SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Jun-2020

Day Change Summary
	Previous	Current
	05-Jun-2020	08-Jun-2020	Change	Change %	Previous Week
Open	317.23	320.30	3.07	1.0%	303.62
High	321.28	323.41	2.14	0.7%	321.28
Low	317.16	319.63	2.47	0.8%	303.06
Close	319.34	323.20	3.86	1.2%	319.34
Range	4.12	3.78	-0.34	-8.1%	18.22
ATR	6.19	6.04	-0.15	-2.4%	0.00
Volume	150,524,608	73,641,200	-76,883,408	-51.1%	449,933,320

Daily Pivots for day following 08-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	333.42	332.09	325.28
R3	329.64	328.31	324.24
R2	325.86	325.86	323.89
R1	324.53	324.53	323.55	325.20
PP	322.08	322.08	322.08	322.41
S1	320.75	320.75	322.85	321.42
S2	318.30	318.30	322.51
S3	314.52	316.97	322.16
S4	310.74	313.19	321.12

Weekly Pivots for week ending 05-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	369.20	362.49	329.36
R3	350.99	344.27	324.35
R2	332.77	332.77	322.68
R1	326.06	326.06	321.01	329.42
PP	314.56	314.56	314.56	316.24
S1	307.84	307.84	317.67	311.20
S2	296.34	296.34	316.00
S3	278.13	289.63	314.33
S4	259.91	271.41	309.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	323.41	305.10	18.31	5.7%	3.63	1.1%	99%	True	False	93,358,944
10	323.41	295.46	27.95	8.6%	4.48	1.4%	99%	True	False	92,737,681
20	323.41	272.99	50.42	15.6%	4.95	1.5%	100%	True	False	96,211,501
40	323.41	271.41	52.00	16.1%	5.17	1.6%	100%	True	False	100,482,678
60	323.41	218.26	105.15	32.5%	7.88	2.4%	100%	True	False	146,955,824
80	339.08	218.26	120.82	37.4%	8.28	2.6%	87%	False	False	160,505,146
100	339.08	218.26	120.82	37.4%	7.16	2.2%	87%	False	False	141,730,299
120	339.08	218.26	120.82	37.4%	6.27	1.9%	87%	False	False	128,080,301

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	1.13
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	339.48
2.618	333.31
1.618	329.53
1.000	327.19
0.618	325.75
HIGH	323.41
0.618	321.97
0.500	321.52
0.382	321.07
LOW	319.63
0.618	317.29
1.000	315.85
1.618	313.51
2.618	309.73
4.250	303.57

Fisher Pivots for day following 08-Jun-2020
Pivot	1 day	3 day
R1	322.64	320.88
PP	322.08	318.56
S1	321.52	316.25

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