SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Mar-2017

Day Change Summary
	Previous	Current
	01-Mar-2017	02-Mar-2017	Change	Change %	Previous Week
Open	238.39	239.56	1.17	0.5%	235.52
High	240.32	239.57	-0.75	-0.3%	236.90
Low	238.37	238.21	-0.16	-0.1%	235.41
Close	239.78	238.27	-1.51	-0.6%	236.74
Range	1.95	1.36	-0.59	-30.3%	1.49
ATR	1.51	1.51	0.00	0.3%	0.00
Volume	149,158,096	70,245,904	-78,912,192	-52.9%	308,058,604

Daily Pivots for day following 02-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	242.76	241.88	239.02
R3	241.40	240.52	238.64
R2	240.04	240.04	238.52
R1	239.16	239.16	238.39	238.92
PP	238.68	238.68	238.68	238.57
S1	237.80	237.80	238.15	237.56
S2	237.32	237.32	238.02
S3	235.96	236.44	237.90
S4	234.60	235.08	237.52

Weekly Pivots for week ending 24-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	240.82	240.27	237.56
R3	239.33	238.78	237.15
R2	237.84	237.84	237.01
R1	237.29	237.29	236.88	237.57
PP	236.35	236.35	236.35	236.49
S1	235.80	235.80	236.60	236.08
S2	234.86	234.86	236.47
S3	233.37	234.31	236.33
S4	231.88	232.82	235.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	240.32	235.41	4.91	2.1%	1.32	0.6%	58%	False	False	91,052,580
10	240.32	233.85	6.47	2.7%	1.23	0.5%	68%	False	False	84,286,640
20	240.32	226.82	13.50	5.7%	1.22	0.5%	85%	False	False	75,271,105
40	240.32	224.96	15.36	6.4%	1.25	0.5%	87%	False	False	74,389,527
60	240.32	220.42	19.90	8.4%	1.31	0.5%	90%	False	False	78,916,266
80	240.32	208.38	31.94	13.4%	1.37	0.6%	94%	False	False	83,095,351
100	240.32	208.38	31.94	13.4%	1.42	0.6%	94%	False	False	83,491,628
120	240.32	208.38	31.94	13.4%	1.52	0.6%	94%	False	False	88,391,699

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	0.11
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	245.35
2.618	243.13
1.618	241.77
1.000	240.93
0.618	240.41
HIGH	239.57
0.618	239.05
0.500	238.89
0.382	238.73
LOW	238.21
0.618	237.37
1.000	236.85
1.618	236.01
2.618	234.65
4.250	232.43

Fisher Pivots for day following 02-Mar-2017
Pivot	1 day	3 day
R1	238.89	238.24
PP	238.68	238.20
S1	238.48	238.17

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

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