SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Jun-2021

Day Change Summary
	Previous	Current
	11-Jun-2021	14-Jun-2021	Change	Change %	Previous Week
Open	424.20	424.43	0.23	0.1%	422.59
High	424.43	425.37	0.94	0.2%	424.63
Low	422.82	423.10	0.28	0.1%	420.32
Close	424.31	425.26	0.95	0.2%	424.31
Range	1.61	2.27	0.66	41.0%	4.31
ATR	3.48	3.39	-0.09	-2.5%	0.00
Volume	45,570,800	42,358,400	-3,212,400	-7.0%	243,716,400

Daily Pivots for day following 14-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	431.39	430.59	426.51
R3	429.12	428.32	425.88
R2	426.85	426.85	425.68
R1	426.05	426.05	425.47	426.45
PP	424.58	424.58	424.58	424.78
S1	423.78	423.78	425.05	424.18
S2	422.31	422.31	424.84
S3	420.04	421.51	424.64
S4	417.77	419.24	424.01

Weekly Pivots for week ending 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	436.02	434.47	426.68
R3	431.71	430.16	425.50
R2	427.40	427.40	425.10
R1	425.85	425.85	424.71	426.63
PP	423.09	423.09	423.09	423.47
S1	421.54	421.54	423.91	422.32
S2	418.78	418.78	423.52
S3	414.47	417.23	423.12
S4	410.16	412.92	421.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	425.37	420.32	5.05	1.2%	2.34	0.6%	98%	True	False	46,903,960
10	425.37	416.28	9.09	2.1%	2.65	0.6%	99%	True	False	50,346,580
20	425.37	405.33	20.04	4.7%	2.98	0.7%	99%	True	False	57,830,865
40	425.37	404.00	21.37	5.0%	3.56	0.8%	99%	True	False	69,190,507
60	425.37	383.90	41.47	9.8%	3.49	0.8%	100%	True	False	73,605,250
80	425.37	371.88	53.49	12.6%	4.20	1.0%	100%	True	False	81,807,758
100	425.37	368.27	57.10	13.4%	4.20	1.0%	100%	True	False	77,806,705
120	425.37	362.03	63.34	14.9%	4.22	1.0%	100%	True	False	75,525,720

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	0.74
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	435.02
2.618	431.31
1.618	429.04
1.000	427.64
0.618	426.77
HIGH	425.37
0.618	424.50
0.500	424.24
0.382	423.97
LOW	423.10
0.618	421.70
1.000	420.83
1.618	419.43
2.618	417.16
4.250	413.45

Fisher Pivots for day following 14-Jun-2021
Pivot	1 day	3 day
R1	424.92	424.66
PP	424.58	424.06
S1	424.24	423.46

Download as Excel Spreadsheet

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

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