SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Mar-2015

Day Change Summary
	Previous	Current
	24-Mar-2015	25-Mar-2015	Change	Change %	Previous Week
Open	209.85	209.07	-0.78	-0.4%	206.71
High	210.40	209.35	-1.05	-0.5%	211.27
Low	208.74	205.71	-3.03	-1.5%	205.86
Close	208.82	205.76	-3.06	-1.5%	210.41
Range	1.66	3.64	1.98	119.3%	5.41
ATR	2.06	2.17	0.11	5.5%	0.00
Volume	77,805,297	159,521,594	81,716,297	105.0%	755,050,429

Daily Pivots for day following 25-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	217.86	215.45	207.76
R3	214.22	211.81	206.76
R2	210.58	210.58	206.43
R1	208.17	208.17	206.09	207.56
PP	206.94	206.94	206.94	206.63
S1	204.53	204.53	205.43	203.92
S2	203.30	203.30	205.09
S3	199.66	200.89	204.76
S4	196.02	197.25	203.76

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	211.11	205.71	5.40	2.6%	1.88	0.9%	1%	False	True	120,948,720
10	211.27	204.58	6.69	3.3%	2.36	1.1%	18%	False	False	132,056,620
20	212.06	204.40	7.66	3.7%	1.92	0.9%	18%	False	False	121,787,036
40	212.24	197.86	14.38	7.0%	1.98	1.0%	55%	False	False	117,410,833
60	212.24	197.86	14.38	7.0%	2.19	1.1%	55%	False	False	127,060,456
80	212.97	197.86	15.11	7.3%	2.23	1.1%	52%	False	False	130,532,133
100	212.97	197.40	15.57	7.6%	2.02	1.0%	54%	False	False	122,161,370
120	212.97	181.92	31.05	15.1%	2.16	1.0%	77%	False	False	131,009,777

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.55
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	224.82
2.618	218.88
1.618	215.24
1.000	212.99
0.618	211.60
HIGH	209.35
0.618	207.96
0.500	207.53
0.382	207.10
LOW	205.71
0.618	203.46
1.000	202.07
1.618	199.82
2.618	196.18
4.250	190.24

Fisher Pivots for day following 25-Mar-2015
Pivot	1 day	3 day
R1	207.53	208.41
PP	206.94	207.53
S1	206.35	206.64

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

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