SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Mar-2016

Day Change Summary
	Previous	Current
	10-Mar-2016	11-Mar-2016	Change	Change %	Previous Week
Open	199.96	201.26	1.30	0.7%	199.34
High	201.07	202.81	1.74	0.9%	202.81
Low	197.38	199.52	2.14	1.1%	197.38
Close	199.54	202.76	3.22	1.6%	202.76
Range	3.69	3.29	-0.40	-10.8%	5.43
ATR	2.91	2.93	0.03	0.9%	0.00
Volume	156,838,800	137,964,496	-18,874,304	-12.0%	613,798,200

Daily Pivots for day following 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	211.57	210.45	204.57
R3	208.28	207.16	203.66
R2	204.99	204.99	203.36
R1	203.87	203.87	203.06	204.43
PP	201.70	201.70	201.70	201.98
S1	200.58	200.58	202.46	201.14
S2	198.41	198.41	202.16
S3	195.12	197.29	201.86
S4	191.83	194.00	200.95

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	217.27	215.45	205.75
R3	211.84	210.02	204.25
R2	206.41	206.41	203.76
R1	204.59	204.59	203.26	205.50
PP	200.98	200.98	200.98	201.44
S1	199.16	199.16	202.26	200.07
S2	195.55	195.55	201.76
S3	190.12	193.73	201.27
S4	184.69	188.30	199.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	202.81	197.38	5.43	2.7%	2.37	1.2%	99%	True	False	122,759,640
10	202.81	193.33	9.48	4.7%	2.44	1.2%	99%	True	False	120,839,648
20	202.81	183.96	18.85	9.3%	2.34	1.2%	100%	True	False	120,794,719
40	202.81	181.02	21.79	10.7%	2.98	1.5%	100%	True	False	155,653,690
60	208.48	181.02	27.46	13.5%	2.90	1.4%	79%	False	False	153,301,848
80	211.00	181.02	29.98	14.8%	2.77	1.4%	73%	False	False	144,365,658
100	211.66	181.02	30.64	15.1%	2.59	1.3%	71%	False	False	136,463,070
120	211.66	181.02	30.64	15.1%	2.58	1.3%	71%	False	False	135,586,681

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	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.76
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	216.79
2.618	211.42
1.618	208.13
1.000	206.10
0.618	204.84
HIGH	202.81
0.618	201.55
0.500	201.17
0.382	200.78
LOW	199.52
0.618	197.49
1.000	196.23
1.618	194.20
2.618	190.91
4.250	185.54

Fisher Pivots for day following 11-Mar-2016
Pivot	1 day	3 day
R1	202.23	201.87
PP	201.70	200.98
S1	201.17	200.10

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

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