SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Mar-2015

Day Change Summary
	Previous	Current
	16-Mar-2015	17-Mar-2015	Change	Change %	Previous Week
Open	206.71	207.74	1.03	0.5%	207.73
High	208.69	208.42	-0.27	-0.1%	208.79
Low	205.86	206.98	1.12	0.5%	204.40
Close	208.58	207.96	-0.62	-0.3%	205.83
Range	2.83	1.44	-1.39	-49.1%	4.39
ATR	2.13	2.09	-0.04	-1.8%	0.00
Volume	136,099,203	94,510,398	-41,588,805	-30.6%	613,490,101

Daily Pivots for day following 17-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	212.11	211.47	208.75
R3	210.67	210.03	208.36
R2	209.23	209.23	208.22
R1	208.59	208.59	208.09	208.91
PP	207.79	207.79	207.79	207.95
S1	207.15	207.15	207.83	207.47
S2	206.35	206.35	207.70
S3	204.91	205.71	207.56
S4	203.47	204.27	207.17

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%	2.14	1.0%	83%	False	False	119,431,939
10	210.80	204.40	6.40	3.1%	1.90	0.9%	56%	False	False	122,359,761
20	212.24	204.40	7.84	3.8%	1.60	0.8%	45%	False	False	106,757,251
40	212.24	197.86	14.38	6.9%	1.99	1.0%	70%	False	False	115,868,543
60	212.97	197.86	15.11	7.3%	2.19	1.1%	67%	False	False	127,726,172
80	212.97	197.86	15.11	7.3%	2.14	1.0%	67%	False	False	126,421,445
100	212.97	192.61	20.36	9.8%	2.00	1.0%	75%	False	False	121,395,255
120	212.97	181.92	31.05	14.9%	2.15	1.0%	84%	False	False	130,441,290

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	214.54
2.618	212.19
1.618	210.75
1.000	209.86
0.618	209.31
HIGH	208.42
0.618	207.87
0.500	207.70
0.382	207.53
LOW	206.98
0.618	206.09
1.000	205.54
1.618	204.65
2.618	203.21
4.250	200.86

Fisher Pivots for day following 17-Mar-2015
Pivot	1 day	3 day
R1	207.87	207.52
PP	207.79	207.08
S1	207.70	206.64

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

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