SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Feb-2023

Day Change Summary
	Previous	Current
	01-Feb-2023	02-Feb-2023	Change	Change %	Previous Week
Open	405.21	414.86	9.65	2.4%	396.72
High	413.67	418.31	4.64	1.1%	408.16
Low	402.35	412.88	10.53	2.6%	393.56
Close	410.80	416.78	5.98	1.5%	405.68
Range	11.32	5.43	-5.89	-52.0%	14.60
ATR	6.40	6.48	0.08	1.2%	0.00
Volume	101,459,100	101,654,400	195,300	0.2%	369,137,400

Daily Pivots for day following 02-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	432.28	429.96	419.77
R3	426.85	424.53	418.27
R2	421.42	421.42	417.78
R1	419.10	419.10	417.28	420.26
PP	415.99	415.99	415.99	416.57
S1	413.67	413.67	416.28	414.83
S2	410.56	410.56	415.78
S3	405.13	408.24	415.29
S4	399.70	402.81	413.79

Weekly Pivots for week ending 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	446.27	440.57	413.71
R3	431.67	425.97	409.70
R2	417.07	417.07	408.36
R1	411.37	411.37	407.02	414.22
PP	402.47	402.47	402.47	403.89
S1	396.77	396.77	404.34	399.62
S2	387.87	387.87	403.00
S3	373.27	382.17	401.67
S4	358.67	367.57	397.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	418.31	400.28	18.03	4.3%	6.42	1.5%	92%	True	False	86,494,660
10	418.31	388.38	29.93	7.2%	6.22	1.5%	95%	True	False	82,507,090
20	418.31	378.76	39.55	9.5%	5.87	1.4%	96%	True	False	80,888,885
40	418.31	374.77	43.54	10.4%	6.06	1.5%	96%	True	False	81,887,617
60	418.31	373.61	44.70	10.7%	5.97	1.4%	97%	True	False	80,960,768
80	418.31	348.11	70.20	16.8%	6.58	1.6%	98%	True	False	85,172,903
100	418.31	348.11	70.20	16.8%	6.83	1.6%	98%	True	False	88,007,856
120	431.73	348.11	83.62	20.1%	6.71	1.6%	82%	False	False	84,974,861

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	1.59
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	441.39
2.618	432.53
1.618	427.10
1.000	423.74
0.618	421.67
HIGH	418.31
0.618	416.24
0.500	415.60
0.382	414.95
LOW	412.88
0.618	409.52
1.000	407.45
1.618	404.09
2.618	398.66
4.250	389.80

Fisher Pivots for day following 02-Feb-2023
Pivot	1 day	3 day
R1	416.39	414.37
PP	415.99	411.95
S1	415.60	409.54

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