SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Mar-2016

Day Change Summary
	Previous	Current
	15-Mar-2016	16-Mar-2016	Change	Change %	Previous Week
Open	201.36	201.60	0.24	0.1%	199.34
High	202.53	203.82	1.29	0.6%	202.81
Low	201.05	201.55	0.50	0.2%	197.38
Close	202.17	203.34	1.17	0.6%	202.76
Range	1.48	2.27	0.79	53.4%	5.43
ATR	2.72	2.69	-0.03	-1.2%	0.00
Volume	93,169,000	129,303,104	36,134,104	38.8%	613,798,200

Daily Pivots for day following 16-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	209.71	208.80	204.59
R3	207.44	206.53	203.96
R2	205.17	205.17	203.76
R1	204.26	204.26	203.55	204.72
PP	202.90	202.90	202.90	203.13
S1	201.99	201.99	203.13	202.45
S2	200.63	200.63	202.92
S3	198.36	199.72	202.72
S4	196.09	197.45	202.09

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	203.82	197.38	6.44	3.2%	2.40	1.2%	93%	True	False	118,177,460
10	203.82	197.38	6.44	3.2%	2.09	1.0%	93%	True	False	113,434,790
20	203.82	189.32	14.50	7.1%	2.23	1.1%	97%	True	False	116,404,289
40	203.82	181.02	22.80	11.2%	2.79	1.4%	98%	True	False	144,033,657
60	207.79	181.02	26.77	13.2%	2.81	1.4%	83%	False	False	149,500,269
80	211.00	181.02	29.98	14.7%	2.73	1.3%	74%	False	False	143,565,316
100	211.66	181.02	30.64	15.1%	2.59	1.3%	73%	False	False	136,853,806
120	211.66	181.02	30.64	15.1%	2.57	1.3%	73%	False	False	135,117,318

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.62
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	213.47
2.618	209.76
1.618	207.49
1.000	206.09
0.618	205.22
HIGH	203.82
0.618	202.95
0.500	202.69
0.382	202.42
LOW	201.55
0.618	200.15
1.000	199.28
1.618	197.88
2.618	195.61
4.250	191.90

Fisher Pivots for day following 16-Mar-2016
Pivot	1 day	3 day
R1	203.12	203.04
PP	202.90	202.74
S1	202.69	202.44

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

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