SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Jul-2023

Day Change Summary
	Previous	Current
	05-Jul-2023	06-Jul-2023	Change	Change %	Previous Week
Open	441.91	439.42	-2.49	-0.6%	432.62
High	443.89	440.10	-3.79	-0.9%	444.30
Low	441.90	437.06	-4.84	-1.1%	431.19
Close	443.13	439.66	-3.47	-0.8%	443.28
Range	1.99	3.04	1.05	52.8%	13.11
ATR	3.92	4.07	0.15	3.9%	0.00
Volume	58,418,400	80,658,300	22,239,900	38.1%	394,119,400

Daily Pivots for day following 06-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	448.06	446.90	441.33
R3	445.02	443.86	440.50
R2	441.98	441.98	440.22
R1	440.82	440.82	439.94	441.40
PP	438.94	438.94	438.94	439.23
S1	437.78	437.78	439.38	438.36
S2	435.90	435.90	439.10
S3	432.86	434.74	438.82
S4	429.82	431.70	437.99

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	478.92	474.21	450.49
R3	465.81	461.10	446.89
R2	452.70	452.70	445.68
R1	447.99	447.99	444.48	450.35
PP	439.59	439.59	439.59	440.77
S1	434.88	434.88	442.08	437.24
S2	426.48	426.48	440.88
S3	413.37	421.77	439.67
S4	400.26	408.66	436.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	444.30	435.54	8.76	2.0%	2.48	0.6%	47%	False	False	68,943,260
10	444.30	431.19	13.11	3.0%	2.94	0.7%	65%	False	False	72,870,100
20	444.30	425.82	18.48	4.2%	3.50	0.8%	75%	False	False	80,602,700
40	444.30	408.87	35.43	8.1%	3.68	0.8%	87%	False	False	80,306,060
60	444.30	403.74	40.56	9.2%	3.80	0.9%	89%	False	False	79,531,628
80	444.30	380.65	63.65	14.5%	4.18	1.0%	93%	False	False	84,788,642
100	444.30	380.65	63.65	14.5%	4.37	1.0%	93%	False	False	86,147,051
120	444.30	380.65	63.65	14.5%	4.65	1.1%	93%	False	False	85,367,089

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	0.51
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	453.02
2.618	448.06
1.618	445.02
1.000	443.14
0.618	441.98
HIGH	440.10
0.618	438.94
0.500	438.58
0.382	438.22
LOW	437.06
0.618	435.18
1.000	434.02
1.618	432.14
2.618	429.10
4.250	424.14

Fisher Pivots for day following 06-Jul-2023
Pivot	1 day	3 day
R1	439.30	440.57
PP	438.94	440.27
S1	438.58	439.96

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