SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Jun-2023

Day Change Summary
	Previous	Current
	23-Jun-2023	26-Jun-2023	Change	Change %	Previous Week
Open	432.93	432.62	-0.31	-0.1%	437.45
High	435.06	434.61	-0.45	-0.1%	438.37
Low	432.47	431.19	-1.28	-0.3%	432.47
Close	433.21	431.44	-1.77	-0.4%	433.21
Range	2.59	3.42	0.83	32.0%	5.90
ATR	4.30	4.24	-0.06	-1.5%	0.00
Volume	92,074,500	72,823,500	-19,251,000	-20.9%	315,854,100

Daily Pivots for day following 26-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	442.67	440.48	433.32
R3	439.25	437.06	432.38
R2	435.83	435.83	432.07
R1	433.64	433.64	431.75	433.03
PP	432.41	432.41	432.41	432.11
S1	430.22	430.22	431.13	429.61
S2	428.99	428.99	430.81
S3	425.57	426.80	430.50
S4	422.15	423.38	429.56

Weekly Pivots for week ending 23-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	452.38	448.70	436.46
R3	446.48	442.80	434.83
R2	440.58	440.58	434.29
R1	436.90	436.90	433.75	435.79
PP	434.68	434.68	434.68	434.13
S1	431.00	431.00	432.67	429.89
S2	428.78	428.78	432.13
S3	422.88	425.10	431.59
S4	416.98	419.20	429.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	438.37	431.19	7.18	1.7%	3.01	0.7%	3%	False	True	77,735,520
10	443.90	430.17	13.73	3.2%	3.92	0.9%	9%	False	False	88,591,490
20	443.90	415.25	28.65	6.6%	3.94	0.9%	57%	False	False	85,275,945
40	443.90	403.74	40.16	9.3%	3.94	0.9%	69%	False	False	82,475,052
60	443.90	401.76	42.14	9.8%	3.89	0.9%	70%	False	False	79,787,525
80	443.90	380.65	63.25	14.7%	4.49	1.0%	80%	False	False	87,783,342
100	443.90	380.65	63.25	14.7%	4.65	1.1%	80%	False	False	87,255,976
120	443.90	377.83	66.07	15.3%	4.83	1.1%	81%	False	False	85,842,055

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.82
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	449.15
2.618	443.56
1.618	440.14
1.000	438.03
0.618	436.72
HIGH	434.61
0.618	433.30
0.500	432.90
0.382	432.50
LOW	431.19
0.618	429.08
1.000	427.77
1.618	425.66
2.618	422.24
4.250	416.66

Fisher Pivots for day following 26-Jun-2023
Pivot	1 day	3 day
R1	432.90	433.91
PP	432.41	433.08
S1	431.93	432.26

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