SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Feb-2015

Day Change Summary
	Previous	Current
	25-Feb-2015	26-Feb-2015	Change	Change %	Previous Week
Open	211.66	211.52	-0.14	-0.1%	209.40
High	212.24	211.71	-0.53	-0.2%	211.33
Low	211.22	210.65	-0.57	-0.3%	208.73
Close	211.63	211.38	-0.25	-0.1%	211.24
Range	1.02	1.06	0.04	3.9%	2.60
ATR	2.02	1.95	-0.07	-3.4%	0.00
Volume	73,061,602	72,697,797	-363,805	-0.5%	389,979,906

Daily Pivots for day following 26-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	214.43	213.96	211.96
R3	213.37	212.90	211.67
R2	212.31	212.31	211.57
R1	211.84	211.84	211.48	211.55
PP	211.25	211.25	211.25	211.10
S1	210.78	210.78	211.28	210.49
S2	210.19	210.19	211.19
S3	209.13	209.72	211.09
S4	208.07	208.66	210.80

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	218.23	217.34	212.67
R3	215.63	214.74	211.96
R2	213.03	213.03	211.72
R1	212.14	212.14	211.48	212.59
PP	210.43	210.43	210.43	210.66
S1	209.54	209.54	211.00	209.99
S2	207.83	207.83	210.76
S3	205.23	206.94	210.53
S4	202.63	204.34	209.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	212.24	208.73	3.51	1.7%	1.34	0.6%	75%	False	False	86,707,783
10	212.24	206.97	5.27	2.5%	1.31	0.6%	84%	False	False	87,383,880
20	212.24	197.86	14.38	6.8%	1.87	0.9%	94%	False	False	108,243,800
40	212.24	197.86	14.38	6.8%	2.33	1.1%	94%	False	False	129,523,513
60	212.97	197.86	15.11	7.1%	2.33	1.1%	89%	False	False	133,693,962
80	212.97	197.86	15.11	7.1%	2.03	1.0%	89%	False	False	121,747,052
100	212.97	181.92	31.05	14.7%	2.19	1.0%	95%	False	False	132,008,453
120	212.97	181.92	31.05	14.7%	2.12	1.0%	95%	False	False	128,561,531

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	216.22
2.618	214.49
1.618	213.43
1.000	212.77
0.618	212.37
HIGH	211.71
0.618	211.31
0.500	211.18
0.382	211.05
LOW	210.65
0.618	209.99
1.000	209.59
1.618	208.93
2.618	207.87
4.250	206.15

Fisher Pivots for day following 26-Feb-2015
Pivot	1 day	3 day
R1	211.31	211.45
PP	211.25	211.42
S1	211.18	211.40

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

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