SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Mar-2018

Day Change Summary
	Previous	Current
	23-Mar-2018	26-Mar-2018	Change	Change %	Previous Week
Open	264.17	262.13	-2.04	-0.8%	273.35
High	265.02	265.43	0.41	0.2%	274.40
Low	257.83	259.41	1.58	0.6%	257.83
Close	258.05	265.11	7.06	2.7%	258.05
Range	7.19	6.02	-1.17	-16.3%	16.57
ATR	4.13	4.36	0.23	5.6%	0.00
Volume	183,534,704	141,956,096	-41,578,608	-22.7%	579,995,712

Daily Pivots for day following 26-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	281.38	279.26	268.42
R3	275.36	273.24	266.77
R2	269.34	269.34	266.21
R1	267.22	267.22	265.66	268.28
PP	263.32	263.32	263.32	263.85
S1	261.20	261.20	264.56	262.26
S2	257.30	257.30	264.01
S3	251.28	255.18	263.45
S4	245.26	249.16	261.80

Weekly Pivots for week ending 23-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	313.14	302.16	267.16
R3	296.57	285.59	262.61
R2	280.00	280.00	261.09
R1	269.02	269.02	259.57	266.23
PP	263.43	263.43	263.43	262.03
S1	252.45	252.45	256.53	249.66
S2	246.86	246.86	255.01
S3	230.29	235.88	253.49
S4	213.72	219.31	248.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	273.27	257.83	15.44	5.8%	4.66	1.8%	47%	False	False	122,548,681
10	280.41	257.83	22.58	8.5%	4.02	1.5%	32%	False	False	110,359,230
20	280.41	257.83	22.58	8.5%	3.97	1.5%	32%	False	False	107,828,615
40	286.43	252.92	33.51	12.6%	4.59	1.7%	36%	False	False	130,003,735
60	286.63	252.92	33.71	12.7%	3.67	1.4%	36%	False	False	116,608,327
80	286.63	252.92	33.71	12.7%	3.13	1.2%	36%	False	False	109,700,054
100	286.63	252.92	33.71	12.7%	2.74	1.0%	36%	False	False	99,965,228
120	286.63	252.23	34.40	13.0%	2.46	0.9%	37%	False	False	93,315,154

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	0.89
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	291.02
2.618	281.19
1.618	275.17
1.000	271.45
0.618	269.15
HIGH	265.43
0.618	263.13
0.500	262.42
0.382	261.71
LOW	259.41
0.618	255.69
1.000	253.39
1.618	249.67
2.618	243.65
4.250	233.83

Fisher Pivots for day following 26-Mar-2018
Pivot	1 day	3 day
R1	264.21	264.52
PP	263.32	263.94
S1	262.42	263.35

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

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