SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Apr-2015

Day Change Summary
	Previous	Current
	01-Apr-2015	02-Apr-2015	Change	Change %	Previous Week
Open	206.39	205.62	-0.77	-0.4%	210.42
High	206.42	206.98	0.56	0.3%	211.11
Low	204.51	205.40	0.89	0.4%	204.12
Close	205.70	206.44	0.74	0.4%	205.74
Range	1.91	1.58	-0.33	-17.3%	6.99
ATR	2.12	2.08	-0.04	-1.8%	0.00
Volume	137,303,391	86,900,305	-50,403,086	-36.7%	581,117,484

Daily Pivots for day following 02-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	211.01	210.31	207.31
R3	209.43	208.73	206.87
R2	207.85	207.85	206.73
R1	207.15	207.15	206.58	207.50
PP	206.27	206.27	206.27	206.45
S1	205.57	205.57	206.30	205.92
S2	204.69	204.69	206.15
S3	203.11	203.99	206.01
S4	201.53	202.41	205.57

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	227.96	223.84	209.58
R3	220.97	216.85	207.66
R2	213.98	213.98	207.02
R1	209.86	209.86	206.38	208.43
PP	206.99	206.99	206.99	206.27
S1	202.87	202.87	205.10	201.44
S2	200.00	200.00	204.46
S3	193.01	195.88	203.82
S4	186.02	188.89	201.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	208.61	204.51	4.10	2.0%	1.59	0.8%	47%	False	False	113,218,320
10	211.11	204.12	6.99	3.4%	1.81	0.9%	33%	False	False	120,598,520
20	211.27	204.12	7.15	3.5%	2.04	1.0%	32%	False	False	129,246,931
40	212.24	204.12	8.12	3.9%	1.75	0.8%	29%	False	False	111,353,410
60	212.24	197.86	14.38	7.0%	2.12	1.0%	60%	False	False	125,983,631
80	212.97	197.86	15.11	7.3%	2.26	1.1%	57%	False	False	133,425,878
100	212.97	197.86	15.11	7.3%	2.03	1.0%	57%	False	False	122,891,891
120	212.97	181.92	31.05	15.0%	2.10	1.0%	79%	False	False	129,263,506

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	0.37
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	213.70
2.618	211.12
1.618	209.54
1.000	208.56
0.618	207.96
HIGH	206.98
0.618	206.38
0.500	206.19
0.382	206.00
LOW	205.40
0.618	204.42
1.000	203.82
1.618	202.84
2.618	201.26
4.250	198.69

Fisher Pivots for day following 02-Apr-2015
Pivot	1 day	3 day
R1	206.36	206.40
PP	206.27	206.35
S1	206.19	206.31

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

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