SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Jun-2023

Day Change Summary
	Previous	Current
	06-Jun-2023	07-Jun-2023	Change	Change %	Previous Week
Open	426.67	428.44	1.77	0.4%	422.03
High	428.58	429.62	1.04	0.2%	428.74
Low	425.99	426.11	0.12	0.0%	416.22
Close	428.03	426.55	-1.48	-0.3%	427.92
Range	2.59	3.51	0.92	35.7%	12.52
ATR	4.49	4.42	-0.07	-1.6%	0.00
Volume	64,022,100	85,373,200	21,351,100	33.3%	363,318,700

Daily Pivots for day following 07-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	437.96	435.76	428.48
R3	434.45	432.25	427.52
R2	430.94	430.94	427.19
R1	428.74	428.74	426.87	428.09
PP	427.43	427.43	427.43	427.10
S1	425.23	425.23	426.23	424.58
S2	423.92	423.92	425.91
S3	420.41	421.72	425.58
S4	416.90	418.21	424.62

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	461.85	457.41	434.81
R3	449.33	444.89	431.36
R2	436.81	436.81	430.22
R1	432.37	432.37	429.07	434.59
PP	424.29	424.29	424.29	425.41
S1	419.85	419.85	426.77	422.07
S2	411.77	411.77	425.62
S3	399.25	407.33	424.48
S4	386.73	394.81	421.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	429.62	416.79	12.83	3.0%	4.05	1.0%	76%	True	False	79,029,300
10	429.62	409.88	19.74	4.6%	3.93	0.9%	84%	True	False	85,217,920
20	429.62	408.87	20.75	4.9%	3.97	0.9%	85%	True	False	81,817,075
40	429.62	403.74	25.88	6.1%	3.98	0.9%	88%	True	False	79,647,975
60	429.62	383.71	45.91	10.8%	4.30	1.0%	93%	True	False	84,977,011
80	429.62	380.65	48.97	11.5%	4.59	1.1%	94%	True	False	87,715,682
100	429.62	380.65	48.97	11.5%	4.86	1.1%	94%	True	False	86,272,123
120	429.62	374.77	54.85	12.9%	5.06	1.2%	94%	True	False	85,660,000

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.84
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	444.54
2.618	438.81
1.618	435.30
1.000	433.13
0.618	431.79
HIGH	429.62
0.618	428.28
0.500	427.87
0.382	427.45
LOW	426.11
0.618	423.94
1.000	422.60
1.618	420.43
2.618	416.92
4.250	411.19

Fisher Pivots for day following 07-Jun-2023
Pivot	1 day	3 day
R1	427.87	427.81
PP	427.43	427.39
S1	426.99	426.97

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