SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Feb-2020
Day Change Summary
Previous Current
03-Feb-2020 04-Feb-2020 Change Change % Previous Week
Open 323.35 328.07 4.72 1.5% 323.03
High 326.16 330.01 3.85 1.2% 328.63
Low 323.22 327.72 4.50 1.4% 320.73
Close 324.12 329.06 4.94 1.5% 321.73
Range 2.94 2.29 -0.65 -22.1% 7.90
ATR 3.20 3.40 0.19 6.0% 0.00
Volume 69,242,200 62,573,100 -6,669,100 -9.6% 391,274,404
Daily Pivots for day following 04-Feb-2020
Classic Woodie Camarilla DeMark
R4 335.80 334.72 330.32
R3 333.51 332.43 329.69
R2 331.22 331.22 329.48
R1 330.14 330.14 329.27 330.68
PP 328.93 328.93 328.93 329.20
S1 327.85 327.85 328.85 328.39
S2 326.64 326.64 328.64
S3 324.35 325.56 328.43
S4 322.06 323.27 327.80
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
5 330.01 320.73 9.28 2.8% 3.65 1.1% 90% True False 75,038,680
10 332.95 320.73 12.22 3.7% 3.47 1.1% 68% False False 71,154,580
20 332.95 320.73 12.22 3.7% 2.61 0.8% 68% False False 66,719,999
40 332.95 312.81 20.14 6.1% 2.24 0.7% 81% False False 64,411,725
60 332.95 307.03 25.92 7.9% 2.07 0.6% 85% False False 60,614,666
80 332.95 291.00 41.95 12.7% 2.01 0.6% 91% False False 58,454,615
100 332.95 284.82 48.13 14.6% 2.23 0.7% 92% False False 61,715,988
120 332.95 282.39 50.56 15.4% 2.42 0.7% 92% False False 63,332,921
Crabel Price Patterns
NR True
NR4 True
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 0.56
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 339.74
2.618 336.01
1.618 333.72
1.000 332.30
0.618 331.43
HIGH 330.01
0.618 329.14
0.500 328.87
0.382 328.59
LOW 327.72
0.618 326.30
1.000 325.43
1.618 324.01
2.618 321.72
4.250 317.99
Fisher Pivots for day following 04-Feb-2020
Pivot 1 day 3 day
R1 329.00 327.83
PP 328.93 326.60
S1 328.87 325.37

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

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