SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Mar-2015

Day Change Summary
	Previous	Current
	03-Mar-2015	04-Mar-2015	Change	Change %	Previous Week
Open	211.47	210.40	-1.07	-0.5%	210.94
High	212.05	210.49	-1.56	-0.7%	212.24
Low	210.08	209.06	-1.02	-0.5%	210.48
Close	211.12	210.23	-0.89	-0.4%	210.66
Range	1.97	1.43	-0.54	-27.4%	1.76
ATR	1.86	1.87	0.01	0.8%	0.00
Volume	110,325,805	114,497,109	4,171,304	3.8%	400,718,508

Daily Pivots for day following 04-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	214.22	213.65	211.02
R3	212.79	212.22	210.62
R2	211.36	211.36	210.49
R1	210.79	210.79	210.36	210.36
PP	209.93	209.93	209.93	209.71
S1	209.36	209.36	210.10	208.93
S2	208.50	208.50	209.97
S3	207.07	207.93	209.84
S4	205.64	206.50	209.44

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	212.06	209.06	3.00	1.4%	1.36	0.6%	39%	False	True	98,617,603
10	212.24	208.73	3.51	1.7%	1.36	0.6%	43%	False	False	94,539,162
20	212.24	203.51	8.73	4.2%	1.50	0.7%	77%	False	False	96,331,580
40	212.24	197.86	14.38	6.8%	2.24	1.1%	86%	False	False	127,658,943
60	212.97	197.86	15.11	7.2%	2.34	1.1%	82%	False	False	135,054,735
80	212.97	197.86	15.11	7.2%	2.04	1.0%	82%	False	False	121,680,832
100	212.97	181.92	31.05	14.8%	2.14	1.0%	91%	False	False	130,605,137
120	212.97	181.92	31.05	14.8%	2.12	1.0%	91%	False	False	129,380,079

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	216.57
2.618	214.23
1.618	212.80
1.000	211.92
0.618	211.37
HIGH	210.49
0.618	209.94
0.500	209.78
0.382	209.61
LOW	209.06
0.618	208.18
1.000	207.63
1.618	206.75
2.618	205.32
4.250	202.98

Fisher Pivots for day following 04-Mar-2015
Pivot	1 day	3 day
R1	210.08	210.56
PP	209.93	210.45
S1	209.78	210.34

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

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