SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Apr-2015

Day Change Summary
	Previous	Current
	31-Mar-2015	01-Apr-2015	Change	Change %	Previous Week
Open	207.26	206.39	-0.87	-0.4%	210.42
High	208.10	206.42	-1.68	-0.8%	211.11
Low	206.36	204.51	-1.85	-0.9%	204.12
Close	206.43	205.70	-0.73	-0.4%	205.74
Range	1.74	1.91	0.17	9.8%	6.99
ATR	2.13	2.12	-0.02	-0.7%	0.00
Volume	126,768,703	137,303,391	10,534,688	8.3%	581,117,484

Daily Pivots for day following 01-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	211.27	210.40	206.75
R3	209.36	208.49	206.23
R2	207.45	207.45	206.05
R1	206.58	206.58	205.88	206.06
PP	205.54	205.54	205.54	205.29
S1	204.67	204.67	205.52	204.15
S2	203.63	203.63	205.35
S3	201.72	202.76	205.17
S4	199.81	200.85	204.65

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	208.61	204.12	4.49	2.2%	1.72	0.8%	35%	False	False	126,451,700
10	211.11	204.12	6.99	3.4%	1.80	0.9%	23%	False	False	123,700,210
20	211.27	204.12	7.15	3.5%	2.01	1.0%	22%	False	False	128,745,560
40	212.24	203.51	8.73	4.2%	1.76	0.9%	25%	False	False	112,538,570
60	212.24	197.86	14.38	7.0%	2.16	1.1%	55%	False	False	128,021,149
80	212.97	197.86	15.11	7.3%	2.26	1.1%	52%	False	False	133,477,441
100	212.97	197.86	15.11	7.3%	2.04	1.0%	52%	False	False	123,093,778
120	212.97	181.92	31.05	15.1%	2.12	1.0%	77%	False	False	130,295,207

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.39
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	214.54
2.618	211.42
1.618	209.51
1.000	208.33
0.618	207.60
HIGH	206.42
0.618	205.69
0.500	205.47
0.382	205.24
LOW	204.51
0.618	203.33
1.000	202.60
1.618	201.42
2.618	199.51
4.250	196.39

Fisher Pivots for day following 01-Apr-2015
Pivot	1 day	3 day
R1	205.62	206.56
PP	205.54	206.27
S1	205.47	205.99

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

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