SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Mar-2015

Day Change Summary
	Previous	Current
	20-Mar-2015	23-Mar-2015	Change	Change %	Previous Week
Open	209.71	210.42	0.71	0.3%	206.71
High	211.02	211.11	0.09	0.0%	211.27
Low	209.49	210.00	0.51	0.2%	205.86
Close	210.41	210.00	-0.41	-0.2%	210.41
Range	1.53	1.11	-0.42	-27.5%	5.41
ATR	2.17	2.09	-0.08	-3.5%	0.00
Volume	177,715,016	71,784,492	-105,930,524	-59.6%	755,050,429

Daily Pivots for day following 23-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	213.70	212.96	210.61
R3	212.59	211.85	210.31
R2	211.48	211.48	210.20
R1	210.74	210.74	210.10	210.56
PP	210.37	210.37	210.37	210.28
S1	209.63	209.63	209.90	209.45
S2	209.26	209.26	209.80
S3	208.15	208.52	209.69
S4	207.04	207.41	209.39

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	206.62	4.65	2.2%	2.03	1.0%	73%	False	False	138,147,143
10	211.27	204.40	6.87	3.3%	2.13	1.0%	82%	False	False	135,050,612
20	212.24	204.40	7.84	3.7%	1.77	0.8%	71%	False	False	117,197,382
40	212.24	197.86	14.38	6.8%	1.95	0.9%	84%	False	False	117,129,018
60	212.24	197.86	14.38	6.8%	2.12	1.0%	84%	False	False	124,776,509
80	212.97	197.86	15.11	7.2%	2.18	1.0%	80%	False	False	129,331,497
100	212.97	196.73	16.24	7.7%	2.01	1.0%	82%	False	False	122,281,034
120	212.97	181.92	31.05	14.8%	2.15	1.0%	90%	False	False	131,607,885

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.50
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	215.83
2.618	214.02
1.618	212.91
1.000	212.22
0.618	211.80
HIGH	211.11
0.618	210.69
0.500	210.56
0.382	210.42
LOW	210.00
0.618	209.31
1.000	208.89
1.618	208.20
2.618	207.09
4.250	205.28

Fisher Pivots for day following 23-Mar-2015
Pivot	1 day	3 day
R1	210.56	210.07
PP	210.37	210.05
S1	210.19	210.02

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

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