SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Jun-2020
Day Change Summary
Previous Current
10-Jun-2020 11-Jun-2020 Change Change % Previous Week
Open 321.42 311.46 -9.96 -3.1% 303.62
High 322.39 312.15 -10.24 -3.2% 321.28
Low 318.22 300.01 -18.21 -5.7% 303.06
Close 319.00 300.61 -18.39 -5.8% 319.34
Range 4.17 12.14 7.97 191.2% 18.22
ATR 5.77 6.71 0.94 16.4% 0.00
Volume 95,000,704 209,243,504 114,242,800 120.3% 449,933,320
Daily Pivots for day following 11-Jun-2020
Classic Woodie Camarilla DeMark
R4 340.68 332.78 307.29
R3 328.54 320.64 303.95
R2 316.40 316.40 302.84
R1 308.50 308.50 301.72 306.38
PP 304.26 304.26 304.26 303.20
S1 296.36 296.36 299.50 294.24
S2 292.12 292.12 298.38
S3 279.98 284.22 297.27
S4 267.84 272.08 293.93
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
5 323.41 300.01 23.40 7.8% 5.63 1.9% 3% False True 121,177,843
10 323.41 299.47 23.94 8.0% 4.70 1.6% 5% False False 102,456,362
20 323.41 272.99 50.42 16.8% 4.96 1.6% 55% False False 99,292,371
40 323.41 272.02 51.39 17.1% 5.08 1.7% 56% False False 100,756,831
60 323.41 218.26 105.15 35.0% 7.20 2.4% 78% False False 138,503,272
80 339.08 218.26 120.82 40.2% 8.45 2.8% 68% False False 163,071,356
100 339.08 218.26 120.82 40.2% 7.32 2.4% 68% False False 143,328,005
120 339.08 218.26 120.82 40.2% 6.41 2.1% 68% False False 129,659,932
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 1.00
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 363.75
2.618 343.93
1.618 331.79
1.000 324.29
0.618 319.65
HIGH 312.15
0.618 307.51
0.500 306.08
0.382 304.65
LOW 300.01
0.618 292.51
1.000 287.87
1.618 280.37
2.618 268.23
4.250 248.42
Fisher Pivots for day following 11-Jun-2020
Pivot 1 day 3 day
R1 306.08 311.65
PP 304.26 307.97
S1 302.43 304.29

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

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