SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Apr-2016

Day Change Summary
	Previous	Current
	11-Apr-2016	12-Apr-2016	Change	Change %	Previous Week
Open	205.25	204.22	-1.03	-0.5%	206.83
High	206.07	206.25	0.18	0.1%	207.07
Low	203.91	203.70	-0.21	-0.1%	203.09
Close	204.02	205.92	1.90	0.9%	204.50
Range	2.16	2.55	0.39	18.1%	3.98
ATR	2.23	2.25	0.02	1.0%	0.00
Volume	83,757,400	115,350,600	31,593,200	37.7%	463,898,292

Daily Pivots for day following 12-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	212.94	211.98	207.32
R3	210.39	209.43	206.62
R2	207.84	207.84	206.39
R1	206.88	206.88	206.15	207.36
PP	205.29	205.29	205.29	205.53
S1	204.33	204.33	205.69	204.81
S2	202.74	202.74	205.45
S3	200.19	201.78	205.22
S4	197.64	199.23	204.52

Weekly Pivots for week ending 08-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	216.83	214.64	206.69
R3	212.85	210.66	205.59
R2	208.87	208.87	205.23
R1	206.68	206.68	204.86	205.79
PP	204.89	204.89	204.89	204.44
S1	202.70	202.70	204.14	201.81
S2	200.91	200.91	203.77
S3	196.93	198.72	203.41
S4	192.95	194.74	202.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	206.49	203.09	3.40	1.7%	2.33	1.1%	83%	False	False	99,969,459
10	207.14	203.09	4.05	2.0%	2.07	1.0%	70%	False	False	95,837,908
20	207.14	201.05	6.09	3.0%	1.87	0.9%	80%	False	False	97,232,239
40	207.14	187.63	19.51	9.5%	2.07	1.0%	94%	False	False	107,662,966
60	207.14	181.02	26.12	12.7%	2.54	1.2%	95%	False	False	133,393,480
80	208.48	181.02	27.46	13.3%	2.62	1.3%	91%	False	False	138,278,725
100	211.00	181.02	29.98	14.6%	2.57	1.2%	83%	False	False	134,498,641
120	211.66	181.02	30.64	14.9%	2.47	1.2%	81%	False	False	129,900,332

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.50
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	217.09
2.618	212.93
1.618	210.38
1.000	208.80
0.618	207.83
HIGH	206.25
0.618	205.28
0.500	204.98
0.382	204.67
LOW	203.70
0.618	202.12
1.000	201.15
1.618	199.57
2.618	197.02
4.250	192.86

Fisher Pivots for day following 12-Apr-2016
Pivot	1 day	3 day
R1	205.61	205.61
PP	205.29	205.29
S1	204.98	204.98

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

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