SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Mar-2015

Day Change Summary
	Previous	Current
	27-Feb-2015	02-Mar-2015	Change	Change %	Previous Week
Open	211.26	210.78	-0.48	-0.2%	210.94
High	211.58	212.06	0.48	0.2%	212.24
Low	210.60	210.72	0.12	0.1%	210.48
Close	210.66	211.99	1.33	0.6%	210.66
Range	0.98	1.34	0.36	36.7%	1.76
ATR	1.88	1.85	-0.03	-1.8%	0.00
Volume	108,075,906	87,491,398	-20,584,508	-19.0%	400,718,508

Daily Pivots for day following 02-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	215.61	215.14	212.73
R3	214.27	213.80	212.36
R2	212.93	212.93	212.24
R1	212.46	212.46	212.11	212.70
PP	211.59	211.59	211.59	211.71
S1	211.12	211.12	211.87	211.36
S2	210.25	210.25	211.74
S3	208.91	209.78	211.62
S4	207.57	208.44	211.25

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	216.41	215.29	211.63
R3	214.65	213.53	211.14
R2	212.89	212.89	210.98
R1	211.77	211.77	210.82	211.45
PP	211.13	211.13	211.13	210.97
S1	210.01	210.01	210.50	209.69
S2	209.37	209.37	210.34
S3	207.61	208.25	210.18
S4	205.85	206.49	209.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	212.24	210.60	1.64	0.8%	1.14	0.5%	85%	False	False	82,759,781
10	212.24	208.73	3.51	1.7%	1.23	0.6%	93%	False	False	87,818,981
20	212.24	197.86	14.38	6.8%	1.66	0.8%	98%	False	False	99,456,430
40	212.24	197.86	14.38	6.8%	2.30	1.1%	98%	False	False	129,315,833
60	212.97	197.86	15.11	7.1%	2.32	1.1%	94%	False	False	133,978,827
80	212.97	197.86	15.11	7.1%	2.03	1.0%	94%	False	False	121,183,686
100	212.97	181.92	31.05	14.6%	2.18	1.0%	97%	False	False	131,700,656
120	212.97	181.92	31.05	14.6%	2.11	1.0%	97%	False	False	128,805,237

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	217.76
2.618	215.57
1.618	214.23
1.000	213.40
0.618	212.89
HIGH	212.06
0.618	211.55
0.500	211.39
0.382	211.23
LOW	210.72
0.618	209.89
1.000	209.38
1.618	208.55
2.618	207.21
4.250	205.03

Fisher Pivots for day following 02-Mar-2015
Pivot	1 day	3 day
R1	211.79	211.77
PP	211.59	211.55
S1	211.39	211.33

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

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