SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Mar-2016

Day Change Summary
	Previous	Current
	04-Mar-2016	07-Mar-2016	Change	Change %	Previous Week
Open	200.01	199.34	-0.67	-0.3%	195.11
High	201.35	201.07	-0.28	-0.1%	201.35
Low	199.03	199.25	0.22	0.1%	193.33
Close	200.43	200.59	0.16	0.1%	200.43
Range	2.32	1.82	-0.50	-21.6%	8.02
ATR	3.09	3.00	-0.09	-2.9%	0.00
Volume	129,293,600	100,219,000	-29,074,600	-22.5%	594,598,288

Daily Pivots for day following 07-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	205.76	205.00	201.59
R3	203.94	203.18	201.09
R2	202.12	202.12	200.92
R1	201.36	201.36	200.76	201.74
PP	200.30	200.30	200.30	200.50
S1	199.54	199.54	200.42	199.92
S2	198.48	198.48	200.26
S3	196.66	197.72	200.09
S4	194.84	195.90	199.59

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	222.43	219.45	204.84
R3	214.41	211.43	202.64
R2	206.39	206.39	201.90
R1	203.41	203.41	201.17	204.90
PP	198.37	198.37	198.37	199.12
S1	195.39	195.39	199.69	196.88
S2	190.35	190.35	198.96
S3	182.33	187.37	198.22
S4	174.31	179.35	196.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	201.35	194.45	6.90	3.4%	2.28	1.1%	89%	False	False	113,779,857
10	201.35	189.32	12.03	6.0%	2.52	1.3%	94%	False	False	119,764,648
20	201.35	181.09	20.26	10.1%	2.50	1.2%	96%	False	False	132,281,340
40	201.35	181.02	20.33	10.1%	3.18	1.6%	96%	False	False	162,595,648
60	208.68	181.02	27.66	13.8%	2.94	1.5%	71%	False	False	155,943,673
80	211.00	181.02	29.98	14.9%	2.74	1.4%	65%	False	False	143,178,572
100	211.66	181.02	30.64	15.3%	2.57	1.3%	64%	False	False	135,685,948
120	211.66	181.02	30.64	15.3%	2.60	1.3%	64%	False	False	137,249,285

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.66
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	208.81
2.618	205.83
1.618	204.01
1.000	202.89
0.618	202.19
HIGH	201.07
0.618	200.37
0.500	200.16
0.382	199.95
LOW	199.25
0.618	198.13
1.000	197.43
1.618	196.31
2.618	194.49
4.250	191.52

Fisher Pivots for day following 07-Mar-2016
Pivot	1 day	3 day
R1	200.45	200.30
PP	200.30	200.02
S1	200.16	199.73

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

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