SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 203.63 201.59 -2.04 -1.0% 208.82
High 210.85 201.60 -9.25 -4.4% 210.87
Low 202.72 198.65 -4.07 -2.0% 202.72
Close 203.13 199.60 -3.53 -1.7% 203.13
Range 8.13 2.95 -5.18 -63.7% 8.15
ATR 2.41 2.55 0.15 6.2% 0.00
Volume 333,443,808 248,988,496 -84,455,312 -25.3% 686,986,712
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 208.80 207.15 201.22
R3 205.85 204.20 200.41
R2 202.90 202.90 200.14
R1 201.25 201.25 199.87 200.60
PP 199.95 199.95 199.95 199.63
S1 198.30 198.30 199.33 197.65
S2 197.00 197.00 199.06
S3 194.05 195.35 198.79
S4 191.10 192.40 197.98
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
5 210.87 198.65 12.22 6.1% 3.08 1.5% 8% False True 170,637,140
10 210.87 198.65 12.22 6.1% 2.53 1.3% 8% False True 143,674,719
20 212.52 198.65 13.87 6.9% 1.97 1.0% 7% False True 113,938,195
40 212.52 198.65 13.87 6.9% 1.85 0.9% 7% False True 100,086,154
60 212.52 198.65 13.87 6.9% 1.82 0.9% 7% False True 96,660,950
80 212.52 197.38 15.14 7.6% 1.84 0.9% 15% False False 98,724,990
100 212.52 181.09 31.43 15.7% 2.00 1.0% 59% False False 106,344,334
120 212.52 181.02 31.50 15.8% 2.30 1.2% 59% False False 121,148,842
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 214.14
2.618 209.32
1.618 206.37
1.000 204.55
0.618 203.42
HIGH 201.60
0.618 200.47
0.500 200.13
0.382 199.78
LOW 198.65
0.618 196.83
1.000 195.70
1.618 193.88
2.618 190.93
4.250 186.11
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 200.13 204.76
PP 199.95 203.04
S1 199.78 201.32

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

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