SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Feb-2016

Day Change Summary
	Previous	Current
	26-Feb-2016	29-Feb-2016	Change	Change %	Previous Week
Open	196.57	195.11	-1.46	-0.7%	193.87
High	196.68	196.23	-0.45	-0.2%	196.68
Low	194.90	193.33	-1.57	-0.8%	189.32
Close	195.09	193.56	-1.53	-0.8%	195.09
Range	1.78	2.90	1.12	62.9%	7.36
ATR	3.31	3.28	-0.03	-0.9%	0.00
Volume	129,833,600	125,918,000	-3,915,600	-3.0%	606,469,392

Daily Pivots for day following 29-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	203.07	201.22	195.16
R3	200.17	198.32	194.36
R2	197.27	197.27	194.09
R1	195.42	195.42	193.83	194.90
PP	194.37	194.37	194.37	194.11
S1	192.52	192.52	193.29	192.00
S2	191.47	191.47	193.03
S3	188.57	189.62	192.76
S4	185.67	186.72	191.97

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%	2.75	1.4%	58%	False	False	125,749,438
10	196.68	187.63	9.05	4.7%	2.27	1.2%	66%	False	False	120,578,349
20	196.68	181.09	15.59	8.1%	2.79	1.4%	80%	False	False	146,036,440
40	205.89	181.02	24.87	12.8%	3.21	1.7%	50%	False	False	168,713,807
60	211.00	181.02	29.98	15.5%	3.02	1.6%	42%	False	False	157,678,351
80	211.66	181.02	30.64	15.8%	2.72	1.4%	41%	False	False	142,459,322
100	211.66	181.02	30.64	15.8%	2.55	1.3%	41%	False	False	135,516,661
120	211.66	181.02	30.64	15.8%	2.62	1.4%	41%	False	False	137,701,182

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	False
Stretch	0.58
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	208.56
2.618	203.82
1.618	200.92
1.000	199.13
0.618	198.02
HIGH	196.23
0.618	195.12
0.500	194.78
0.382	194.44
LOW	193.33
0.618	191.54
1.000	190.43
1.618	188.64
2.618	185.74
4.250	181.01

Fisher Pivots for day following 29-Feb-2016
Pivot	1 day	3 day
R1	194.78	194.76
PP	194.37	194.36
S1	193.97	193.96

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

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