SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Jun-2017

Day Change Summary
	Previous	Current
	23-Jun-2017	26-Jun-2017	Change	Change %	Previous Week
Open	242.91	243.90	0.99	0.4%	243.59
High	243.51	244.38	0.87	0.4%	244.73
Low	242.47	243.04	0.57	0.2%	242.41
Close	243.13	243.29	0.16	0.1%	243.13
Range	1.04	1.34	0.30	28.8%	2.32
ATR	1.43	1.42	-0.01	-0.4%	0.00
Volume	66,986,800	56,700,400	-10,286,400	-15.4%	289,142,400

Daily Pivots for day following 26-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	247.59	246.78	244.03
R3	246.25	245.44	243.66
R2	244.91	244.91	243.54
R1	244.10	244.10	243.41	243.84
PP	243.57	243.57	243.57	243.44
S1	242.76	242.76	243.17	242.50
S2	242.23	242.23	243.04
S3	240.89	241.42	242.92
S4	239.55	240.08	242.55

Weekly Pivots for week ending 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	250.38	249.08	244.41
R3	248.06	246.76	243.77
R2	245.74	245.74	243.56
R1	244.44	244.44	243.34	243.93
PP	243.42	243.42	243.42	243.17
S1	242.12	242.12	242.92	241.61
S2	241.10	241.10	242.70
S3	238.78	239.80	242.49
S4	236.46	237.48	241.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	244.38	242.41	1.97	0.8%	1.14	0.5%	45%	True	False	56,143,800
10	244.87	241.63	3.24	1.3%	1.23	0.5%	51%	False	False	63,552,980
20	245.01	240.64	4.37	1.8%	1.25	0.5%	61%	False	False	67,684,460
40	245.01	235.43	9.58	3.9%	1.20	0.5%	82%	False	False	68,037,274
60	245.01	232.51	12.50	5.1%	1.32	0.5%	86%	False	False	72,413,231
80	245.01	231.61	13.40	5.5%	1.38	0.6%	87%	False	False	74,664,118
100	245.01	226.82	18.19	7.5%	1.35	0.6%	91%	False	False	74,785,515
120	245.01	224.96	20.05	8.2%	1.34	0.5%	91%	False	False	74,572,588

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	0.23
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	250.08
2.618	247.89
1.618	246.55
1.000	245.72
0.618	245.21
HIGH	244.38
0.618	243.87
0.500	243.71
0.382	243.55
LOW	243.04
0.618	242.21
1.000	241.70
1.618	240.87
2.618	239.53
4.250	237.35

Fisher Pivots for day following 26-Jun-2017
Pivot	1 day	3 day
R1	243.71	243.43
PP	243.57	243.38
S1	243.43	243.34

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