SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Apr-2016

Day Change Summary
	Previous	Current
	22-Apr-2016	25-Apr-2016	Change	Change %	Previous Week
Open	208.55	208.26	-0.29	-0.1%	207.14
High	209.29	208.66	-0.63	-0.3%	210.92
Low	207.91	207.54	-0.37	-0.2%	207.00
Close	208.97	208.61	-0.36	-0.2%	208.97
Range	1.38	1.12	-0.26	-18.8%	3.92
ATR	1.91	1.88	-0.03	-1.8%	0.00
Volume	99,251,696	66,166,400	-33,085,296	-33.3%	436,893,688

Daily Pivots for day following 25-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	211.63	211.24	209.23
R3	210.51	210.12	208.92
R2	209.39	209.39	208.82
R1	209.00	209.00	208.71	209.20
PP	208.27	208.27	208.27	208.37
S1	207.88	207.88	208.51	208.08
S2	207.15	207.15	208.40
S3	206.03	206.76	208.30
S4	204.91	205.64	207.99

Weekly Pivots for week ending 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	220.72	218.77	211.13
R3	216.80	214.85	210.05
R2	212.88	212.88	209.69
R1	210.93	210.93	209.33	211.91
PP	208.96	208.96	208.96	209.45
S1	207.01	207.01	208.61	207.99
S2	205.04	205.04	208.25
S3	201.12	203.09	207.89
S4	197.20	199.17	206.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	210.92	207.54	3.38	1.6%	1.38	0.7%	32%	False	True	84,105,838
10	210.92	203.70	7.22	3.5%	1.48	0.7%	68%	False	False	85,572,148
20	210.92	202.40	8.52	4.1%	1.79	0.9%	73%	False	False	89,583,638
40	210.92	193.33	17.59	8.4%	1.88	0.9%	87%	False	False	99,175,601
60	210.92	181.09	29.83	14.3%	2.20	1.1%	92%	False	False	116,206,014
80	210.92	181.02	29.90	14.3%	2.53	1.2%	92%	False	False	133,162,199
100	211.00	181.02	29.98	14.4%	2.55	1.2%	92%	False	False	133,996,655
120	211.66	181.02	30.64	14.7%	2.44	1.2%	90%	False	False	127,701,022

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.36
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	213.42
2.618	211.59
1.618	210.47
1.000	209.78
0.618	209.35
HIGH	208.66
0.618	208.23
0.500	208.10
0.382	207.97
LOW	207.54
0.618	206.85
1.000	206.42
1.618	205.73
2.618	204.61
4.250	202.78

Fisher Pivots for day following 25-Apr-2016
Pivot	1 day	3 day
R1	208.44	208.90
PP	208.27	208.80
S1	208.10	208.71

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

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