SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Mar-2017

Day Change Summary
	Previous	Current
	20-Mar-2017	21-Mar-2017	Change	Change %	Previous Week
Open	237.03	237.47	0.44	0.2%	237.62
High	237.36	237.61	0.25	0.1%	239.44
Low	236.32	233.58	-2.74	-1.2%	236.19
Close	236.77	233.73	-3.04	-1.3%	237.03
Range	1.04	4.03	2.99	287.5%	3.25
ATR	1.41	1.60	0.19	13.2%	0.00
Volume	52,536,900	131,809,200	79,272,300	150.9%	380,565,196

Daily Pivots for day following 21-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	247.06	244.43	235.95
R3	243.03	240.40	234.84
R2	239.00	239.00	234.47
R1	236.37	236.37	234.10	235.67
PP	234.97	234.97	234.97	234.63
S1	232.34	232.34	233.36	231.64
S2	230.94	230.94	232.99
S3	226.91	228.31	232.62
S4	222.88	224.28	231.51

Weekly Pivots for week ending 17-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	247.30	245.42	238.82
R3	244.05	242.17	237.92
R2	240.80	240.80	237.63
R1	238.92	238.92	237.33	238.24
PP	237.55	237.55	237.55	237.21
S1	235.67	235.67	236.73	234.99
S2	234.30	234.30	236.43
S3	231.05	232.42	236.14
S4	227.80	229.17	235.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	239.44	233.58	5.86	2.5%	1.85	0.8%	3%	False	True	89,554,759
10	239.44	233.58	5.86	2.5%	1.51	0.6%	3%	False	True	81,575,550
20	240.32	233.58	6.74	2.9%	1.34	0.6%	2%	False	True	80,510,945
40	240.32	226.27	14.05	6.0%	1.29	0.6%	53%	False	False	76,451,435
60	240.32	222.73	17.59	7.5%	1.29	0.6%	63%	False	False	74,042,518
80	240.32	219.15	21.17	9.1%	1.31	0.6%	69%	False	False	78,266,562
100	240.32	208.38	31.94	13.7%	1.41	0.6%	79%	False	False	83,357,261
120	240.32	208.38	31.94	13.7%	1.43	0.6%	79%	False	False	83,659,359

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 89 trading days

Fibonacci Retracements and Extensions
4.250	254.74
2.618	248.16
1.618	244.13
1.000	241.64
0.618	240.10
HIGH	237.61
0.618	236.07
0.500	235.60
0.382	235.12
LOW	233.58
0.618	231.09
1.000	229.55
1.618	227.06
2.618	223.03
4.250	216.45

Fisher Pivots for day following 21-Mar-2017
Pivot	1 day	3 day
R1	235.60	235.78
PP	234.97	235.09
S1	234.35	234.41

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

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