SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Mar-2016

Day Change Summary
	Previous	Current
	02-Mar-2016	03-Mar-2016	Change	Change %	Previous Week
Open	197.74	198.79	1.05	0.5%	193.87
High	199.06	199.80	0.74	0.4%	196.68
Low	197.25	198.11	0.86	0.4%	189.32
Close	199.00	199.78	0.78	0.4%	195.09
Range	1.81	1.69	-0.12	-6.6%	7.36
ATR	3.26	3.15	-0.11	-3.4%	0.00
Volume	102,414,896	95,172,096	-7,242,800	-7.1%	606,469,392

Daily Pivots for day following 03-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	204.30	203.73	200.71
R3	202.61	202.04	200.24
R2	200.92	200.92	200.09
R1	200.35	200.35	199.93	200.64
PP	199.23	199.23	199.23	199.37
S1	198.66	198.66	199.63	198.95
S2	197.54	197.54	199.47
S3	195.85	196.97	199.32
S4	194.16	195.28	198.85

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	199.80	193.33	6.47	3.2%	2.39	1.2%	100%	True	False	119,027,657
10	199.80	189.32	10.48	5.2%	2.39	1.2%	100%	True	False	118,656,697
20	199.80	181.09	18.71	9.4%	2.66	1.3%	100%	True	False	136,821,710
40	200.06	181.02	19.04	9.5%	3.23	1.6%	99%	False	False	165,996,546
60	209.73	181.02	28.71	14.4%	2.95	1.5%	65%	False	False	155,541,786
80	211.00	181.02	29.98	15.0%	2.74	1.4%	63%	False	False	143,328,165
100	211.66	181.02	30.64	15.3%	2.55	1.3%	61%	False	False	135,034,158
120	211.66	181.02	30.64	15.3%	2.59	1.3%	61%	False	False	136,996,205

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	0.63
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	206.98
2.618	204.22
1.618	202.53
1.000	201.49
0.618	200.84
HIGH	199.80
0.618	199.15
0.500	198.96
0.382	198.76
LOW	198.11
0.618	197.07
1.000	196.42
1.618	195.38
2.618	193.69
4.250	190.93

Fisher Pivots for day following 03-Mar-2016
Pivot	1 day	3 day
R1	199.51	198.90
PP	199.23	198.01
S1	198.96	197.13

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

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