SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Mar-2017

Day Change Summary
	Previous	Current
	09-Mar-2017	10-Mar-2017	Change	Change %	Previous Week
Open	236.70	237.97	1.27	0.5%	237.50
High	237.24	238.02	0.78	0.3%	238.12
Low	235.74	236.59	0.85	0.4%	235.74
Close	236.86	237.69	0.83	0.4%	237.69
Range	1.50	1.43	-0.07	-4.7%	2.38
ATR	1.42	1.42	0.00	0.0%	0.00
Volume	90,683,904	81,991,600	-8,692,304	-9.6%	371,339,408

Daily Pivots for day following 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	241.72	241.14	238.48
R3	240.29	239.71	238.08
R2	238.86	238.86	237.95
R1	238.28	238.28	237.82	237.86
PP	237.43	237.43	237.43	237.22
S1	236.85	236.85	237.56	236.43
S2	236.00	236.00	237.43
S3	234.57	235.42	237.30
S4	233.14	233.99	236.90

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	244.32	243.39	239.00
R3	241.94	241.01	238.34
R2	239.56	239.56	238.13
R1	238.63	238.63	237.91	239.10
PP	237.18	237.18	237.18	237.42
S1	236.25	236.25	237.47	236.72
S2	234.80	234.80	237.25
S3	232.42	233.87	237.04
S4	230.04	231.49	236.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	238.12	235.74	2.38	1.0%	1.26	0.5%	82%	False	False	74,267,881
10	240.32	235.74	4.58	1.9%	1.24	0.5%	43%	False	False	82,619,501
20	240.32	230.62	9.70	4.1%	1.25	0.5%	73%	False	False	78,763,630
40	240.32	224.96	15.36	6.5%	1.24	0.5%	83%	False	False	75,371,250
60	240.32	222.73	17.59	7.4%	1.28	0.5%	85%	False	False	77,668,341
80	240.32	215.72	24.60	10.3%	1.27	0.5%	89%	False	False	78,051,975
100	240.32	208.38	31.94	13.4%	1.38	0.6%	92%	False	False	82,618,968
120	240.32	208.38	31.94	13.4%	1.43	0.6%	92%	False	False	83,773,391

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	0.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	244.10
2.618	241.76
1.618	240.33
1.000	239.45
0.618	238.90
HIGH	238.02
0.618	237.47
0.500	237.31
0.382	237.14
LOW	236.59
0.618	235.71
1.000	235.16
1.618	234.28
2.618	232.85
4.250	230.51

Fisher Pivots for day following 10-Mar-2017
Pivot	1 day	3 day
R1	237.56	237.42
PP	237.43	237.15
S1	237.31	236.88

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

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