SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Mar-2016

Day Change Summary
	Previous	Current
	14-Mar-2016	15-Mar-2016	Change	Change %	Previous Week
Open	202.16	201.36	-0.80	-0.4%	199.34
High	203.04	202.53	-0.51	-0.3%	202.81
Low	201.77	201.05	-0.72	-0.4%	197.38
Close	202.50	202.17	-0.33	-0.2%	202.76
Range	1.27	1.48	0.21	16.5%	5.43
ATR	2.81	2.72	-0.10	-3.4%	0.00
Volume	73,611,904	93,169,000	19,557,096	26.6%	613,798,200

Daily Pivots for day following 15-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	206.36	205.74	202.98
R3	204.88	204.26	202.58
R2	203.40	203.40	202.44
R1	202.78	202.78	202.31	203.09
PP	201.92	201.92	201.92	202.07
S1	201.30	201.30	202.03	201.61
S2	200.44	200.44	201.90
S3	198.96	199.82	201.76
S4	197.48	198.34	201.36

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	203.04	197.38	5.66	2.8%	2.22	1.1%	85%	False	False	111,277,060
10	203.04	197.25	5.79	2.9%	2.04	1.0%	85%	False	False	110,745,969
20	203.04	189.32	13.72	6.8%	2.24	1.1%	94%	False	False	116,739,609
40	203.04	181.02	22.02	10.9%	2.83	1.4%	96%	False	False	145,682,175
60	208.48	181.02	27.46	13.6%	2.83	1.4%	77%	False	False	150,230,093
80	211.00	181.02	29.98	14.8%	2.74	1.4%	71%	False	False	143,465,808
100	211.66	181.02	30.64	15.2%	2.59	1.3%	69%	False	False	136,581,155
120	211.66	181.02	30.64	15.2%	2.56	1.3%	69%	False	False	134,813,047

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.66
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	208.82
2.618	206.40
1.618	204.92
1.000	204.01
0.618	203.44
HIGH	202.53
0.618	201.96
0.500	201.79
0.382	201.62
LOW	201.05
0.618	200.14
1.000	199.57
1.618	198.66
2.618	197.18
4.250	194.76

Fisher Pivots for day following 15-Mar-2016
Pivot	1 day	3 day
R1	202.04	201.87
PP	201.92	201.58
S1	201.79	201.28

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

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