SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Mar-2015

Day Change Summary
	Previous	Current
	26-Mar-2015	27-Mar-2015	Change	Change %	Previous Week
Open	204.96	205.13	0.17	0.1%	210.42
High	206.37	205.95	-0.42	-0.2%	211.11
Low	204.12	204.90	0.78	0.4%	204.12
Close	205.27	205.74	0.47	0.2%	205.74
Range	2.25	1.05	-1.20	-53.3%	6.99
ATR	2.18	2.10	-0.08	-3.7%	0.00
Volume	153,067,203	118,938,898	-34,128,305	-22.3%	581,117,484

Daily Pivots for day following 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	208.68	208.26	206.32
R3	207.63	207.21	206.03
R2	206.58	206.58	205.93
R1	206.16	206.16	205.84	206.37
PP	205.53	205.53	205.53	205.64
S1	205.11	205.11	205.64	205.32
S2	204.48	204.48	205.55
S3	203.43	204.06	205.45
S4	202.38	203.01	205.16

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	227.96	223.84	209.58
R3	220.97	216.85	207.66
R2	213.98	213.98	207.02
R1	209.86	209.86	206.38	208.43
PP	206.99	206.99	206.99	206.27
S1	202.87	202.87	205.10	201.44
S2	200.00	200.00	204.46
S3	193.01	195.88	203.82
S4	186.02	188.89	201.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	211.11	204.12	6.99	3.4%	1.94	0.9%	23%	False	False	116,223,496
10	211.27	204.12	7.15	3.5%	2.16	1.0%	23%	False	False	133,616,791
20	212.06	204.12	7.94	3.9%	1.98	1.0%	20%	False	False	126,348,656
40	212.24	197.86	14.38	7.0%	1.86	0.9%	55%	False	False	115,658,491
60	212.24	197.86	14.38	7.0%	2.22	1.1%	55%	False	False	129,040,814
80	212.97	197.86	15.11	7.3%	2.24	1.1%	52%	False	False	131,908,980
100	212.97	197.86	15.11	7.3%	2.02	1.0%	52%	False	False	122,279,107
120	212.97	181.92	31.05	15.1%	2.15	1.0%	77%	False	False	130,952,713

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.54
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	210.41
2.618	208.70
1.618	207.65
1.000	207.00
0.618	206.60
HIGH	205.95
0.618	205.55
0.500	205.43
0.382	205.30
LOW	204.90
0.618	204.25
1.000	203.85
1.618	203.20
2.618	202.15
4.250	200.44

Fisher Pivots for day following 27-Mar-2015
Pivot	1 day	3 day
R1	205.64	206.74
PP	205.53	206.40
S1	205.43	206.07

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

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