SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Feb-2021

Day Change Summary
	Previous	Current
	02-Feb-2021	03-Feb-2021	Change	Change %	Previous Week
Open	379.65	382.43	2.78	0.7%	383.67
High	383.22	383.70	0.48	0.1%	385.85
Low	376.32	380.48	4.16	1.1%	368.27
Close	381.55	381.85	0.30	0.1%	370.07
Range	6.90	3.22	-3.68	-53.3%	17.58
ATR	5.51	5.35	-0.16	-3.0%	0.00
Volume	64,450,600	52,427,000	-12,023,600	-18.7%	457,381,304

Daily Pivots for day following 03-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	391.67	389.98	383.62
R3	388.45	386.76	382.74
R2	385.23	385.23	382.44
R1	383.54	383.54	382.15	382.78
PP	382.01	382.01	382.01	381.63
S1	380.32	380.32	381.55	379.56
S2	378.79	378.79	381.26
S3	375.57	377.10	380.96
S4	372.35	373.88	380.08

Weekly Pivots for week ending 29-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	427.47	416.35	379.74
R3	409.89	398.77	374.90
R2	392.31	392.31	373.29
R1	381.19	381.19	371.68	377.96
PP	374.73	374.73	374.73	373.12
S1	363.61	363.61	368.46	360.38
S2	357.15	357.15	366.85
S3	339.57	346.03	365.24
S4	321.99	328.45	360.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	383.70	368.27	15.43	4.0%	6.31	1.7%	88%	True	False	82,731,680
10	385.85	368.27	17.58	4.6%	5.24	1.4%	77%	False	False	75,016,920
20	385.85	368.27	17.58	4.6%	4.58	1.2%	77%	False	False	70,892,855
40	385.85	362.03	23.82	6.2%	4.32	1.1%	83%	False	False	67,647,243
60	385.85	347.65	38.20	10.0%	4.15	1.1%	90%	False	False	68,124,490
80	385.85	322.60	63.25	16.6%	4.51	1.2%	94%	False	False	71,112,811
100	385.85	319.80	66.05	17.3%	4.66	1.2%	94%	False	False	72,121,804
120	385.85	319.80	66.05	17.3%	4.68	1.2%	94%	False	False	71,330,066

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	1.20
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	397.39
2.618	392.13
1.618	388.91
1.000	386.92
0.618	385.69
HIGH	383.70
0.618	382.47
0.500	382.09
0.382	381.71
LOW	380.48
0.618	378.49
1.000	377.26
1.618	375.27
2.618	372.05
4.250	366.80

Fisher Pivots for day following 03-Feb-2021
Pivot	1 day	3 day
R1	382.09	380.25
PP	382.01	378.64
S1	381.93	377.04

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