SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Mar-2016

Day Change Summary
	Previous	Current
	23-Mar-2016	24-Mar-2016	Change	Change %	Previous Week
Open	204.11	202.00	-2.11	-1.0%	202.16
High	204.33	203.16	-1.17	-0.6%	205.23
Low	203.01	201.74	-1.27	-0.6%	201.05
Close	203.21	203.12	-0.09	0.0%	204.38
Range	1.32	1.42	0.10	7.6%	4.18
ATR	2.33	2.27	-0.06	-2.6%	0.00
Volume	81,052,400	84,360,800	3,308,400	4.1%	568,735,000

Daily Pivots for day following 24-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	206.93	206.45	203.90
R3	205.51	205.03	203.51
R2	204.09	204.09	203.38
R1	203.61	203.61	203.25	203.85
PP	202.67	202.67	202.67	202.80
S1	202.19	202.19	202.99	202.43
S2	201.25	201.25	202.86
S3	199.83	200.77	202.73
S4	198.41	199.35	202.34

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	201.74	3.49	1.7%	1.30	0.6%	40%	False	True	94,836,840
10	205.23	199.52	5.71	2.8%	1.73	0.9%	63%	False	False	104,251,120
20	205.23	193.33	11.90	5.9%	2.01	1.0%	82%	False	False	112,138,839
40	205.23	181.09	24.14	11.9%	2.46	1.2%	91%	False	False	131,551,967
60	207.79	181.02	26.77	13.2%	2.77	1.4%	83%	False	False	148,192,261
80	211.00	181.02	29.98	14.8%	2.75	1.4%	74%	False	False	145,730,092
100	211.66	181.02	30.64	15.1%	2.57	1.3%	72%	False	False	136,011,187
120	211.66	181.02	30.64	15.1%	2.49	1.2%	72%	False	False	132,300,126

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.41
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	209.20
2.618	206.88
1.618	205.46
1.000	204.58
0.618	204.04
HIGH	203.16
0.618	202.62
0.500	202.45
0.382	202.28
LOW	201.74
0.618	200.86
1.000	200.32
1.618	199.44
2.618	198.02
4.250	195.71

Fisher Pivots for day following 24-Mar-2016
Pivot	1 day	3 day
R1	202.90	203.49
PP	202.67	203.36
S1	202.45	203.24

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

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