SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Mar-2016

Day Change Summary
	Previous	Current
	29-Feb-2016	01-Mar-2016	Change	Change %	Previous Week
Open	195.11	195.01	-0.10	-0.1%	193.87
High	196.23	198.21	1.98	1.0%	196.68
Low	193.33	194.45	1.12	0.6%	189.32
Close	193.56	198.11	4.55	2.4%	195.09
Range	2.90	3.76	0.86	29.7%	7.36
ATR	3.28	3.38	0.10	3.0%	0.00
Volume	125,918,000	141,799,696	15,881,696	12.6%	606,469,392

Daily Pivots for day following 01-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	208.20	206.92	200.18
R3	204.44	203.16	199.14
R2	200.68	200.68	198.80
R1	199.40	199.40	198.45	200.04
PP	196.92	196.92	196.92	197.25
S1	195.64	195.64	197.77	196.28
S2	193.16	193.16	197.42
S3	189.40	191.88	197.08
S4	185.64	188.12	196.04

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	198.21	189.32	8.89	4.5%	3.07	1.6%	99%	True	False	131,818,318
10	198.21	189.32	8.89	4.5%	2.43	1.2%	99%	True	False	122,733,248
20	198.21	181.09	17.12	8.6%	2.84	1.4%	99%	True	False	146,323,350
40	201.90	181.02	20.88	10.5%	3.25	1.6%	82%	False	False	169,386,854
60	209.97	181.02	28.95	14.6%	3.04	1.5%	59%	False	False	158,234,326
80	211.50	181.02	30.48	15.4%	2.74	1.4%	56%	False	False	143,041,243
100	211.66	181.02	30.64	15.5%	2.57	1.3%	56%	False	False	135,831,913
120	211.66	181.02	30.64	15.5%	2.63	1.3%	56%	False	False	137,915,966

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	0.53
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	214.19
2.618	208.05
1.618	204.29
1.000	201.97
0.618	200.53
HIGH	198.21
0.618	196.77
0.500	196.33
0.382	195.89
LOW	194.45
0.618	192.13
1.000	190.69
1.618	188.37
2.618	184.61
4.250	178.47

Fisher Pivots for day following 01-Mar-2016
Pivot	1 day	3 day
R1	197.52	197.33
PP	196.92	196.55
S1	196.33	195.77

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

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