SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 18-Jun-2015
Day Change Summary
Previous Current
17-Jun-2015 18-Jun-2015 Change Change % Previous Week
Open 210.59 211.31 0.72 0.3% 209.65
High 211.32 213.34 2.02 1.0% 212.09
Low 209.36 210.63 1.27 0.6% 207.69
Close 210.59 212.78 2.19 1.0% 210.01
Range 1.96 2.71 0.75 38.3% 4.40
ATR 1.79 1.86 0.07 3.8% 0.00
Volume 126,708,602 165,867,906 39,159,304 30.9% 539,620,382
Daily Pivots for day following 18-Jun-2015
Classic Woodie Camarilla DeMark
R4 220.38 219.29 214.27
R3 217.67 216.58 213.53
R2 214.96 214.96 213.28
R1 213.87 213.87 213.03 214.42
PP 212.25 212.25 212.25 212.52
S1 211.16 211.16 212.53 211.71
S2 209.54 209.54 212.28
S3 206.83 208.45 212.03
S4 204.12 205.74 211.29
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 223.13 220.97 212.43
R3 218.73 216.57 211.22
R2 214.33 214.33 210.82
R1 212.17 212.17 210.41 213.25
PP 209.93 209.93 209.93 210.47
S1 207.77 207.77 209.61 208.85
S2 205.53 205.53 209.20
S3 201.13 203.37 208.80
S4 196.73 198.97 207.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 213.34 207.79 5.55 2.6% 1.95 0.9% 90% True False 127,872,679
10 213.34 207.69 5.65 2.7% 1.72 0.8% 90% True False 116,359,389
20 213.75 207.69 6.06 2.8% 1.68 0.8% 84% False False 106,389,088
40 213.78 206.76 7.02 3.3% 1.67 0.8% 86% False False 102,445,264
60 213.78 204.12 9.66 4.5% 1.71 0.8% 90% False False 102,864,105
80 213.78 204.12 9.66 4.5% 1.73 0.8% 90% False False 106,514,088
100 213.78 197.86 15.92 7.5% 1.80 0.8% 94% False False 108,428,026
120 213.78 197.86 15.92 7.5% 1.92 0.9% 94% False False 114,110,657
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 0.51
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 224.86
2.618 220.43
1.618 217.72
1.000 216.05
0.618 215.01
HIGH 213.34
0.618 212.30
0.500 211.99
0.382 211.67
LOW 210.63
0.618 208.96
1.000 207.92
1.618 206.25
2.618 203.54
4.250 199.11
Fisher Pivots for day following 18-Jun-2015
Pivot 1 day 3 day
R1 212.52 212.20
PP 212.25 211.61
S1 211.99 211.03

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

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