SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Mar-2015

Day Change Summary
	Previous	Current
	13-Mar-2015	16-Mar-2015	Change	Change %	Previous Week
Open	206.77	206.71	-0.06	0.0%	207.73
High	207.93	208.69	0.76	0.4%	208.79
Low	204.58	205.86	1.28	0.6%	204.40
Close	205.83	208.58	2.75	1.3%	205.83
Range	3.35	2.83	-0.52	-15.5%	4.39
ATR	2.07	2.13	0.06	2.7%	0.00
Volume	162,410,891	136,099,203	-26,311,688	-16.2%	613,490,101

Daily Pivots for day following 16-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	216.20	215.22	210.14
R3	213.37	212.39	209.36
R2	210.54	210.54	209.10
R1	209.56	209.56	208.84	210.05
PP	207.71	207.71	207.71	207.96
S1	206.73	206.73	208.32	207.22
S2	204.88	204.88	208.06
S3	202.05	203.90	207.80
S4	199.22	201.07	207.02

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	219.51	217.06	208.24
R3	215.12	212.67	207.04
R2	210.73	210.73	206.63
R1	208.28	208.28	206.23	207.31
PP	206.34	206.34	206.34	205.86
S1	203.89	203.89	205.43	202.92
S2	201.95	201.95	205.03
S3	197.56	199.50	204.62
S4	193.17	195.11	203.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	208.69	204.40	4.29	2.1%	2.23	1.1%	97%	True	False	131,954,081
10	212.05	204.40	7.65	3.7%	1.96	0.9%	55%	False	False	123,941,302
20	212.24	204.40	7.84	3.8%	1.59	0.8%	53%	False	False	105,880,141
40	212.24	197.86	14.38	6.9%	2.04	1.0%	75%	False	False	118,802,773
60	212.97	197.86	15.11	7.2%	2.23	1.1%	71%	False	False	130,382,832
80	212.97	197.86	15.11	7.2%	2.14	1.0%	71%	False	False	126,190,916
100	212.97	191.48	21.49	10.3%	2.01	1.0%	80%	False	False	121,999,636
120	212.97	181.92	31.05	14.9%	2.15	1.0%	86%	False	False	130,581,981

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	220.72
2.618	216.10
1.618	213.27
1.000	211.52
0.618	210.44
HIGH	208.69
0.618	207.61
0.500	207.28
0.382	206.94
LOW	205.86
0.618	204.11
1.000	203.03
1.618	201.28
2.618	198.45
4.250	193.83

Fisher Pivots for day following 16-Mar-2015
Pivot	1 day	3 day
R1	208.15	207.93
PP	207.71	207.28
S1	207.28	206.64

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

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