SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Feb-2015
Day Change Summary
Previous Current
05-Feb-2015 06-Feb-2015 Change Change % Previous Week
Open 204.86 206.56 1.70 0.8% 200.15
High 206.30 207.24 0.94 0.5% 207.24
Low 204.77 204.92 0.15 0.1% 197.86
Close 206.12 205.55 -0.57 -0.3% 205.55
Range 1.53 2.32 0.79 51.6% 9.38
ATR 2.93 2.88 -0.04 -1.5% 0.00
Volume 97,953,109 125,672,000 27,718,891 28.3% 645,251,726
Daily Pivots for day following 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 212.86 211.53 206.83
R3 210.54 209.21 206.19
R2 208.22 208.22 205.98
R1 206.89 206.89 205.76 206.40
PP 205.90 205.90 205.90 205.66
S1 204.57 204.57 205.34 204.08
S2 203.58 203.58 205.12
S3 201.26 202.25 204.91
S4 198.94 199.93 204.27
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 231.69 228.00 210.71
R3 222.31 218.62 208.13
R2 212.93 212.93 207.27
R1 209.24 209.24 206.41 211.09
PP 203.55 203.55 203.55 204.47
S1 199.86 199.86 204.69 201.71
S2 194.17 194.17 203.83
S3 184.79 190.48 202.97
S4 175.41 181.10 200.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 207.24 197.86 9.38 4.6% 2.44 1.2% 82% True False 129,050,345
10 207.24 197.86 9.38 4.6% 2.73 1.3% 82% True False 141,113,510
20 207.24 197.86 9.38 4.6% 2.87 1.4% 82% True False 152,797,108
40 212.97 197.86 15.11 7.4% 2.75 1.3% 51% False False 155,244,773
60 212.97 197.86 15.11 7.4% 2.26 1.1% 51% False False 131,713,654
80 212.97 181.92 31.05 15.1% 2.23 1.1% 76% False False 135,353,271
100 212.97 181.92 31.05 15.1% 2.26 1.1% 76% False False 136,962,064
120 212.97 181.92 31.05 15.1% 2.08 1.0% 76% False False 126,072,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.87
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 217.10
2.618 213.31
1.618 210.99
1.000 209.56
0.618 208.67
HIGH 207.24
0.618 206.35
0.500 206.08
0.382 205.81
LOW 204.92
0.618 203.49
1.000 202.60
1.618 201.17
2.618 198.85
4.250 195.06
Fisher Pivots for day following 06-Feb-2015
Pivot 1 day 3 day
R1 206.08 205.49
PP 205.90 205.43
S1 205.73 205.38

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

View Archives - Comment on this page... - Back to Index of Symbols