SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Feb-2017
Day Change Summary
Previous Current
02-Feb-2017 03-Feb-2017 Change Change % Previous Week
Open 227.20 228.82 1.62 0.7% 228.17
High 228.10 229.55 1.45 0.6% 229.55
Low 226.82 228.46 1.64 0.7% 226.32
Close 227.77 229.34 1.57 0.7% 229.34
Range 1.28 1.09 -0.19 -14.8% 3.23
ATR 1.48 1.50 0.02 1.5% 0.00
Volume 69,657,504 80,563,104 10,905,600 15.7% 384,956,208
Daily Pivots for day following 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 232.39 231.95 229.94
R3 231.30 230.86 229.64
R2 230.21 230.21 229.54
R1 229.77 229.77 229.44 229.99
PP 229.12 229.12 229.12 229.23
S1 228.68 228.68 229.24 228.90
S2 228.03 228.03 229.14
S3 226.94 227.59 229.04
S4 225.85 226.50 228.74
Weekly Pivots for week ending 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 238.09 236.95 231.12
R3 234.86 233.72 230.23
R2 231.63 231.63 229.93
R1 230.49 230.49 229.64 231.06
PP 228.40 228.40 228.40 228.69
S1 227.26 227.26 229.04 227.83
S2 225.17 225.17 228.75
S3 221.94 224.03 228.45
S4 218.71 220.80 227.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 229.55 226.32 3.23 1.4% 1.42 0.6% 93% True False 76,991,241
10 229.71 225.27 4.44 1.9% 1.30 0.6% 92% False False 75,969,250
20 229.71 224.96 4.75 2.1% 1.29 0.6% 92% False False 73,162,810
40 229.71 221.38 8.33 3.6% 1.36 0.6% 96% False False 81,301,484
60 229.71 212.34 17.37 7.6% 1.40 0.6% 98% False False 84,558,496
80 229.71 208.38 21.33 9.3% 1.46 0.6% 98% False False 85,653,977
100 229.71 208.38 21.33 9.3% 1.52 0.7% 98% False False 88,621,345
120 229.71 208.38 21.33 9.3% 1.51 0.7% 98% False False 87,791,725
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 0.30
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 234.18
2.618 232.40
1.618 231.31
1.000 230.64
0.618 230.22
HIGH 229.55
0.618 229.13
0.500 229.01
0.382 228.88
LOW 228.46
0.618 227.79
1.000 227.37
1.618 226.70
2.618 225.61
4.250 223.83
Fisher Pivots for day following 03-Feb-2017
Pivot 1 day 3 day
R1 229.23 228.96
PP 229.12 228.57
S1 229.01 228.19

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

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