SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Mar-2015

Day Change Summary
	Previous	Current
	19-Mar-2015	20-Mar-2015	Change	Change %	Previous Week
Open	209.96	209.71	-0.25	-0.1%	206.71
High	210.47	211.02	0.55	0.3%	211.27
Low	209.03	209.49	0.46	0.2%	205.86
Close	209.50	210.41	0.91	0.4%	210.41
Range	1.44	1.53	0.09	6.3%	5.41
ATR	2.21	2.17	-0.05	-2.2%	0.00
Volume	117,917,203	177,715,016	59,797,813	50.7%	755,050,429

Daily Pivots for day following 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	214.90	214.18	211.25
R3	213.37	212.65	210.83
R2	211.84	211.84	210.69
R1	211.12	211.12	210.55	211.48
PP	210.31	210.31	210.31	210.49
S1	209.59	209.59	210.27	209.95
S2	208.78	208.78	210.13
S3	207.25	208.06	209.99
S4	205.72	206.53	209.57

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	225.41	223.32	213.39
R3	220.00	217.91	211.90
R2	214.59	214.59	211.40
R1	212.50	212.50	210.91	213.55
PP	209.18	209.18	209.18	209.70
S1	207.09	207.09	209.91	208.14
S2	203.77	203.77	209.42
S3	198.36	201.68	208.92
S4	192.95	196.27	207.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	211.27	205.86	5.41	2.6%	2.38	1.1%	84%	False	False	151,010,085
10	211.27	204.40	6.87	3.3%	2.14	1.0%	87%	False	False	136,854,053
20	212.24	204.40	7.84	3.7%	1.75	0.8%	77%	False	False	117,328,707
40	212.24	197.86	14.38	6.8%	1.96	0.9%	87%	False	False	118,272,323
60	212.24	197.86	14.38	6.8%	2.12	1.0%	87%	False	False	125,616,233
80	212.97	197.86	15.11	7.2%	2.17	1.0%	83%	False	False	129,257,699
100	212.97	195.03	17.94	8.5%	2.01	1.0%	86%	False	False	122,392,725
120	212.97	181.92	31.05	14.8%	2.16	1.0%	92%	False	False	131,802,278

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	0.48
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	217.52
2.618	215.03
1.618	213.50
1.000	212.55
0.618	211.97
HIGH	211.02
0.618	210.44
0.500	210.26
0.382	210.07
LOW	209.49
0.618	208.54
1.000	207.96
1.618	207.01
2.618	205.48
4.250	202.99

Fisher Pivots for day following 20-Mar-2015
Pivot	1 day	3 day
R1	210.36	209.92
PP	210.31	209.43
S1	210.26	208.95

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

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