SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Jun-2016
Day Change Summary
Previous Current
23-Jun-2016 24-Jun-2016 Change Change % Previous Week
Open 209.81 203.63 -6.18 -2.9% 208.82
High 210.87 210.85 -0.02 0.0% 210.87
Low 209.27 202.72 -6.55 -3.1% 202.72
Close 210.81 203.13 -7.68 -3.6% 203.13
Range 1.60 8.13 6.53 408.1% 8.15
ATR 1.97 2.41 0.44 22.4% 0.00
Volume 102,731,400 333,443,808 230,712,408 224.6% 686,986,712
Daily Pivots for day following 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 229.96 224.67 207.60
R3 221.83 216.54 205.37
R2 213.70 213.70 204.62
R1 208.41 208.41 203.88 206.99
PP 205.57 205.57 205.57 204.86
S1 200.28 200.28 202.38 198.86
S2 197.44 197.44 201.64
S3 189.31 192.15 200.89
S4 181.18 184.02 198.66
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 230.02 224.73 207.61
R3 221.87 216.58 205.37
R2 213.72 213.72 204.62
R1 208.43 208.43 203.88 207.00
PP 205.57 205.57 205.57 204.86
S1 200.28 200.28 202.38 198.85
S2 197.42 197.42 201.64
S3 189.27 192.13 200.89
S4 181.12 183.98 198.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 210.87 202.72 8.15 4.0% 2.86 1.4% 5% False True 137,397,342
10 210.87 202.72 8.15 4.0% 2.44 1.2% 5% False True 130,550,980
20 212.52 202.72 9.80 4.8% 1.86 0.9% 4% False True 104,699,330
40 212.52 202.72 9.80 4.8% 1.83 0.9% 4% False True 97,422,044
60 212.52 202.72 9.80 4.8% 1.83 0.9% 4% False True 94,418,199
80 212.52 197.38 15.14 7.5% 1.82 0.9% 38% False False 96,802,285
100 212.52 181.09 31.43 15.5% 2.02 1.0% 70% False False 105,904,998
120 212.52 181.02 31.50 15.5% 2.29 1.1% 70% False False 119,997,653
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 0.72
Widest range in 210 trading days
Fibonacci Retracements and Extensions
4.250 245.40
2.618 232.13
1.618 224.00
1.000 218.98
0.618 215.87
HIGH 210.85
0.618 207.74
0.500 206.79
0.382 205.83
LOW 202.72
0.618 197.70
1.000 194.59
1.618 189.57
2.618 181.44
4.250 168.17
Fisher Pivots for day following 24-Jun-2016
Pivot 1 day 3 day
R1 206.79 206.80
PP 205.57 205.57
S1 204.35 204.35

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

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