SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Jun-2021

Day Change Summary
	Previous	Current
	01-Jun-2021	02-Jun-2021	Change	Change %	Previous Week
Open	422.57	420.37	-2.20	-0.5%	417.34
High	422.72	421.23	-1.49	-0.4%	421.25
Low	419.20	419.29	0.09	0.0%	417.08
Close	419.67	420.33	0.66	0.2%	420.04
Range	3.52	1.94	-1.58	-44.9%	4.17
ATR	4.20	4.04	-0.16	-3.8%	0.00
Volume	54,216,600	49,097,000	-5,119,600	-9.4%	267,144,300

Daily Pivots for day following 02-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	426.10	425.16	421.40
R3	424.16	423.22	420.86
R2	422.22	422.22	420.69
R1	421.28	421.28	420.51	420.78
PP	420.28	420.28	420.28	420.04
S1	419.34	419.34	420.15	418.84
S2	418.34	418.34	419.97
S3	416.40	417.40	419.80
S4	414.46	415.46	419.26

Weekly Pivots for week ending 28-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	431.97	430.17	422.33
R3	427.80	426.00	421.19
R2	423.63	423.63	420.80
R1	421.83	421.83	420.42	422.73
PP	419.46	419.46	419.46	419.91
S1	417.66	417.66	419.66	418.56
S2	415.29	415.29	419.28
S3	411.12	413.49	418.89
S4	406.95	409.32	417.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	422.72	417.76	4.96	1.2%	2.10	0.5%	52%	False	False	52,325,980
10	422.72	405.33	17.39	4.1%	3.13	0.7%	86%	False	False	63,152,570
20	422.82	404.00	18.82	4.5%	3.94	0.9%	87%	False	False	74,047,575
40	422.82	404.00	18.82	4.5%	3.49	0.8%	87%	False	False	71,486,365
60	422.82	381.73	41.09	9.8%	3.74	0.9%	94%	False	False	79,186,955
80	422.82	371.88	50.94	12.1%	4.25	1.0%	95%	False	False	81,681,711
100	422.82	368.27	54.55	13.0%	4.26	1.0%	95%	False	False	78,714,418
120	422.82	362.03	60.79	14.5%	4.29	1.0%	96%	False	False	77,040,298

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.63
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	429.48
2.618	426.31
1.618	424.37
1.000	423.17
0.618	422.43
HIGH	421.23
0.618	420.49
0.500	420.26
0.382	420.03
LOW	419.29
0.618	418.09
1.000	417.35
1.618	416.15
2.618	414.21
4.250	411.05

Fisher Pivots for day following 02-Jun-2021
Pivot	1 day	3 day
R1	420.31	420.96
PP	420.28	420.75
S1	420.26	420.54

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