SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Jun-2016
Day Change Summary
Previous Current
27-Jun-2016 28-Jun-2016 Change Change % Previous Week
Open 201.59 201.48 -0.11 -0.1% 208.82
High 201.60 203.23 1.63 0.8% 210.87
Low 198.65 201.12 2.47 1.2% 202.72
Close 199.60 203.20 3.60 1.8% 203.13
Range 2.95 2.11 -0.84 -28.5% 8.15
ATR 2.55 2.63 0.08 3.0% 0.00
Volume 248,988,496 159,382,304 -89,606,192 -36.0% 686,986,712
Daily Pivots for day following 28-Jun-2016
Classic Woodie Camarilla DeMark
R4 208.85 208.13 204.36
R3 206.74 206.02 203.78
R2 204.63 204.63 203.59
R1 203.91 203.91 203.39 204.27
PP 202.52 202.52 202.52 202.70
S1 201.80 201.80 203.01 202.16
S2 200.41 200.41 202.81
S3 198.30 199.69 202.62
S4 196.19 197.58 202.04
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 6.0% 3.27 1.6% 37% False False 188,021,281
10 210.87 198.65 12.22 6.0% 2.56 1.3% 37% False False 147,107,029
20 212.52 198.65 13.87 6.8% 2.00 1.0% 33% False False 116,413,345
40 212.52 198.65 13.87 6.8% 1.86 0.9% 33% False False 102,516,014
60 212.52 198.65 13.87 6.8% 1.84 0.9% 33% False False 98,259,040
80 212.52 197.38 15.14 7.5% 1.84 0.9% 38% False False 99,101,099
100 212.52 181.09 31.43 15.5% 2.00 1.0% 70% False False 106,542,840
120 212.52 181.02 31.50 15.5% 2.30 1.1% 70% False False 121,209,423
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 0.58
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 212.20
2.618 208.75
1.618 206.64
1.000 205.34
0.618 204.53
HIGH 203.23
0.618 202.42
0.500 202.18
0.382 201.93
LOW 201.12
0.618 199.82
1.000 199.01
1.618 197.71
2.618 195.60
4.250 192.15
Fisher Pivots for day following 28-Jun-2016
Pivot 1 day 3 day
R1 202.86 204.75
PP 202.52 204.23
S1 202.18 203.72

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

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