SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Jun-2016
Day Change Summary
Previous Current
10-Jun-2016 13-Jun-2016 Change Change % Previous Week
Open 210.46 209.36 -1.10 -0.5% 210.70
High 210.86 210.37 -0.49 -0.2% 212.52
Low 209.43 208.35 -1.08 -0.5% 209.43
Close 210.07 208.45 -1.62 -0.8% 210.07
Range 1.43 2.02 0.59 41.3% 3.09
ATR 1.73 1.75 0.02 1.2% 0.00
Volume 113,829,104 117,751,104 3,922,000 3.4% 379,648,304
Daily Pivots for day following 13-Jun-2016
Classic Woodie Camarilla DeMark
R4 215.12 213.80 209.56
R3 213.10 211.78 209.01
R2 211.08 211.08 208.82
R1 209.76 209.76 208.64 209.41
PP 209.06 209.06 209.06 208.88
S1 207.74 207.74 208.26 207.39
S2 207.04 207.04 208.08
S3 205.02 205.72 207.89
S4 203.00 203.70 207.34
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 219.94 218.10 211.77
R3 216.85 215.01 210.92
R2 213.76 213.76 210.64
R1 211.92 211.92 210.35 211.30
PP 210.67 210.67 210.67 210.36
S1 208.83 208.83 209.79 208.21
S2 207.58 207.58 209.50
S3 204.49 205.74 209.22
S4 201.40 202.65 208.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 212.52 208.35 4.17 2.0% 1.23 0.6% 2% False True 86,502,481
10 212.52 208.35 4.17 2.0% 1.40 0.7% 2% False True 84,201,670
20 212.52 202.78 9.74 4.7% 1.55 0.7% 58% False False 86,463,814
40 212.52 202.78 9.74 4.7% 1.64 0.8% 58% False False 86,564,819
60 212.52 201.74 10.78 5.2% 1.67 0.8% 62% False False 88,129,962
80 212.52 189.32 23.20 11.1% 1.82 0.9% 82% False False 95,597,737
100 212.52 181.09 31.43 15.1% 2.08 1.0% 87% False False 108,968,748
120 212.52 181.02 31.50 15.1% 2.23 1.1% 87% False False 117,839,158
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 0.35
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 218.96
2.618 215.66
1.618 213.64
1.000 212.39
0.618 211.62
HIGH 210.37
0.618 209.60
0.500 209.36
0.382 209.12
LOW 208.35
0.618 207.10
1.000 206.33
1.618 205.08
2.618 203.06
4.250 199.77
Fisher Pivots for day following 13-Jun-2016
Pivot 1 day 3 day
R1 209.36 210.29
PP 209.06 209.67
S1 208.75 209.06

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

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