SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 192.47 193.41 0.94 0.5% 191.05
High 193.30 194.65 1.35 0.7% 192.80
Low 192.27 192.70 0.43 0.2% 190.95
Close 193.19 194.45 1.26 0.7% 192.68
Range 1.03 1.95 0.92 89.3% 1.85
ATR 1.31 1.35 0.05 3.5% 0.00
Volume 55,529,297 92,102,492 36,573,195 65.9% 279,425,204
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 199.78 199.07 195.52
R3 197.83 197.12 194.99
R2 195.88 195.88 194.81
R1 195.17 195.17 194.63 195.53
PP 193.93 193.93 193.93 194.11
S1 193.22 193.22 194.27 193.58
S2 191.98 191.98 194.09
S3 190.03 191.27 193.91
S4 188.08 189.32 193.38
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
5 194.65 191.97 2.68 1.4% 1.08 0.6% 93% True False 70,729,958
10 194.65 188.86 5.79 3.0% 0.99 0.5% 97% True False 67,846,469
20 194.65 186.48 8.17 4.2% 1.22 0.6% 98% True False 79,925,624
40 194.65 181.31 13.34 6.9% 1.47 0.8% 99% True False 93,378,612
60 194.65 181.31 13.34 6.9% 1.63 0.8% 99% True False 102,712,826
80 194.65 180.04 14.61 7.5% 1.60 0.8% 99% True False 104,675,477
100 194.65 173.71 20.94 10.8% 1.65 0.9% 99% True False 112,001,587
120 194.65 173.71 20.94 10.8% 1.57 0.8% 99% True False 110,513,580
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 202.94
2.618 199.76
1.618 197.81
1.000 196.60
0.618 195.86
HIGH 194.65
0.618 193.91
0.500 193.68
0.382 193.44
LOW 192.70
0.618 191.49
1.000 190.75
1.618 189.54
2.618 187.59
4.250 184.41
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 194.19 194.12
PP 193.93 193.78
S1 193.68 193.45

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.