SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Mar-2016

Day Change Summary
	Previous	Current
	07-Mar-2016	08-Mar-2016	Change	Change %	Previous Week
Open	199.34	199.32	-0.02	0.0%	195.11
High	201.07	199.92	-1.15	-0.6%	201.35
Low	199.25	198.21	-1.04	-0.5%	193.33
Close	200.59	198.40	-2.19	-1.1%	200.43
Range	1.82	1.71	-0.11	-6.0%	8.02
ATR	3.00	2.96	-0.04	-1.5%	0.00
Volume	100,219,000	123,974,800	23,755,800	23.7%	594,598,288

Daily Pivots for day following 08-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	203.97	202.90	199.34
R3	202.26	201.19	198.87
R2	200.55	200.55	198.71
R1	199.48	199.48	198.56	199.16
PP	198.84	198.84	198.84	198.69
S1	197.77	197.77	198.24	197.45
S2	197.13	197.13	198.09
S3	195.42	196.06	197.93
S4	193.71	194.35	197.46

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	197.25	4.10	2.1%	1.87	0.9%	28%	False	False	110,214,878
10	201.35	189.32	12.03	6.1%	2.47	1.2%	75%	False	False	121,016,598
20	201.35	181.09	20.26	10.2%	2.42	1.2%	85%	False	False	128,903,755
40	201.35	181.02	20.33	10.2%	3.11	1.6%	85%	False	False	160,449,591
60	208.48	181.02	27.46	13.8%	2.89	1.5%	63%	False	False	155,303,228
80	211.00	181.02	29.98	15.1%	2.74	1.4%	58%	False	False	143,779,825
100	211.66	181.02	30.64	15.4%	2.57	1.3%	57%	False	False	136,045,309
120	211.66	181.02	30.64	15.4%	2.59	1.3%	57%	False	False	137,334,023

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.68
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	207.19
2.618	204.40
1.618	202.69
1.000	201.63
0.618	200.98
HIGH	199.92
0.618	199.27
0.500	199.07
0.382	198.86
LOW	198.21
0.618	197.15
1.000	196.50
1.618	195.44
2.618	193.73
4.250	190.94

Fisher Pivots for day following 08-Mar-2016
Pivot	1 day	3 day
R1	199.07	199.78
PP	198.84	199.32
S1	198.62	198.86

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

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