SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Apr-2016

Day Change Summary
	Previous	Current
	01-Apr-2016	04-Apr-2016	Change	Change %	Previous Week
Open	204.35	206.83	2.48	1.2%	203.61
High	207.14	207.07	-0.07	0.0%	207.14
Low	203.98	205.89	1.91	0.9%	202.40
Close	206.92	206.25	-0.67	-0.3%	206.92
Range	3.16	1.18	-1.98	-62.7%	4.74
ATR	2.20	2.12	-0.07	-3.3%	0.00
Volume	114,423,400	63,496,900	-50,926,500	-44.5%	450,703,692

Daily Pivots for day following 04-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	209.94	209.28	206.90
R3	208.76	208.10	206.57
R2	207.58	207.58	206.47
R1	206.92	206.92	206.36	206.66
PP	206.40	206.40	206.40	206.28
S1	205.74	205.74	206.14	205.48
S2	205.22	205.22	206.03
S3	204.04	204.56	205.93
S4	202.86	203.38	205.60

Weekly Pivots for week ending 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	219.71	218.05	209.53
R3	214.97	213.31	208.22
R2	210.23	210.23	207.79
R1	208.57	208.57	207.35	209.40
PP	205.49	205.49	205.49	205.90
S1	203.83	203.83	206.49	204.66
S2	200.75	200.75	206.05
S3	196.01	199.09	205.62
S4	191.27	194.35	204.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	207.14	202.40	4.74	2.3%	1.91	0.9%	81%	False	False	90,358,498
10	207.14	201.74	5.40	2.6%	1.63	0.8%	84%	False	False	85,001,229
20	207.14	197.38	9.76	4.7%	1.83	0.9%	91%	False	False	101,627,274
40	207.14	181.09	26.05	12.6%	2.23	1.1%	97%	False	False	118,968,540
60	207.14	181.02	26.12	12.7%	2.76	1.3%	97%	False	False	144,159,805
80	208.68	181.02	27.66	13.4%	2.67	1.3%	91%	False	False	142,403,989
100	211.00	181.02	29.98	14.5%	2.56	1.2%	84%	False	False	135,176,209
120	211.66	181.02	30.64	14.9%	2.44	1.2%	82%	False	False	129,644,308

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	212.09
2.618	210.16
1.618	208.98
1.000	208.25
0.618	207.80
HIGH	207.07
0.618	206.62
0.500	206.48
0.382	206.34
LOW	205.89
0.618	205.16
1.000	204.71
1.618	203.98
2.618	202.80
4.250	200.88

Fisher Pivots for day following 04-Apr-2016
Pivot	1 day	3 day
R1	206.48	206.02
PP	206.40	205.79
S1	206.33	205.56

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

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