SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Feb-2015
Day Change Summary
Previous Current
03-Feb-2015 04-Feb-2015 Change Change % Previous Week
Open 203.00 203.83 0.83 0.4% 204.71
High 204.85 205.38 0.53 0.3% 205.56
Low 202.55 203.51 0.96 0.5% 198.68
Close 204.84 204.06 -0.78 -0.4% 199.45
Range 2.30 1.87 -0.43 -18.7% 6.88
ATR 3.06 2.98 -0.09 -2.8% 0.00
Volume 124,212,898 134,306,703 10,093,805 8.1% 765,883,383
Daily Pivots for day following 04-Feb-2015
Classic Woodie Camarilla DeMark
R4 209.93 208.86 205.09
R3 208.06 206.99 204.57
R2 206.19 206.19 204.40
R1 205.12 205.12 204.23 205.66
PP 204.32 204.32 204.32 204.58
S1 203.25 203.25 203.89 203.79
S2 202.45 202.45 203.72
S3 200.58 201.38 203.55
S4 198.71 199.51 203.03
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 221.87 217.54 203.23
R3 214.99 210.66 201.34
R2 208.11 208.11 200.71
R1 203.78 203.78 200.08 202.51
PP 201.23 201.23 201.23 200.59
S1 196.90 196.90 198.82 195.63
S2 194.35 194.35 198.19
S3 187.47 190.02 197.56
S4 180.59 183.14 195.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 205.38 197.86 7.52 3.7% 3.00 1.5% 82% True False 158,588,264
10 206.26 197.86 8.40 4.1% 2.87 1.4% 74% False False 147,938,272
20 206.42 197.86 8.56 4.2% 2.87 1.4% 72% False False 155,244,072
40 212.97 197.86 15.11 7.4% 2.78 1.4% 41% False False 155,498,345
60 212.97 197.86 15.11 7.4% 2.22 1.1% 41% False False 130,584,212
80 212.97 181.92 31.05 15.2% 2.27 1.1% 71% False False 138,218,554
100 212.97 181.92 31.05 15.2% 2.25 1.1% 71% False False 136,664,611
120 212.97 181.92 31.05 15.2% 2.07 1.0% 71% False False 125,853,135
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.99
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 213.33
2.618 210.28
1.618 208.41
1.000 207.25
0.618 206.54
HIGH 205.38
0.618 204.67
0.500 204.45
0.382 204.22
LOW 203.51
0.618 202.35
1.000 201.64
1.618 200.48
2.618 198.61
4.250 195.56
Fisher Pivots for day following 04-Feb-2015
Pivot 1 day 3 day
R1 204.45 203.25
PP 204.32 202.43
S1 204.19 201.62

These figures are updated between 7pm and 10pm EST after a trading day.

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