SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Jun-2024
Day Change Summary
Previous Current
11-Jun-2024 12-Jun-2024 Change Change % Previous Week
Open 534.07 541.63 7.56 1.4% 529.02
High 537.01 544.12 7.11 1.3% 536.89
Low 532.05 540.30 8.25 1.6% 522.60
Close 536.95 541.36 4.41 0.8% 534.01
Range 4.96 3.82 -1.14 -23.0% 14.29
ATR 4.78 4.95 0.17 3.6% 0.00
Volume 36,383,400 63,251,300 26,867,900 73.8% 203,111,600
Daily Pivots for day following 12-Jun-2024
Classic Woodie Camarilla DeMark
R4 553.39 551.19 543.46
R3 549.57 547.37 542.41
R2 545.75 545.75 542.06
R1 543.55 543.55 541.71 542.74
PP 541.93 541.93 541.93 541.52
S1 539.73 539.73 541.01 538.92
S2 538.11 538.11 540.66
S3 534.29 535.91 540.31
S4 530.47 532.09 539.26
Weekly Pivots for week ending 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 574.04 568.31 541.87
R3 559.75 554.02 537.94
R2 545.46 545.46 536.63
R1 539.73 539.73 535.32 542.60
PP 531.17 531.17 531.17 532.60
S1 525.44 525.44 532.70 528.31
S2 516.88 516.88 531.39
S3 502.59 511.15 530.08
S4 488.30 496.86 526.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 544.12 532.05 12.07 2.2% 3.86 0.7% 77% True False 41,879,380
10 544.12 518.36 25.76 4.8% 4.92 0.9% 89% True False 47,572,970
20 544.12 518.36 25.76 4.8% 4.25 0.8% 89% True False 47,211,000
40 544.12 493.86 50.26 9.3% 4.59 0.8% 95% True False 54,757,307
60 544.12 493.86 50.26 9.3% 4.62 0.9% 95% True False 60,798,855
80 544.12 493.56 50.56 9.3% 4.49 0.8% 95% True False 63,340,505
100 544.12 482.78 61.34 11.3% 4.34 0.8% 96% True False 65,547,938
120 544.12 466.43 77.69 14.4% 4.28 0.8% 96% True False 68,599,606
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 1.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 560.36
2.618 554.12
1.618 550.30
1.000 547.94
0.618 546.48
HIGH 544.12
0.618 542.66
0.500 542.21
0.382 541.76
LOW 540.30
0.618 537.94
1.000 536.48
1.618 534.12
2.618 530.30
4.250 524.07
Fisher Pivots for day following 12-Jun-2024
Pivot 1 day 3 day
R1 542.21 540.27
PP 541.93 539.18
S1 541.64 538.09

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

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