SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Jun-2020

Day Change Summary
	Previous	Current
	12-Jun-2020	15-Jun-2020	Change	Change %	Previous Week
Open	308.24	298.02	-10.22	-3.3%	320.30
High	309.08	308.28	-0.80	-0.3%	323.41
Low	298.60	296.74	-1.86	-0.6%	298.60
Close	304.21	307.05	2.84	0.9%	304.21
Range	10.48	11.54	1.06	10.1%	24.81
ATR	6.98	7.31	0.33	4.7%	0.00
Volume	194,678,800	135,782,704	-58,896,096	-30.3%	650,043,408

Daily Pivots for day following 15-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	338.64	334.39	313.40
R3	327.10	322.85	310.22
R2	315.56	315.56	309.17
R1	311.31	311.31	308.11	313.44
PP	304.02	304.02	304.02	305.09
S1	299.77	299.77	305.99	301.90
S2	292.48	292.48	304.93
S3	280.94	288.23	303.88
S4	269.40	276.69	300.70

Weekly Pivots for week ending 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	383.17	368.50	317.86
R3	358.36	343.69	311.03
R2	333.55	333.55	308.76
R1	318.88	318.88	306.48	313.81
PP	308.74	308.74	308.74	306.21
S1	294.07	294.07	301.94	289.00
S2	283.93	283.93	299.66
S3	259.12	269.26	297.39
S4	234.31	244.45	290.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	323.28	296.74	26.54	8.6%	8.45	2.8%	39%	False	True	142,436,982
10	323.41	296.74	26.67	8.7%	6.04	2.0%	39%	False	True	117,897,963
20	323.41	291.95	31.46	10.2%	5.20	1.7%	48%	False	False	104,159,246
40	323.41	272.02	51.39	16.7%	5.40	1.8%	68%	False	False	102,056,293
60	323.41	218.26	105.15	34.2%	6.97	2.3%	84%	False	False	133,728,980
80	335.81	218.26	117.55	38.3%	8.64	2.8%	76%	False	False	165,664,901
100	339.08	218.26	120.82	39.3%	7.50	2.4%	73%	False	False	145,366,048
120	339.08	218.26	120.82	39.3%	6.56	2.1%	73%	False	False	130,457,723

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.91
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	357.33
2.618	338.49
1.618	326.95
1.000	319.82
0.618	315.41
HIGH	308.28
0.618	303.87
0.500	302.51
0.382	301.15
LOW	296.74
0.618	289.61
1.000	285.20
1.618	278.07
2.618	266.53
4.250	247.70

Fisher Pivots for day following 15-Jun-2020
Pivot	1 day	3 day
R1	305.54	306.18
PP	304.02	305.31
S1	302.51	304.45

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