SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Apr-2016

Day Change Summary
	Previous	Current
	21-Apr-2016	22-Apr-2016	Change	Change %	Previous Week
Open	210.12	208.55	-1.57	-0.7%	207.14
High	210.25	209.29	-0.96	-0.5%	210.92
Low	208.65	207.91	-0.74	-0.4%	207.00
Close	208.97	208.97	0.00	0.0%	208.97
Range	1.60	1.38	-0.22	-13.8%	3.92
ATR	1.95	1.91	-0.04	-2.1%	0.00
Volume	85,694,896	99,251,696	13,556,800	15.8%	436,893,688

Daily Pivots for day following 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	212.86	212.30	209.73
R3	211.48	210.92	209.35
R2	210.10	210.10	209.22
R1	209.54	209.54	209.10	209.82
PP	208.72	208.72	208.72	208.87
S1	208.16	208.16	208.84	208.44
S2	207.34	207.34	208.72
S3	205.96	206.78	208.59
S4	204.58	205.40	208.21

Weekly Pivots for week ending 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	220.72	218.77	211.13
R3	216.80	214.85	210.05
R2	212.88	212.88	209.69
R1	210.93	210.93	209.33	211.91
PP	208.96	208.96	208.96	209.45
S1	207.01	207.01	208.61	207.99
S2	205.04	205.04	208.25
S3	201.12	203.09	207.89
S4	197.20	199.17	206.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	210.92	207.00	3.92	1.9%	1.61	0.8%	50%	False	False	87,378,737
10	210.92	203.70	7.22	3.5%	1.58	0.8%	73%	False	False	87,331,248
20	210.92	202.40	8.52	4.1%	1.79	0.9%	77%	False	False	89,395,723
40	210.92	193.33	17.59	8.4%	1.90	0.9%	89%	False	False	100,767,281
60	210.92	181.09	29.83	14.3%	2.23	1.1%	93%	False	False	117,499,886
80	210.92	181.02	29.90	14.3%	2.53	1.2%	93%	False	False	133,493,126
100	211.00	181.02	29.98	14.3%	2.56	1.2%	93%	False	False	134,463,218
120	211.66	181.02	30.64	14.7%	2.44	1.2%	91%	False	False	128,241,943

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 3 trading days

Fibonacci Retracements and Extensions
4.250	215.16
2.618	212.90
1.618	211.52
1.000	210.67
0.618	210.14
HIGH	209.29
0.618	208.76
0.500	208.60
0.382	208.44
LOW	207.91
0.618	207.06
1.000	206.53
1.618	205.68
2.618	204.30
4.250	202.05

Fisher Pivots for day following 22-Apr-2016
Pivot	1 day	3 day
R1	208.85	209.42
PP	208.72	209.27
S1	208.60	209.12

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

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