SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Jul-2016
Day Change Summary
Previous Current
30-Jun-2016 01-Jul-2016 Change Change % Previous Week
Open 207.21 209.36 2.15 1.0% 201.59
High 209.54 210.49 0.95 0.5% 210.49
Low 206.56 209.29 2.73 1.3% 198.65
Close 209.48 209.92 0.44 0.2% 209.92
Range 2.98 1.20 -1.78 -59.7% 11.84
ATR 2.73 2.62 -0.11 -4.0% 0.00
Volume 165,022,000 106,055,296 -58,966,704 -35.7% 816,776,704
Daily Pivots for day following 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 213.50 212.91 210.58
R3 212.30 211.71 210.25
R2 211.10 211.10 210.14
R1 210.51 210.51 210.03 210.81
PP 209.90 209.90 209.90 210.05
S1 209.31 209.31 209.81 209.61
S2 208.70 208.70 209.70
S3 207.50 208.11 209.59
S4 206.30 206.91 209.26
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 241.87 237.74 216.43
R3 230.03 225.90 213.18
R2 218.19 218.19 212.09
R1 214.06 214.06 211.01 216.13
PP 206.35 206.35 206.35 207.39
S1 202.22 202.22 208.83 204.29
S2 194.51 194.51 207.75
S3 182.67 190.38 206.66
S4 170.83 178.54 203.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 210.49 198.65 11.84 5.6% 2.29 1.1% 95% True False 163,355,340
10 210.87 198.65 12.22 5.8% 2.58 1.2% 92% False False 150,376,341
20 212.52 198.65 13.87 6.6% 2.06 1.0% 81% False False 125,096,740
40 212.52 198.65 13.87 6.6% 1.91 0.9% 81% False False 106,069,039
60 212.52 198.65 13.87 6.6% 1.82 0.9% 81% False False 99,976,457
80 212.52 197.38 15.14 7.2% 1.85 0.9% 83% False False 100,218,736
100 212.52 181.09 31.43 15.0% 1.94 0.9% 92% False False 105,058,625
120 212.52 181.02 31.50 15.0% 2.25 1.1% 92% False False 119,519,519
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.47
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 215.59
2.618 213.63
1.618 212.43
1.000 211.69
0.618 211.23
HIGH 210.49
0.618 210.03
0.500 209.89
0.382 209.75
LOW 209.29
0.618 208.55
1.000 208.09
1.618 207.35
2.618 206.15
4.250 204.19
Fisher Pivots for day following 01-Jul-2016
Pivot 1 day 3 day
R1 209.91 209.15
PP 209.90 208.38
S1 209.89 207.61

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

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