SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Feb-2016

Day Change Summary
	Previous	Current
	25-Feb-2016	26-Feb-2016	Change	Change %	Previous Week
Open	193.73	196.57	2.84	1.5%	193.87
High	195.55	196.68	1.13	0.6%	196.68
Low	192.83	194.90	2.07	1.1%	189.32
Close	195.54	195.09	-0.45	-0.2%	195.09
Range	2.72	1.78	-0.94	-34.6%	7.36
ATR	3.42	3.31	-0.12	-3.4%	0.00
Volume	110,728,200	129,833,600	19,105,400	17.3%	606,469,392

Daily Pivots for day following 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	200.90	199.77	196.07
R3	199.12	197.99	195.58
R2	197.34	197.34	195.42
R1	196.21	196.21	195.25	195.89
PP	195.56	195.56	195.56	195.39
S1	194.43	194.43	194.93	194.11
S2	193.78	193.78	194.76
S3	192.00	192.65	194.60
S4	190.22	190.87	194.11

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	215.78	212.79	199.14
R3	208.42	205.43	197.11
R2	201.06	201.06	196.44
R1	198.07	198.07	195.76	199.57
PP	193.70	193.70	193.70	194.44
S1	190.71	190.71	194.42	192.21
S2	186.34	186.34	193.74
S3	178.98	183.35	193.07
S4	171.62	175.99	191.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	196.68	189.32	7.36	3.8%	2.40	1.2%	78%	True	False	121,293,878
10	196.68	183.96	12.72	6.5%	2.25	1.2%	88%	True	False	120,749,789
20	196.68	181.09	15.59	8.0%	2.84	1.5%	90%	True	False	150,266,840
40	207.21	181.02	26.19	13.4%	3.17	1.6%	54%	False	False	167,148,797
60	211.00	181.02	29.98	15.4%	3.00	1.5%	47%	False	False	157,210,691
80	211.66	181.02	30.64	15.7%	2.72	1.4%	46%	False	False	141,963,732
100	211.66	181.02	30.64	15.7%	2.55	1.3%	46%	False	False	135,520,689
120	211.66	181.02	30.64	15.7%	2.62	1.3%	46%	False	False	138,377,539

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	True
Stretch	0.57
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	204.25
2.618	201.34
1.618	199.56
1.000	198.46
0.618	197.78
HIGH	196.68
0.618	196.00
0.500	195.79
0.382	195.58
LOW	194.90
0.618	193.80
1.000	193.12
1.618	192.02
2.618	190.24
4.250	187.34

Fisher Pivots for day following 26-Feb-2016
Pivot	1 day	3 day
R1	195.79	194.39
PP	195.56	193.70
S1	195.32	193.00

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

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