SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Mar-2015

Day Change Summary
	Previous	Current
	04-Mar-2015	05-Mar-2015	Change	Change %	Previous Week
Open	210.40	210.61	0.21	0.1%	210.94
High	210.49	210.80	0.31	0.1%	212.24
Low	209.06	209.85	0.79	0.4%	210.48
Close	210.23	210.46	0.23	0.1%	210.66
Range	1.43	0.95	-0.48	-33.6%	1.76
ATR	1.87	1.80	-0.07	-3.5%	0.00
Volume	114,497,109	76,872,898	-37,624,211	-32.9%	400,718,508

Daily Pivots for day following 05-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	213.22	212.79	210.98
R3	212.27	211.84	210.72
R2	211.32	211.32	210.63
R1	210.89	210.89	210.55	210.63
PP	210.37	210.37	210.37	210.24
S1	209.94	209.94	210.37	209.68
S2	209.42	209.42	210.29
S3	208.47	208.99	210.20
S4	207.52	208.04	209.94

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%	1.33	0.6%	47%	False	False	99,452,623
10	212.24	208.73	3.51	1.7%	1.34	0.6%	49%	False	False	93,080,203
20	212.24	204.14	8.10	3.8%	1.46	0.7%	78%	False	False	93,459,890
40	212.24	197.86	14.38	6.8%	2.17	1.0%	88%	False	False	124,351,981
60	212.97	197.86	15.11	7.2%	2.34	1.1%	83%	False	False	134,818,860
80	212.97	197.86	15.11	7.2%	2.03	1.0%	83%	False	False	121,303,131
100	212.97	181.92	31.05	14.8%	2.11	1.0%	92%	False	False	129,266,821
120	212.97	181.92	31.05	14.8%	2.12	1.0%	92%	False	False	129,463,824

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.33
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	214.84
2.618	213.29
1.618	212.34
1.000	211.75
0.618	211.39
HIGH	210.80
0.618	210.44
0.500	210.33
0.382	210.21
LOW	209.85
0.618	209.26
1.000	208.90
1.618	208.31
2.618	207.36
4.250	205.81

Fisher Pivots for day following 05-Mar-2015
Pivot	1 day	3 day
R1	210.42	210.56
PP	210.37	210.52
S1	210.33	210.49

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

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