SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Mar-2016

Day Change Summary
	Previous	Current
	22-Mar-2016	23-Mar-2016	Change	Change %	Previous Week
Open	203.76	204.11	0.35	0.2%	202.16
High	205.23	204.33	-0.90	-0.4%	205.23
Low	203.57	203.01	-0.56	-0.3%	201.05
Close	204.56	203.21	-1.35	-0.7%	204.38
Range	1.66	1.32	-0.34	-20.5%	4.18
ATR	2.39	2.33	-0.06	-2.5%	0.00
Volume	97,471,904	81,052,400	-16,419,504	-16.8%	568,735,000

Daily Pivots for day following 23-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	207.48	206.66	203.94
R3	206.16	205.34	203.57
R2	204.84	204.84	203.45
R1	204.02	204.02	203.33	203.77
PP	203.52	203.52	203.52	203.39
S1	202.70	202.70	203.09	202.45
S2	202.20	202.20	202.97
S3	200.88	201.38	202.85
S4	199.56	200.06	202.48

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	202.77	2.46	1.2%	1.51	0.7%	18%	False	False	104,820,379
10	205.23	197.38	7.85	3.9%	1.96	1.0%	74%	False	False	111,498,920
20	205.23	192.83	12.40	6.1%	2.07	1.0%	84%	False	False	113,457,209
40	205.23	181.09	24.14	11.9%	2.53	1.2%	92%	False	False	134,084,987
60	207.79	181.02	26.77	13.2%	2.77	1.4%	83%	False	False	147,884,579
80	211.00	181.02	29.98	14.8%	2.74	1.3%	74%	False	False	145,142,053
100	211.66	181.02	30.64	15.1%	2.57	1.3%	72%	False	False	136,072,833
120	211.66	181.02	30.64	15.1%	2.50	1.2%	72%	False	False	132,689,444

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.49
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	209.94
2.618	207.79
1.618	206.47
1.000	205.65
0.618	205.15
HIGH	204.33
0.618	203.83
0.500	203.67
0.382	203.51
LOW	203.01
0.618	202.19
1.000	201.69
1.618	200.87
2.618	199.55
4.250	197.40

Fisher Pivots for day following 23-Mar-2016
Pivot	1 day	3 day
R1	203.67	204.12
PP	203.52	203.82
S1	203.36	203.51

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

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