SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Feb-2020
Day Change Summary
Previous Current
04-Feb-2020 05-Feb-2020 Change Change % Previous Week
Open 328.07 332.27 4.20 1.3% 323.03
High 330.01 333.09 3.08 0.9% 328.63
Low 327.72 330.67 2.95 0.9% 320.73
Close 329.06 332.86 3.80 1.2% 321.73
Range 2.29 2.42 0.13 5.7% 7.90
ATR 3.40 3.44 0.05 1.3% 0.00
Volume 62,573,100 65,951,100 3,378,000 5.4% 391,274,404
Daily Pivots for day following 05-Feb-2020
Classic Woodie Camarilla DeMark
R4 339.47 338.58 334.19
R3 337.05 336.16 333.53
R2 334.63 334.63 333.30
R1 333.74 333.74 333.08 334.19
PP 332.21 332.21 332.21 332.43
S1 331.32 331.32 332.64 331.77
S2 329.79 329.79 332.42
S3 327.37 328.90 332.19
S4 324.95 326.48 331.53
Weekly Pivots for week ending 31-Jan-2020
Classic Woodie Camarilla DeMark
R4 347.40 342.46 326.08
R3 339.50 334.56 323.90
R2 331.60 331.60 323.18
R1 326.66 326.66 322.45 325.18
PP 323.70 323.70 323.70 322.96
S1 318.76 318.76 321.01 317.28
S2 315.80 315.80 320.28
S3 307.90 310.86 319.56
S4 300.00 302.96 317.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 333.09 320.73 12.36 3.7% 3.69 1.1% 98% True False 77,420,740
10 333.09 320.73 12.36 3.7% 3.53 1.1% 98% True False 72,858,210
20 333.09 320.73 12.36 3.7% 2.67 0.8% 98% True False 67,877,569
40 333.09 312.81 20.28 6.1% 2.27 0.7% 99% True False 64,836,585
60 333.09 307.03 26.06 7.8% 2.08 0.6% 99% True False 60,809,315
80 333.09 295.57 37.52 11.3% 2.00 0.6% 99% True False 58,563,305
100 333.09 284.82 48.27 14.5% 2.24 0.7% 100% True False 61,646,412
120 333.09 282.39 50.70 15.2% 2.37 0.7% 100% True False 62,752,331
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 343.38
2.618 339.43
1.618 337.01
1.000 335.51
0.618 334.59
HIGH 333.09
0.618 332.17
0.500 331.88
0.382 331.59
LOW 330.67
0.618 329.17
1.000 328.25
1.618 326.75
2.618 324.33
4.250 320.39
Fisher Pivots for day following 05-Feb-2020
Pivot 1 day 3 day
R1 332.53 331.29
PP 332.21 329.72
S1 331.88 328.16

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

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