SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Mar-2015

Day Change Summary
	Previous	Current
	09-Mar-2015	10-Mar-2015	Change	Change %	Previous Week
Open	207.73	206.70	-1.03	-0.5%	210.78
High	208.79	206.81	-1.98	-0.9%	212.06
Low	207.55	204.93	-2.62	-1.3%	207.10
Close	208.36	204.98	-3.38	-1.6%	207.50
Range	1.24	1.88	0.64	51.6%	4.96
ATR	1.87	1.98	0.11	6.0%	0.00
Volume	89,818,898	157,121,109	67,302,211	74.9%	577,315,116

Daily Pivots for day following 10-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	211.21	209.98	206.01
R3	209.33	208.10	205.50
R2	207.45	207.45	205.32
R1	206.22	206.22	205.15	205.90
PP	205.57	205.57	205.57	205.41
S1	204.34	204.34	204.81	204.02
S2	203.69	203.69	204.64
S3	201.81	202.46	204.46
S4	199.93	200.58	203.95

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	223.77	220.59	210.23
R3	218.81	215.63	208.86
R2	213.85	213.85	208.41
R1	210.67	210.67	207.95	209.78
PP	208.89	208.89	208.89	208.44
S1	205.71	205.71	207.05	204.82
S2	203.93	203.93	206.59
S3	198.97	200.75	206.14
S4	194.01	195.79	204.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	210.80	204.93	5.87	2.9%	1.67	0.8%	1%	False	True	125,287,584
10	212.24	204.93	7.31	3.6%	1.47	0.7%	1%	False	True	107,809,042
20	212.24	204.68	7.56	3.7%	1.49	0.7%	4%	False	False	99,671,081
40	212.24	197.86	14.38	7.0%	2.14	1.0%	50%	False	False	124,450,389
60	212.97	197.86	15.11	7.4%	2.30	1.1%	47%	False	False	135,509,585
80	212.97	197.86	15.11	7.4%	2.07	1.0%	47%	False	False	124,112,006
100	212.97	181.92	31.05	15.1%	2.07	1.0%	74%	False	False	126,930,559
120	212.97	181.92	31.05	15.1%	2.12	1.0%	74%	False	False	130,505,386

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	214.80
2.618	211.73
1.618	209.85
1.000	208.69
0.618	207.97
HIGH	206.81
0.618	206.09
0.500	205.87
0.382	205.65
LOW	204.93
0.618	203.77
1.000	203.05
1.618	201.89
2.618	200.01
4.250	196.94

Fisher Pivots for day following 10-Mar-2015
Pivot	1 day	3 day
R1	205.87	207.44
PP	205.57	206.62
S1	205.28	205.80

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

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