots for day following 02-Jul-2020
Classic Woodie Camarilla DeMark
R4 325.72 323.16 314.53
R3 321.53 318.97 313.38
R2 317.34 317.34 313.00
R1 314.78 314.78 312.61 313.97
PP 313.15 313.15 313.15 312.74
S1 310.59 310.59 311.85 309.78
S2 308.96 308.96 311.46
S3 304.77 306.40 311.08
S4 300.58 302.21 309.93
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
5 315.70 298.93 16.77 5.4% 5.21 1.7% 79% True False 92,573,920
10 315.70 298.93 16.77 5.4% 5.58 1.8% 79% True False 96,382,110
20 323.41 296.74 26.67 8.5% 6.01 1.9% 58% False False 110,101,341
40 323.41 272.99 50.42 16.1% 5.43 1.7% 78% False False 101,349,088
60 323.41 265.25 58.16 18.6% 5.59 1.8% 81% False False 105,687,087
80 323.41 218.26 105.15 33.7% 7.69 2.5% 89% False False 143,048,095
100 339.08 218.26 120.82 38.7% 7.78 2.5% 78% False False 149,171,298
120 339.08 218.26 120.82 38.7% 6.93 2.2% 78% False False 135,509,910
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 1.02
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 333.51
2.618 326.67
1.618 322.48
1.000 319.89
0.618 318.29
HIGH 315.70
0.618 314.10
0.500 313.61
0.382 313.11
LOW 311.51
0.618 308.92
1.000 307.32
1.618 304.73
2.618 300.54
4.250 293.70
Fisher Pivots for day following 02-Jul-2020
Pivot 1 day 3 day
R1 313.61 311.41
PP 313.15 310.58
S1 312.69 309.76

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.