SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 192.19 192.95 0.76 0.4% 191.05
High 192.80 192.99 0.19 0.1% 192.80
Low 192.03 191.97 -0.06 0.0% 190.95
Close 192.68 192.90 0.22 0.1% 192.68
Range 0.77 1.02 0.25 32.5% 1.85
ATR 1.41 1.38 -0.03 -2.0% 0.00
Volume 76,315,602 64,655,602 -11,660,000 -15.3% 279,425,204
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 195.68 195.31 193.46
R3 194.66 194.29 193.18
R2 193.64 193.64 193.09
R1 193.27 193.27 192.99 192.95
PP 192.62 192.62 192.62 192.46
S1 192.25 192.25 192.81 191.93
S2 191.60 191.60 192.71
S3 190.58 191.23 192.62
S4 189.56 190.21 192.34
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 197.69 197.04 193.70
R3 195.84 195.19 193.19
R2 193.99 193.99 193.02
R1 193.34 193.34 192.85 193.67
PP 192.14 192.14 192.14 192.31
S1 191.49 191.49 192.51 191.82
S2 190.29 190.29 192.34
S3 188.44 189.64 192.17
S4 186.59 187.79 191.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 192.99 190.95 2.04 1.1% 0.85 0.4% 96% True False 68,816,161
10 192.99 187.07 5.92 3.1% 1.04 0.5% 98% True False 73,036,311
20 192.99 186.01 6.98 3.6% 1.31 0.7% 99% True False 82,683,560
40 192.99 181.31 11.68 6.1% 1.58 0.8% 99% True False 98,632,728
60 192.99 181.31 11.68 6.1% 1.64 0.9% 99% True False 103,975,874
80 192.99 175.22 17.77 9.2% 1.62 0.8% 99% True False 106,965,537
100 192.99 173.71 19.28 10.0% 1.65 0.9% 100% True False 112,767,719
120 192.99 173.71 19.28 10.0% 1.57 0.8% 100% True False 111,088,681
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 197.33
2.618 195.66
1.618 194.64
1.000 194.01
0.618 193.62
HIGH 192.99
0.618 192.60
0.500 192.48
0.382 192.36
LOW 191.97
0.618 191.34
1.000 190.95
1.618 190.32
2.618 189.30
4.250 187.64
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 192.76 192.65
PP 192.62 192.41
S1 192.48 192.16

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

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