SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Apr-2016

Day Change Summary
	Previous	Current
	06-Apr-2016	07-Apr-2016	Change	Change %	Previous Week
Open	204.29	205.14	0.85	0.4%	203.61
High	206.49	205.56	-0.93	-0.5%	207.14
Low	203.98	203.09	-0.89	-0.4%	202.40
Close	206.42	203.95	-2.47	-1.2%	206.92
Range	2.51	2.47	-0.04	-1.6%	4.74
ATR	2.17	2.25	0.08	3.8%	0.00
Volume	91,839,696	113,859,104	22,019,408	24.0%	450,703,692

Daily Pivots for day following 07-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	211.61	210.25	205.31
R3	209.14	207.78	204.63
R2	206.67	206.67	204.40
R1	205.31	205.31	204.18	204.76
PP	204.20	204.20	204.20	203.92
S1	202.84	202.84	203.72	202.29
S2	201.73	201.73	203.50
S3	199.26	200.37	203.27
S4	196.79	197.90	202.59

Weekly Pivots for week ending 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	219.71	218.05	209.53
R3	214.97	213.31	208.22
R2	210.23	210.23	207.79
R1	208.57	208.57	207.35	209.40
PP	205.49	205.49	205.49	205.90
S1	203.83	203.83	206.49	204.66
S2	200.75	200.75	206.05
S3	196.01	199.09	205.62
S4	191.27	194.35	204.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	207.14	203.09	4.05	2.0%	2.34	1.1%	21%	False	True	96,656,239
10	207.14	201.74	5.40	2.6%	1.95	1.0%	41%	False	False	90,392,228
20	207.14	197.38	9.76	4.8%	1.95	1.0%	67%	False	False	100,945,574
40	207.14	181.09	26.05	12.8%	2.13	1.0%	88%	False	False	112,681,877
60	207.14	181.02	26.12	12.8%	2.69	1.3%	88%	False	False	139,062,580
80	208.48	181.02	27.46	13.5%	2.65	1.3%	84%	False	False	141,447,218
100	211.00	181.02	29.98	14.7%	2.58	1.3%	76%	False	False	135,482,527
120	211.66	181.02	30.64	15.0%	2.46	1.2%	75%	False	False	130,159,478

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	0.41
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	216.06
2.618	212.03
1.618	209.56
1.000	208.03
0.618	207.09
HIGH	205.56
0.618	204.62
0.500	204.33
0.382	204.03
LOW	203.09
0.618	201.56
1.000	200.62
1.618	199.09
2.618	196.62
4.250	192.59

Fisher Pivots for day following 07-Apr-2016
Pivot	1 day	3 day
R1	204.33	204.79
PP	204.20	204.51
S1	204.08	204.23

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

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