SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Jun-2016
Day Change Summary
Previous Current
03-Jun-2016 06-Jun-2016 Change Change % Previous Week
Open 210.25 210.70 0.45 0.2% 210.56
High 210.69 211.77 1.08 0.5% 210.93
Low 208.86 210.51 1.65 0.8% 208.86
Close 210.28 211.35 1.07 0.5% 210.28
Range 1.83 1.26 -0.57 -31.1% 2.07
ATR 1.85 1.82 -0.03 -1.4% 0.00
Volume 101,757,104 64,887,000 -36,870,104 -36.2% 344,617,300
Daily Pivots for day following 06-Jun-2016
Classic Woodie Camarilla DeMark
R4 214.99 214.43 212.04
R3 213.73 213.17 211.70
R2 212.47 212.47 211.58
R1 211.91 211.91 211.47 212.19
PP 211.21 211.21 211.21 211.35
S1 210.65 210.65 211.23 210.93
S2 209.95 209.95 211.12
S3 208.69 209.39 211.00
S4 207.43 208.13 210.66
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 216.23 215.33 211.42
R3 214.16 213.26 210.85
R2 212.09 212.09 210.66
R1 211.19 211.19 210.47 210.61
PP 210.02 210.02 210.02 209.73
S1 209.12 209.12 210.09 208.54
S2 207.95 207.95 209.90
S3 205.88 207.05 209.71
S4 203.81 204.98 209.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 211.77 208.86 2.91 1.4% 1.58 0.7% 86% True False 81,900,860
10 211.77 204.99 6.78 3.2% 1.43 0.7% 94% True False 76,043,809
20 211.77 202.78 8.99 4.3% 1.72 0.8% 95% True False 85,819,939
40 211.77 202.78 8.99 4.3% 1.68 0.8% 95% True False 86,662,478
60 211.77 199.52 12.25 5.8% 1.74 0.8% 97% True False 90,393,539
80 211.77 181.09 30.68 14.5% 1.89 0.9% 99% True False 99,007,505
100 211.77 181.02 30.75 14.5% 2.27 1.1% 99% True False 117,329,640
120 211.77 181.02 30.75 14.5% 2.32 1.1% 99% True False 122,217,865
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 217.13
2.618 215.07
1.618 213.81
1.000 213.03
0.618 212.55
HIGH 211.77
0.618 211.29
0.500 211.14
0.382 210.99
LOW 210.51
0.618 209.73
1.000 209.25
1.618 208.47
2.618 207.21
4.250 205.16
Fisher Pivots for day following 06-Jun-2016
Pivot 1 day 3 day
R1 211.28 211.01
PP 211.21 210.66
S1 211.14 210.32

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

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