SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Feb-2022

Day Change Summary
	Previous	Current
	02-Feb-2022	03-Feb-2022	Change	Change %	Previous Week
Open	455.50	450.95	-4.55	-1.0%	432.03
High	458.12	452.97	-5.15	-1.1%	444.04
Low	453.05	445.71	-7.34	-1.6%	420.76
Close	457.35	446.60	-10.75	-2.4%	441.95
Range	5.07	7.26	2.19	43.2%	23.28
ATR	9.06	9.25	0.18	2.0%	0.00
Volume	117,360,900	118,024,400	663,500	0.6%	921,220,700

Daily Pivots for day following 03-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	470.21	465.66	450.59
R3	462.95	458.40	448.60
R2	455.69	455.69	447.93
R1	451.14	451.14	447.27	449.79
PP	448.43	448.43	448.43	447.75
S1	443.88	443.88	445.93	442.53
S2	441.17	441.17	445.27
S3	433.91	436.62	444.60
S4	426.65	429.36	442.61

Weekly Pivots for week ending 28-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	505.42	496.97	454.75
R3	482.14	473.69	448.35
R2	458.86	458.86	446.22
R1	450.41	450.41	444.08	454.64
PP	435.58	435.58	435.58	437.70
S1	427.13	427.13	439.82	431.36
S2	412.30	412.30	437.68
S3	389.02	403.85	435.55
S4	365.74	380.57	429.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	458.12	427.82	30.30	6.8%	8.73	2.0%	62%	False	False	135,049,860
10	458.12	420.76	37.36	8.4%	11.33	2.5%	69%	False	False	163,428,390
20	473.20	420.76	52.44	11.7%	9.31	2.1%	49%	False	False	129,809,900
40	479.98	420.76	59.22	13.3%	7.15	1.6%	44%	False	False	104,519,272
60	479.98	420.76	59.22	13.3%	6.68	1.5%	44%	False	False	96,475,736
80	479.98	420.76	59.22	13.3%	5.79	1.3%	44%	False	False	86,786,880
100	479.98	420.76	59.22	13.3%	5.72	1.3%	44%	False	False	88,843,591
120	479.98	420.76	59.22	13.3%	5.32	1.2%	44%	False	False	84,670,025

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	3.71
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	483.83
2.618	471.98
1.618	464.72
1.000	460.23
0.618	457.46
HIGH	452.97
0.618	450.20
0.500	449.34
0.382	448.48
LOW	445.71
0.618	441.22
1.000	438.45
1.618	433.96
2.618	426.70
4.250	414.86

Fisher Pivots for day following 03-Feb-2022
Pivot	1 day	3 day
R1	449.34	451.92
PP	448.43	450.14
S1	447.51	448.37

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