SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Feb-2014

Day Change Summary
	Previous	Current
	06-Feb-2014	07-Feb-2014	Change	Change %	Previous Week
Open	175.58	178.31	2.73	1.6%	177.95
High	177.48	179.87	2.39	1.3%	179.87
Low	175.22	177.79	2.57	1.5%	173.71
Close	177.48	179.68	2.20	1.2%	179.68
Range	2.26	2.08	-0.18	-8.0%	6.16
ATR	1.97	2.00	0.03	1.5%	0.00
Volume	132,877,500	170,787,203	37,909,703	28.5%	887,744,328

Daily Pivots for day following 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	185.35	184.60	180.82
R3	183.27	182.52	180.25
R2	181.19	181.19	180.06
R1	180.44	180.44	179.87	180.82
PP	179.11	179.11	179.11	179.30
S1	178.36	178.36	179.49	178.74
S2	177.03	177.03	179.30
S3	174.95	176.28	179.11
S4	172.87	174.20	178.54

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	196.23	194.12	183.07
R3	190.07	187.96	181.37
R2	183.91	183.91	180.81
R1	181.80	181.80	180.24	182.86
PP	177.75	177.75	177.75	178.28
S1	175.64	175.64	179.12	176.70
S2	171.59	171.59	178.55
S3	165.43	169.48	177.99
S4	159.27	163.32	176.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	179.87	173.71	6.16	3.4%	2.49	1.4%	97%	True	False	177,548,865
10	179.87	173.71	6.16	3.4%	2.16	1.2%	97%	True	False	170,926,344
20	184.94	173.71	11.23	6.3%	1.87	1.0%	53%	False	False	141,796,407
40	184.94	173.71	11.23	6.3%	1.53	0.9%	53%	False	False	123,149,090
60	184.94	173.71	11.23	6.3%	1.40	0.8%	53%	False	False	113,733,611
80	184.94	169.47	15.47	8.6%	1.38	0.8%	66%	False	False	113,915,663
100	184.94	164.53	20.41	11.4%	1.41	0.8%	74%	False	False	116,976,730
120	184.94	163.05	21.89	12.2%	1.41	0.8%	76%	False	False	115,654,640

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	188.71
2.618	185.32
1.618	183.24
1.000	181.95
0.618	181.16
HIGH	179.87
0.618	179.08
0.500	178.83
0.382	178.58
LOW	177.79
0.618	176.50
1.000	175.71
1.618	174.42
2.618	172.34
4.250	168.95

Fisher Pivots for day following 07-Feb-2014
Pivot	1 day	3 day
R1	179.40	178.72
PP	179.11	177.75
S1	178.83	176.79

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