SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Jun-2017
Day Change Summary
Previous Current
31-May-2017 01-Jun-2017 Change Change % Previous Week
Open 241.84 241.97 0.13 0.1% 238.90
High 241.88 243.38 1.50 0.6% 242.08
Low 240.64 241.64 1.00 0.4% 238.82
Close 241.44 243.36 1.92 0.8% 241.71
Range 1.24 1.74 0.50 40.3% 3.26
ATR 1.36 1.40 0.04 3.1% 0.00
Volume 91,796,000 68,962,000 -22,834,000 -24.9% 269,234,800
Daily Pivots for day following 01-Jun-2017
Classic Woodie Camarilla DeMark
R4 248.01 247.43 244.32
R3 246.27 245.69 243.84
R2 244.53 244.53 243.68
R1 243.95 243.95 243.52 244.24
PP 242.79 242.79 242.79 242.94
S1 242.21 242.21 243.20 242.50
S2 241.05 241.05 243.04
S3 239.31 240.47 242.88
S4 237.57 238.73 242.40
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 250.65 249.44 243.50
R3 247.39 246.18 242.61
R2 244.13 244.13 242.31
R1 242.92 242.92 242.01 243.53
PP 240.87 240.87 240.87 241.17
S1 239.66 239.66 241.41 240.27
S2 237.61 237.61 241.11
S3 234.35 236.40 240.81
S4 231.09 233.14 239.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 243.38 240.64 2.74 1.1% 1.04 0.4% 99% True False 61,332,260
10 243.38 235.43 7.95 3.3% 1.17 0.5% 100% True False 68,725,349
20 243.38 235.43 7.95 3.3% 1.18 0.5% 100% True False 68,318,284
40 243.38 232.51 10.87 4.5% 1.35 0.6% 100% True False 74,282,974
60 243.38 231.61 11.77 4.8% 1.43 0.6% 100% True False 76,882,176
80 243.38 228.31 15.07 6.2% 1.38 0.6% 100% True False 76,410,143
100 243.38 224.96 18.42 7.6% 1.35 0.6% 100% True False 75,622,978
120 243.38 222.73 20.65 8.5% 1.35 0.6% 100% True False 77,599,358
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 0.20
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 250.78
2.618 247.94
1.618 246.20
1.000 245.12
0.618 244.46
HIGH 243.38
0.618 242.72
0.500 242.51
0.382 242.30
LOW 241.64
0.618 240.56
1.000 239.90
1.618 238.82
2.618 237.08
4.250 234.25
Fisher Pivots for day following 01-Jun-2017
Pivot 1 day 3 day
R1 243.08 242.91
PP 242.79 242.46
S1 242.51 242.01

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

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