SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Jul-2017

Day Change Summary
	Previous	Current
	05-Jul-2017	06-Jul-2017	Change	Change %	Previous Week
Open	242.63	241.89	-0.74	-0.3%	243.90
High	243.01	242.03	-0.98	-0.4%	244.38
Low	241.70	240.34	-1.36	-0.6%	239.96
Close	242.77	240.55	-2.22	-0.9%	241.80
Range	1.31	1.69	0.38	29.0%	4.42
ATR	1.64	1.69	0.06	3.5%	0.00
Volume	54,427,600	66,115,300	11,687,700	21.5%	402,760,896

Daily Pivots for day following 06-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	246.04	244.99	241.48
R3	244.35	243.30	241.01
R2	242.66	242.66	240.86
R1	241.61	241.61	240.70	241.29
PP	240.97	240.97	240.97	240.82
S1	239.92	239.92	240.40	239.60
S2	239.28	239.28	240.24
S3	237.59	238.23	240.09
S4	235.90	236.54	239.62

Weekly Pivots for week ending 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	255.31	252.97	244.23
R3	250.89	248.55	243.02
R2	246.47	246.47	242.61
R1	244.13	244.13	242.21	243.09
PP	242.05	242.05	242.05	241.53
S1	239.71	239.71	241.39	238.67
S2	237.63	237.63	240.99
S3	233.21	235.29	240.58
S4	228.79	230.87	239.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	243.72	239.96	3.76	1.6%	1.81	0.8%	16%	False	False	70,693,399
10	244.38	239.96	4.42	1.8%	1.59	0.7%	13%	False	False	67,359,239
20	245.01	239.96	5.05	2.1%	1.51	0.6%	12%	False	False	71,280,100
40	245.01	235.43	9.58	4.0%	1.34	0.6%	53%	False	False	70,165,989
60	245.01	232.51	12.50	5.2%	1.35	0.6%	64%	False	False	71,914,739
80	245.01	231.61	13.40	5.6%	1.44	0.6%	67%	False	False	74,603,952
100	245.01	231.61	13.40	5.6%	1.39	0.6%	67%	False	False	75,348,297
120	245.01	225.27	19.74	8.2%	1.36	0.6%	77%	False	False	74,735,915

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.34
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	249.21
2.618	246.45
1.618	244.76
1.000	243.72
0.618	243.07
HIGH	242.03
0.618	241.38
0.500	241.19
0.382	240.99
LOW	240.34
0.618	239.30
1.000	238.65
1.618	237.61
2.618	235.92
4.250	233.16

Fisher Pivots for day following 06-Jul-2017
Pivot	1 day	3 day
R1	241.19	241.86
PP	240.97	241.42
S1	240.76	240.99

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