SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Mar-2015

Day Change Summary
	Previous	Current
	02-Mar-2015	03-Mar-2015	Change	Change %	Previous Week
Open	210.78	211.47	0.69	0.3%	210.94
High	212.06	212.05	-0.01	0.0%	212.24
Low	210.72	210.08	-0.64	-0.3%	210.48
Close	211.99	211.12	-0.87	-0.4%	210.66
Range	1.34	1.97	0.63	47.0%	1.76
ATR	1.85	1.86	0.01	0.5%	0.00
Volume	87,491,398	110,325,805	22,834,407	26.1%	400,718,508

Daily Pivots for day following 03-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	216.99	216.03	212.20
R3	215.02	214.06	211.66
R2	213.05	213.05	211.48
R1	212.09	212.09	211.30	211.59
PP	211.08	211.08	211.08	210.83
S1	210.12	210.12	210.94	209.62
S2	209.11	209.11	210.76
S3	207.14	208.15	210.58
S4	205.17	206.18	210.04

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	210.08	2.16	1.0%	1.27	0.6%	48%	False	True	90,330,501
10	212.24	208.73	3.51	1.7%	1.31	0.6%	68%	False	False	91,154,741
20	212.24	202.55	9.69	4.6%	1.55	0.7%	88%	False	False	96,817,370
40	212.24	197.86	14.38	6.8%	2.28	1.1%	92%	False	False	129,037,333
60	212.97	197.86	15.11	7.2%	2.34	1.1%	88%	False	False	134,668,392
80	212.97	197.86	15.11	7.2%	2.04	1.0%	88%	False	False	121,395,975
100	212.97	181.92	31.05	14.7%	2.17	1.0%	94%	False	False	131,324,780
120	212.97	181.92	31.05	14.7%	2.12	1.0%	94%	False	False	128,986,362

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	220.42
2.618	217.21
1.618	215.24
1.000	214.02
0.618	213.27
HIGH	212.05
0.618	211.30
0.500	211.07
0.382	210.83
LOW	210.08
0.618	208.86
1.000	208.11
1.618	206.89
2.618	204.92
4.250	201.71

Fisher Pivots for day following 03-Mar-2015
Pivot	1 day	3 day
R1	211.10	211.10
PP	211.08	211.09
S1	211.07	211.07

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

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