SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Mar-2016

Day Change Summary
	Previous	Current
	24-Mar-2016	28-Mar-2016	Change	Change %	Previous Week
Open	202.00	203.61	1.61	0.8%	204.07
High	203.16	203.86	0.70	0.3%	205.23
Low	201.74	202.70	0.96	0.5%	201.74
Close	203.12	203.24	0.12	0.1%	203.12
Range	1.42	1.16	-0.26	-18.3%	3.49
ATR	2.27	2.19	-0.08	-3.5%	0.00
Volume	84,360,800	62,408,100	-21,952,700	-26.0%	335,811,704

Daily Pivots for day following 28-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	206.75	206.15	203.88
R3	205.59	204.99	203.56
R2	204.43	204.43	203.45
R1	203.83	203.83	203.35	203.55
PP	203.27	203.27	203.27	203.13
S1	202.67	202.67	203.13	202.39
S2	202.11	202.11	203.03
S3	200.95	201.51	202.92
S4	199.79	200.35	202.60

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	213.83	211.97	205.04
R3	210.34	208.48	204.08
R2	206.85	206.85	203.76
R1	204.99	204.99	203.44	204.18
PP	203.36	203.36	203.36	202.96
S1	201.50	201.50	202.80	200.69
S2	199.87	199.87	202.48
S3	196.38	198.01	202.16
S4	192.89	194.52	201.20

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%	1.34	0.7%	43%	False	False	79,643,960
10	205.23	201.05	4.18	2.1%	1.52	0.7%	52%	False	False	96,695,480
20	205.23	193.33	11.90	5.9%	1.98	1.0%	83%	False	False	108,767,564
40	205.23	181.09	24.14	11.9%	2.41	1.2%	92%	False	False	129,517,202
60	207.21	181.02	26.19	12.9%	2.77	1.4%	85%	False	False	147,688,386
80	211.00	181.02	29.98	14.8%	2.74	1.4%	74%	False	False	145,099,909
100	211.66	181.02	30.64	15.1%	2.57	1.3%	73%	False	False	135,324,498
120	211.66	181.02	30.64	15.1%	2.45	1.2%	73%	False	False	131,061,835

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.28
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	208.79
2.618	206.90
1.618	205.74
1.000	205.02
0.618	204.58
HIGH	203.86
0.618	203.42
0.500	203.28
0.382	203.14
LOW	202.70
0.618	201.98
1.000	201.54
1.618	200.82
2.618	199.66
4.250	197.77

Fisher Pivots for day following 28-Mar-2016
Pivot	1 day	3 day
R1	203.28	203.17
PP	203.27	203.10
S1	203.25	203.04

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

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