SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Jun-2020
Day Change Summary
Previous Current
29-May-2020 01-Jun-2020 Change Change % Previous Week
Open 302.46 303.62 1.16 0.4% 301.93
High 304.96 306.21 1.25 0.4% 306.84
Low 299.47 303.06 3.59 1.2% 295.46
Close 304.32 305.55 1.23 0.4% 304.32
Range 5.49 3.15 -2.35 -42.7% 11.38
ATR 6.61 6.37 -0.25 -3.7% 0.00
Volume 119,265,696 56,779,800 -62,485,896 -52.4% 403,802,296
Daily Pivots for day following 01-Jun-2020
Classic Woodie Camarilla DeMark
R4 314.37 313.11 307.28
R3 311.23 309.96 306.41
R2 308.08 308.08 306.13
R1 306.82 306.82 305.84 307.45
PP 304.94 304.94 304.94 305.26
S1 303.67 303.67 305.26 304.31
S2 301.79 301.79 304.97
S3 298.65 300.53 304.69
S4 295.50 297.38 303.82
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 336.33 331.70 310.58
R3 324.96 320.33 307.45
R2 313.58 313.58 306.41
R1 308.95 308.95 305.36 311.27
PP 302.21 302.21 302.21 303.37
S1 297.58 297.58 303.28 299.89
S2 290.83 290.83 302.23
S3 279.46 286.20 301.19
S4 268.08 274.83 298.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 306.84 295.46 11.38 3.7% 5.33 1.7% 89% False False 92,116,419
10 306.84 291.95 14.89 4.9% 4.37 1.4% 91% False False 90,420,529
20 306.84 272.99 33.85 11.1% 5.08 1.7% 96% False False 92,169,175
40 306.84 245.22 61.62 20.2% 6.05 2.0% 98% False False 110,540,473
60 306.84 218.26 88.58 29.0% 8.65 2.8% 99% False False 163,562,004
80 339.08 218.26 120.82 39.5% 8.18 2.7% 72% False False 157,863,038
100 339.08 218.26 120.82 39.5% 7.08 2.3% 72% False False 139,865,945
120 339.08 218.26 120.82 39.5% 6.21 2.0% 72% False False 126,854,220
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 True
Bear Hook False
Bull Hook False
Stretch 1.14
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 319.57
2.618 314.44
1.618 311.29
1.000 309.35
0.618 308.15
HIGH 306.21
0.618 305.00
0.500 304.63
0.382 304.26
LOW 303.06
0.618 301.12
1.000 299.92
1.618 297.97
2.618 294.83
4.250 289.69
Fisher Pivots for day following 01-Jun-2020
Pivot 1 day 3 day
R1 305.24 304.75
PP 304.94 303.95
S1 304.63 303.16

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

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