SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Jan-2018

Day Change Summary
	Previous	Current
	29-Jan-2018	30-Jan-2018	Change	Change %	Previous Week
Open	285.93	282.60	-3.33	-1.2%	280.17
High	286.43	284.74	-1.69	-0.6%	286.63
Low	284.50	281.22	-3.28	-1.2%	280.11
Close	284.68	281.76	-2.92	-1.0%	286.58
Range	1.93	3.52	1.59	82.4%	6.52
ATR	1.97	2.08	0.11	5.7%	0.00
Volume	90,118,304	131,796,400	41,678,096	46.2%	515,553,600

Daily Pivots for day following 30-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	293.13	290.97	283.70
R3	289.61	287.45	282.73
R2	286.09	286.09	282.41
R1	283.93	283.93	282.08	283.25
PP	282.57	282.57	282.57	282.24
S1	280.41	280.41	281.44	279.73
S2	279.05	279.05	281.11
S3	275.53	276.89	280.79
S4	272.01	273.37	279.82

Weekly Pivots for week ending 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	304.00	301.81	290.17
R3	297.48	295.29	288.37
R2	290.96	290.96	287.78
R1	288.77	288.77	287.18	289.87
PP	284.44	284.44	284.44	284.99
S1	282.25	282.25	285.98	283.35
S2	277.92	277.92	285.38
S3	271.40	275.73	284.79
S4	264.88	269.21	282.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	286.63	281.22	5.41	1.9%	2.57	0.9%	10%	False	True	109,812,240
10	286.63	276.97	9.66	3.4%	2.24	0.8%	50%	False	False	109,237,520
20	286.63	267.40	19.23	6.8%	2.00	0.7%	75%	False	False	93,857,070
40	286.63	260.76	25.87	9.2%	1.72	0.6%	81%	False	False	89,809,080
60	286.63	255.63	31.00	11.0%	1.57	0.6%	84%	False	False	81,729,678
80	286.63	253.20	33.43	11.9%	1.45	0.5%	85%	False	False	76,210,251
100	286.63	246.30	40.33	14.3%	1.34	0.5%	88%	False	False	73,536,886
120	286.63	241.83	44.80	15.9%	1.38	0.5%	89%	False	False	73,541,547

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.55
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	299.70
2.618	293.96
1.618	290.44
1.000	288.26
0.618	286.92
HIGH	284.74
0.618	283.40
0.500	282.98
0.382	282.56
LOW	281.22
0.618	279.04
1.000	277.70
1.618	275.52
2.618	272.00
4.250	266.26

Fisher Pivots for day following 30-Jan-2018
Pivot	1 day	3 day
R1	282.98	283.93
PP	282.57	283.20
S1	282.17	282.48

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