SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Jun-2019

Day Change Summary
	Previous	Current
	26-Jun-2019	27-Jun-2019	Change	Change %	Previous Week
Open	291.75	291.31	-0.44	-0.2%	289.52
High	292.31	292.06	-0.25	-0.1%	296.31
Low	290.35	290.89	0.55	0.2%	289.18
Close	290.47	291.50	1.03	0.4%	294.00
Range	1.97	1.17	-0.80	-40.5%	7.13
ATR	2.76	2.68	-0.08	-3.0%	0.00
Volume	51,584,900	40,355,200	-11,229,700	-21.8%	403,194,204

Daily Pivots for day following 27-Jun-2019
	Classic	Woodie	Camarilla	DeMark
R4	294.99	294.42	292.14
R3	293.82	293.25	291.82
R2	292.65	292.65	291.71
R1	292.08	292.08	291.61	292.37
PP	291.48	291.48	291.48	291.63
S1	290.91	290.91	291.39	291.20
S2	290.31	290.31	291.29
S3	289.14	289.74	291.18
S4	287.97	288.57	290.86

Weekly Pivots for week ending 21-Jun-2019
	Classic	Woodie	Camarilla	DeMark
R4	314.55	311.40	297.92
R3	307.42	304.28	295.96
R2	300.29	300.29	295.31
R1	297.15	297.15	294.65	298.72
PP	293.16	293.16	293.16	293.95
S1	290.02	290.02	293.35	291.59
S2	286.03	286.03	292.69
S3	278.90	282.89	292.04
S4	271.78	275.76	290.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	295.52	290.35	5.18	1.8%	1.82	0.6%	22%	False	False	60,972,160
10	296.31	288.41	7.90	2.7%	1.96	0.7%	39%	False	False	67,707,030
20	296.31	273.09	23.22	8.0%	2.29	0.8%	79%	False	False	68,397,330
40	296.31	273.09	23.22	8.0%	2.79	1.0%	79%	False	False	76,247,308
60	296.31	273.09	23.22	8.0%	2.44	0.8%	79%	False	False	70,218,000
80	296.31	272.42	23.89	8.2%	2.45	0.8%	80%	False	False	72,054,486
100	296.31	267.83	28.48	9.8%	2.37	0.8%	83%	False	False	72,340,366
120	296.31	251.69	44.62	15.3%	2.47	0.8%	89%	False	False	75,129,667

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.45
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	297.03
2.618	295.12
1.618	293.95
1.000	293.23
0.618	292.78
HIGH	292.06
0.618	291.61
0.500	291.48
0.382	291.34
LOW	290.89
0.618	290.17
1.000	289.72
1.618	289.00
2.618	287.83
4.250	285.92

Fisher Pivots for day following 27-Jun-2019
Pivot	1 day	3 day
R1	291.49	292.04
PP	291.48	291.86
S1	291.48	291.68

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