SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Jun-2020
Day Change Summary
Previous Current
15-Jun-2020 16-Jun-2020 Change Change % Previous Week
Open 298.02 315.48 17.46 5.9% 320.30
High 308.28 315.64 7.36 2.4% 323.41
Low 296.74 307.67 10.93 3.7% 298.60
Close 307.05 312.96 5.91 1.9% 304.21
Range 11.54 7.97 -3.57 -30.9% 24.81
ATR 7.31 7.40 0.09 1.3% 0.00
Volume 135,782,704 137,627,504 1,844,800 1.4% 650,043,408
Daily Pivots for day following 16-Jun-2020
Classic Woodie Camarilla DeMark
R4 336.00 332.45 317.34
R3 328.03 324.48 315.15
R2 320.06 320.06 314.42
R1 316.51 316.51 313.69 314.30
PP 312.09 312.09 312.09 310.99
S1 308.54 308.54 312.23 306.33
S2 304.12 304.12 311.50
S3 296.15 300.57 310.77
S4 288.18 292.60 308.58
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
5 322.39 296.74 25.65 8.2% 9.26 3.0% 63% False False 154,466,643
10 323.41 296.74 26.67 8.5% 6.53 2.1% 61% False False 124,234,003
20 323.41 291.95 31.46 10.1% 5.40 1.7% 67% False False 105,024,611
40 323.41 272.02 51.39 16.4% 5.46 1.7% 80% False False 102,994,251
60 323.41 218.26 105.15 33.6% 6.84 2.2% 90% False False 130,236,792
80 333.56 218.26 115.30 36.8% 8.70 2.8% 82% False False 165,962,893
100 339.08 218.26 120.82 38.6% 7.56 2.4% 78% False False 146,222,694
120 339.08 218.26 120.82 38.6% 6.62 2.1% 78% False False 131,162,822
Crabel Price Patterns
NR True
NR4 True
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 0.78
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 349.51
2.618 336.51
1.618 328.54
1.000 323.61
0.618 320.57
HIGH 315.64
0.618 312.60
0.500 311.66
0.382 310.71
LOW 307.67
0.618 302.74
1.000 299.70
1.618 294.77
2.618 286.80
4.250 273.80
Fisher Pivots for day following 16-Jun-2020
Pivot 1 day 3 day
R1 312.53 310.70
PP 312.09 308.45
S1 311.66 306.19

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

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