SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Apr-2016

Day Change Summary
	Previous	Current
	14-Apr-2016	15-Apr-2016	Change	Change %	Previous Week
Open	208.07	208.01	-0.06	0.0%	205.25
High	208.60	208.17	-0.43	-0.2%	208.60
Low	207.60	207.40	-0.20	-0.1%	203.70
Close	208.01	207.78	-0.23	-0.1%	207.78
Range	1.00	0.77	-0.23	-23.0%	4.90
ATR	2.16	2.06	-0.10	-4.6%	0.00
Volume	65,212,800	75,761,600	10,548,800	16.2%	436,418,800

Daily Pivots for day following 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	210.09	209.71	208.20
R3	209.32	208.94	207.99
R2	208.55	208.55	207.92
R1	208.17	208.17	207.85	207.98
PP	207.78	207.78	207.78	207.69
S1	207.40	207.40	207.71	207.21
S2	207.01	207.01	207.64
S3	206.24	206.63	207.57
S4	205.47	205.86	207.36

Weekly Pivots for week ending 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	221.39	219.49	210.48
R3	216.49	214.59	209.13
R2	211.59	211.59	208.68
R1	209.69	209.69	208.23	210.64
PP	206.69	206.69	206.69	207.17
S1	204.79	204.79	207.33	205.74
S2	201.79	201.79	206.88
S3	196.89	199.89	206.43
S4	191.99	194.99	205.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	208.60	203.70	4.90	2.4%	1.55	0.7%	83%	False	False	87,283,760
10	208.60	203.09	5.51	2.7%	1.83	0.9%	85%	False	False	90,031,709
20	208.60	201.74	6.86	3.3%	1.72	0.8%	88%	False	False	91,260,249
40	208.60	189.32	19.28	9.3%	2.00	1.0%	96%	False	False	104,630,656
60	208.60	181.09	27.51	13.2%	2.37	1.1%	97%	False	False	123,904,701
80	208.60	181.02	27.58	13.3%	2.53	1.2%	97%	False	False	133,476,328
100	211.00	181.02	29.98	14.4%	2.54	1.2%	89%	False	False	133,564,883
120	211.66	181.02	30.64	14.7%	2.44	1.2%	87%	False	False	128,916,271

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.44
Narrowest range in 96 trading days

Fibonacci Retracements and Extensions
4.250	211.44
2.618	210.19
1.618	209.42
1.000	208.94
0.618	208.65
HIGH	208.17
0.618	207.88
0.500	207.79
0.382	207.69
LOW	207.40
0.618	206.92
1.000	206.63
1.618	206.15
2.618	205.38
4.250	204.13

Fisher Pivots for day following 15-Apr-2016
Pivot	1 day	3 day
R1	207.79	207.76
PP	207.78	207.74
S1	207.78	207.72

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

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