SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Feb-2017

Day Change Summary
	Previous	Current
	03-Feb-2017	06-Feb-2017	Change	Change %	Previous Week
Open	228.82	228.87	0.05	0.0%	228.17
High	229.55	229.33	-0.22	-0.1%	229.55
Low	228.46	228.54	0.08	0.0%	226.32
Close	229.34	228.93	-0.41	-0.2%	229.34
Range	1.09	0.79	-0.30	-27.5%	3.23
ATR	1.50	1.45	-0.05	-3.3%	0.00
Volume	80,563,104	57,790,100	-22,773,004	-28.3%	384,956,208

Daily Pivots for day following 06-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	231.30	230.91	229.36
R3	230.51	230.12	229.15
R2	229.72	229.72	229.07
R1	229.33	229.33	229.00	229.53
PP	228.93	228.93	228.93	229.03
S1	228.54	228.54	228.86	228.74
S2	228.14	228.14	228.79
S3	227.35	227.75	228.71
S4	226.56	226.96	228.50

Weekly Pivots for week ending 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	238.09	236.95	231.12
R3	234.86	233.72	230.23
R2	231.63	231.63	229.93
R1	230.49	230.49	229.64	231.06
PP	228.40	228.40	228.40	228.69
S1	227.26	227.26	229.04	227.83
S2	225.17	225.17	228.75
S3	221.94	224.03	228.45
S4	218.71	220.80	227.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	229.55	226.32	3.23	1.4%	1.22	0.5%	81%	False	False	72,601,821
10	229.71	226.27	3.44	1.5%	1.23	0.5%	77%	False	False	74,242,100
20	229.71	224.96	4.75	2.1%	1.24	0.5%	84%	False	False	72,474,320
40	229.71	222.73	6.98	3.0%	1.30	0.6%	89%	False	False	79,977,787
60	229.71	212.34	17.37	7.6%	1.38	0.6%	96%	False	False	83,742,129
80	229.71	208.38	21.33	9.3%	1.43	0.6%	96%	False	False	84,746,762
100	229.71	208.38	21.33	9.3%	1.50	0.7%	96%	False	False	87,371,554
120	229.71	208.38	21.33	9.3%	1.51	0.7%	96%	False	False	87,858,198

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	232.69
2.618	231.40
1.618	230.61
1.000	230.12
0.618	229.82
HIGH	229.33
0.618	229.03
0.500	228.94
0.382	228.84
LOW	228.54
0.618	228.05
1.000	227.75
1.618	227.26
2.618	226.47
4.250	225.18

Fisher Pivots for day following 06-Feb-2017
Pivot	1 day	3 day
R1	228.94	228.68
PP	228.93	228.43
S1	228.93	228.19

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