SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Feb-2015
Day Change Summary
Previous Current
04-Feb-2015 05-Feb-2015 Change Change % Previous Week
Open 203.83 204.86 1.03 0.5% 204.71
High 205.38 206.30 0.92 0.4% 205.56
Low 203.51 204.77 1.26 0.6% 198.68
Close 204.06 206.12 2.06 1.0% 199.45
Range 1.87 1.53 -0.34 -18.2% 6.88
ATR 2.98 2.93 -0.05 -1.8% 0.00
Volume 134,306,703 97,953,109 -36,353,594 -27.1% 765,883,383
Daily Pivots for day following 05-Feb-2015
Classic Woodie Camarilla DeMark
R4 210.32 209.75 206.96
R3 208.79 208.22 206.54
R2 207.26 207.26 206.40
R1 206.69 206.69 206.26 206.98
PP 205.73 205.73 205.73 205.87
S1 205.16 205.16 205.98 205.45
S2 204.20 204.20 205.84
S3 202.67 203.63 205.70
S4 201.14 202.10 205.28
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
5 206.30 197.86 8.44 4.1% 2.58 1.3% 98% True False 143,461,804
10 206.30 197.86 8.44 4.1% 2.63 1.3% 98% True False 140,297,982
20 206.42 197.86 8.56 4.2% 2.86 1.4% 96% False False 153,874,392
40 212.97 197.86 15.11 7.3% 2.76 1.3% 55% False False 155,232,470
60 212.97 197.86 15.11 7.3% 2.23 1.1% 55% False False 130,724,435
80 212.97 181.92 31.05 15.1% 2.25 1.1% 78% False False 136,669,106
100 212.97 181.92 31.05 15.1% 2.25 1.1% 78% False False 136,469,358
120 212.97 181.92 31.05 15.1% 2.08 1.0% 78% False False 126,191,321
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 0.83
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 212.80
2.618 210.31
1.618 208.78
1.000 207.83
0.618 207.25
HIGH 206.30
0.618 205.72
0.500 205.54
0.382 205.35
LOW 204.77
0.618 203.82
1.000 203.24
1.618 202.29
2.618 200.76
4.250 198.27
Fisher Pivots for day following 05-Feb-2015
Pivot 1 day 3 day
R1 205.93 205.56
PP 205.73 204.99
S1 205.54 204.43

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

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