SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Mar-2016

Day Change Summary
	Previous	Current
	18-Mar-2016	21-Mar-2016	Change	Change %	Previous Week
Open	204.17	204.07	-0.10	0.0%	202.16
High	204.78	204.94	0.16	0.1%	205.23
Low	203.80	203.80	0.00	0.0%	201.05
Close	204.38	204.67	0.29	0.1%	204.38
Range	0.98	1.14	0.16	16.3%	4.18
ATR	2.55	2.45	-0.10	-3.9%	0.00
Volume	138,372,496	72,926,600	-65,445,896	-47.3%	568,735,000

Daily Pivots for day following 21-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	207.89	207.42	205.30
R3	206.75	206.28	204.98
R2	205.61	205.61	204.88
R1	205.14	205.14	204.77	205.38
PP	204.47	204.47	204.47	204.59
S1	204.00	204.00	204.57	204.24
S2	203.33	203.33	204.46
S3	202.19	202.86	204.36
S4	201.05	201.72	204.04

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%	1.67	0.8%	87%	False	False	113,609,939
10	205.23	197.38	7.85	3.8%	1.97	1.0%	93%	False	False	115,524,080
20	205.23	189.32	15.91	7.8%	2.24	1.1%	96%	False	False	117,644,364
40	205.23	181.09	24.14	11.8%	2.59	1.3%	98%	False	False	136,407,090
60	207.79	181.02	26.77	13.1%	2.76	1.4%	88%	False	False	147,567,997
80	211.00	181.02	29.98	14.6%	2.74	1.3%	79%	False	False	144,795,498
100	211.66	181.02	30.64	15.0%	2.58	1.3%	77%	False	False	136,425,714
120	211.66	181.02	30.64	15.0%	2.52	1.2%	77%	False	False	133,889,221

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.56
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	209.79
2.618	207.92
1.618	206.78
1.000	206.08
0.618	205.64
HIGH	204.94
0.618	204.50
0.500	204.37
0.382	204.24
LOW	203.80
0.618	203.10
1.000	202.66
1.618	201.96
2.618	200.82
4.250	198.96

Fisher Pivots for day following 21-Mar-2016
Pivot	1 day	3 day
R1	204.57	204.45
PP	204.47	204.22
S1	204.37	204.00

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

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