SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Jun-2017

Day Change Summary
	Previous	Current
	12-Jun-2017	13-Jun-2017	Change	Change %	Previous Week
Open	243.13	243.98	0.85	0.3%	243.97
High	243.42	244.61	1.19	0.5%	245.01
Low	242.38	243.58	1.20	0.5%	241.95
Close	243.36	244.55	1.19	0.5%	243.41
Range	1.04	1.03	-0.01	-1.0%	3.06
ATR	1.38	1.37	-0.01	-0.7%	0.00
Volume	86,108,096	60,066,900	-26,041,196	-30.2%	347,425,404

Daily Pivots for day following 13-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	247.34	246.97	245.12
R3	246.31	245.94	244.83
R2	245.28	245.28	244.74
R1	244.91	244.91	244.64	245.10
PP	244.25	244.25	244.25	244.34
S1	243.88	243.88	244.46	244.07
S2	243.22	243.22	244.36
S3	242.19	242.85	244.27
S4	241.16	241.82	243.98

Weekly Pivots for week ending 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	252.64	251.08	245.09
R3	249.58	248.02	244.25
R2	246.52	246.52	243.97
R1	244.96	244.96	243.69	244.21
PP	243.46	243.46	243.46	243.08
S1	241.90	241.90	243.13	241.15
S2	240.40	240.40	242.85
S3	237.34	238.84	242.57
S4	234.28	235.78	241.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	245.01	241.95	3.06	1.3%	1.48	0.6%	85%	False	False	79,705,240
10	245.01	240.64	4.37	1.8%	1.30	0.5%	89%	False	False	74,302,449
20	245.01	235.43	9.58	3.9%	1.29	0.5%	95%	False	False	74,646,789
40	245.01	233.08	11.93	4.9%	1.25	0.5%	96%	False	False	72,561,727
60	245.01	231.61	13.40	5.5%	1.43	0.6%	97%	False	False	76,063,127
80	245.01	231.61	13.40	5.5%	1.37	0.6%	97%	False	False	76,947,632
100	245.01	225.27	19.74	8.1%	1.35	0.6%	98%	False	False	76,417,291
120	245.01	222.73	22.28	9.1%	1.33	0.5%	98%	False	False	74,831,170

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.36
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	248.99
2.618	247.31
1.618	246.28
1.000	245.64
0.618	245.25
HIGH	244.61
0.618	244.22
0.500	244.10
0.382	243.97
LOW	243.58
0.618	242.94
1.000	242.55
1.618	241.91
2.618	240.88
4.250	239.20

Fisher Pivots for day following 13-Jun-2017
Pivot	1 day	3 day
R1	244.40	244.19
PP	244.25	243.84
S1	244.10	243.48

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols