SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Mar-2016

Day Change Summary
	Previous	Current
	17-Mar-2016	18-Mar-2016	Change	Change %	Previous Week
Open	203.24	204.17	0.93	0.5%	202.16
High	205.23	204.78	-0.45	-0.2%	205.23
Low	202.77	203.80	1.03	0.5%	201.05
Close	204.63	204.38	-0.25	-0.1%	204.38
Range	2.46	0.98	-1.48	-60.2%	4.18
ATR	2.67	2.55	-0.12	-4.5%	0.00
Volume	134,278,496	138,372,496	4,094,000	3.0%	568,735,000

Daily Pivots for day following 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	207.26	206.80	204.92
R3	206.28	205.82	204.65
R2	205.30	205.30	204.56
R1	204.84	204.84	204.47	205.07
PP	204.32	204.32	204.32	204.44
S1	203.86	203.86	204.29	204.09
S2	203.34	203.34	204.20
S3	202.36	202.88	204.11
S4	201.38	201.90	203.84

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	216.09	214.42	206.68
R3	211.91	210.24	205.53
R2	207.73	207.73	205.15
R1	206.06	206.06	204.76	206.90
PP	203.55	203.55	203.55	203.97
S1	201.88	201.88	204.00	202.72
S2	199.37	199.37	203.61
S3	195.19	197.70	203.23
S4	191.01	193.52	202.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	205.23	201.05	4.18	2.0%	1.69	0.8%	80%	False	False	113,747,000
10	205.23	197.38	7.85	3.8%	2.03	1.0%	89%	False	False	118,253,320
20	205.23	189.32	15.91	7.8%	2.24	1.1%	95%	False	False	119,180,044
40	205.23	181.09	24.14	11.8%	2.61	1.3%	96%	False	False	138,791,915
60	207.79	181.02	26.77	13.1%	2.78	1.4%	87%	False	False	148,202,991
80	211.00	181.02	29.98	14.7%	2.75	1.3%	78%	False	False	144,695,554
100	211.66	181.02	30.64	15.0%	2.58	1.3%	76%	False	False	136,386,777
120	211.66	181.02	30.64	15.0%	2.55	1.2%	76%	False	False	134,769,130

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.54
Narrowest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	208.95
2.618	207.35
1.618	206.37
1.000	205.76
0.618	205.39
HIGH	204.78
0.618	204.41
0.500	204.29
0.382	204.17
LOW	203.80
0.618	203.19
1.000	202.82
1.618	202.21
2.618	201.23
4.250	199.64

Fisher Pivots for day following 18-Mar-2016
Pivot	1 day	3 day
R1	204.35	204.05
PP	204.32	203.72
S1	204.29	203.39

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

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