SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Mar-2016

Day Change Summary
	Previous	Current
	16-Mar-2016	17-Mar-2016	Change	Change %	Previous Week
Open	201.60	203.24	1.64	0.8%	199.34
High	203.82	205.23	1.41	0.7%	202.81
Low	201.55	202.77	1.22	0.6%	197.38
Close	203.34	204.63	1.29	0.6%	202.76
Range	2.27	2.46	0.19	8.4%	5.43
ATR	2.69	2.67	-0.02	-0.6%	0.00
Volume	129,303,104	134,278,496	4,975,392	3.8%	613,798,200

Daily Pivots for day following 17-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	211.59	210.57	205.98
R3	209.13	208.11	205.31
R2	206.67	206.67	205.08
R1	205.65	205.65	204.86	206.16
PP	204.21	204.21	204.21	204.47
S1	203.19	203.19	204.40	203.70
S2	201.75	201.75	204.18
S3	199.29	200.73	203.95
S4	196.83	198.27	203.28

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	205.23	199.52	5.71	2.8%	2.15	1.1%	89%	True	False	113,665,400
10	205.23	197.38	7.85	3.8%	2.17	1.1%	92%	True	False	117,345,430
20	205.23	189.32	15.91	7.8%	2.28	1.1%	96%	True	False	118,001,064
40	205.23	181.09	24.14	11.8%	2.69	1.3%	98%	True	False	140,226,927
60	207.79	181.02	26.77	13.1%	2.80	1.4%	88%	False	False	147,548,354
80	211.00	181.02	29.98	14.7%	2.75	1.3%	79%	False	False	144,141,042
100	211.66	181.02	30.64	15.0%	2.58	1.3%	77%	False	False	136,447,475
120	211.66	181.02	30.64	15.0%	2.57	1.3%	77%	False	False	134,908,149

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.60
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	215.69
2.618	211.67
1.618	209.21
1.000	207.69
0.618	206.75
HIGH	205.23
0.618	204.29
0.500	204.00
0.382	203.71
LOW	202.77
0.618	201.25
1.000	200.31
1.618	198.79
2.618	196.33
4.250	192.32

Fisher Pivots for day following 17-Mar-2016
Pivot	1 day	3 day
R1	204.42	204.13
PP	204.21	203.64
S1	204.00	203.14

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

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