SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Apr-2016

Day Change Summary
	Previous	Current
	04-Apr-2016	05-Apr-2016	Change	Change %	Previous Week
Open	206.83	204.67	-2.16	-1.0%	203.61
High	207.07	206.26	-0.81	-0.4%	207.14
Low	205.89	203.89	-2.00	-1.0%	202.40
Close	206.25	204.19	-2.06	-1.0%	206.92
Range	1.18	2.37	1.19	100.8%	4.74
ATR	2.12	2.14	0.02	0.8%	0.00
Volume	63,496,900	99,662,096	36,165,196	57.0%	450,703,692

Daily Pivots for day following 05-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	211.89	210.41	205.49
R3	209.52	208.04	204.84
R2	207.15	207.15	204.62
R1	205.67	205.67	204.41	205.23
PP	204.78	204.78	204.78	204.56
S1	203.30	203.30	203.97	202.86
S2	202.41	202.41	203.76
S3	200.04	200.93	203.54
S4	197.67	198.56	202.89

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	203.89	3.25	1.6%	1.81	0.9%	9%	False	True	91,706,357
10	207.14	201.74	5.40	2.6%	1.75	0.9%	45%	False	False	87,674,779
20	207.14	197.38	9.76	4.8%	1.86	0.9%	70%	False	False	101,599,429
40	207.14	181.09	26.05	12.8%	2.18	1.1%	89%	False	False	116,940,384
60	207.14	181.02	26.12	12.8%	2.74	1.3%	89%	False	False	142,263,575
80	208.68	181.02	27.66	13.5%	2.67	1.3%	84%	False	False	142,357,612
100	211.00	181.02	29.98	14.7%	2.56	1.3%	77%	False	False	134,862,743
120	211.66	181.02	30.64	15.0%	2.45	1.2%	76%	False	False	130,004,862

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	216.33
2.618	212.46
1.618	210.09
1.000	208.63
0.618	207.72
HIGH	206.26
0.618	205.35
0.500	205.08
0.382	204.80
LOW	203.89
0.618	202.43
1.000	201.52
1.618	200.06
2.618	197.69
4.250	193.82

Fisher Pivots for day following 05-Apr-2016
Pivot	1 day	3 day
R1	205.08	205.52
PP	204.78	205.07
S1	204.49	204.63

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

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