SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Jun-2017

Day Change Summary
	Previous	Current
	21-Jun-2017	22-Jun-2017	Change	Change %	Previous Week
Open	243.42	242.96	-0.46	-0.2%	243.13
High	243.59	243.53	-0.06	0.0%	244.87
Low	242.41	242.64	0.23	0.1%	241.63
Close	242.95	242.84	-0.11	0.0%	242.64
Range	1.18	0.89	-0.29	-24.6%	3.24
ATR	1.50	1.46	-0.04	-2.9%	0.00
Volume	55,977,500	44,148,000	-11,829,500	-21.1%	375,795,100

Daily Pivots for day following 22-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	245.67	245.15	243.33
R3	244.78	244.26	243.08
R2	243.89	243.89	243.00
R1	243.37	243.37	242.92	243.19
PP	243.00	243.00	243.00	242.91
S1	242.48	242.48	242.76	242.30
S2	242.11	242.11	242.68
S3	241.22	241.59	242.60
S4	240.33	240.70	242.35

Weekly Pivots for week ending 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	252.77	250.94	244.42
R3	249.53	247.70	243.53
R2	246.29	246.29	243.23
R1	244.46	244.46	242.94	243.76
PP	243.05	243.05	243.05	242.69
S1	241.22	241.22	242.34	240.52
S2	239.81	239.81	242.05
S3	236.57	237.98	241.75
S4	233.33	234.74	240.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	244.73	241.63	3.10	1.3%	1.16	0.5%	39%	False	False	61,341,720
10	245.01	241.63	3.38	1.4%	1.41	0.6%	36%	False	False	73,020,700
20	245.01	240.64	4.37	1.8%	1.21	0.5%	50%	False	False	67,035,175
40	245.01	235.43	9.58	3.9%	1.19	0.5%	77%	False	False	67,968,672
60	245.01	232.51	12.50	5.1%	1.32	0.5%	83%	False	False	72,329,912
80	245.01	231.61	13.40	5.5%	1.39	0.6%	84%	False	False	75,860,578
100	245.01	226.32	18.69	7.7%	1.35	0.6%	88%	False	False	75,098,627
120	245.01	222.73	22.28	9.2%	1.35	0.6%	90%	False	False	75,211,568

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	247.31
2.618	245.86
1.618	244.97
1.000	244.42
0.618	244.08
HIGH	243.53
0.618	243.19
0.500	243.09
0.382	242.98
LOW	242.64
0.618	242.09
1.000	241.75
1.618	241.20
2.618	240.31
4.250	238.86

Fisher Pivots for day following 22-Jun-2017
Pivot	1 day	3 day
R1	243.09	243.34
PP	243.00	243.17
S1	242.92	243.01

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