SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Jun-2023

Day Change Summary
	Previous	Current
	15-Jun-2023	16-Jun-2023	Change	Change %	Previous Week
Open	436.33	443.02	6.69	1.5%	430.92
High	443.90	443.61	-0.29	-0.1%	443.90
Low	436.23	438.97	2.74	0.6%	430.17
Close	442.60	439.46	-3.14	-0.7%	439.46
Range	7.67	4.64	-3.03	-39.5%	13.73
ATR	4.54	4.55	0.01	0.2%	0.00
Volume	110,303,100	114,165,800	3,862,700	3.5%	497,237,300

Daily Pivots for day following 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	454.59	451.66	442.01
R3	449.95	447.03	440.74
R2	445.32	445.32	440.31
R1	442.39	442.39	439.89	441.53
PP	440.68	440.68	440.68	440.25
S1	437.75	437.75	439.03	436.90
S2	436.04	436.04	438.61
S3	431.40	433.11	438.18
S4	426.77	428.48	436.91

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	479.03	472.98	447.01
R3	465.30	459.25	443.24
R2	451.57	451.57	441.98
R1	445.52	445.52	440.72	448.55
PP	437.84	437.84	437.84	439.36
S1	431.79	431.79	438.20	434.82
S2	424.11	424.11	436.94
S3	410.38	418.06	435.68
S4	396.65	404.33	431.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	443.90	430.17	13.73	3.1%	4.84	1.1%	68%	False	False	99,447,460
10	443.90	425.82	18.08	4.1%	4.04	0.9%	75%	False	False	85,969,270
20	443.90	409.88	34.02	7.7%	4.09	0.9%	87%	False	False	87,396,930
40	443.90	403.74	40.16	9.1%	4.07	0.9%	89%	False	False	82,982,397
60	443.90	389.40	54.50	12.4%	4.05	0.9%	92%	False	False	80,667,918
80	443.90	380.65	63.25	14.4%	4.56	1.0%	93%	False	False	88,937,707
100	443.90	380.65	63.25	14.4%	4.77	1.1%	93%	False	False	87,233,674
120	443.90	376.42	67.48	15.4%	4.92	1.1%	93%	False	False	85,381,407

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	0.93
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	463.32
2.618	455.75
1.618	451.11
1.000	448.25
0.618	446.47
HIGH	443.61
0.618	441.84
0.500	441.29
0.382	440.74
LOW	438.97
0.618	436.10
1.000	434.33
1.618	431.47
2.618	426.83
4.250	419.26

Fisher Pivots for day following 16-Jun-2023
Pivot	1 day	3 day
R1	441.29	439.22
PP	440.68	438.98
S1	440.07	438.75

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