SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Mar-2017

Day Change Summary
	Previous	Current
	02-Mar-2017	03-Mar-2017	Change	Change %	Previous Week
Open	239.56	238.17	-1.39	-0.6%	236.64
High	239.57	238.61	-0.96	-0.4%	240.32
Low	238.21	237.73	-0.48	-0.2%	236.01
Close	238.27	238.42	0.15	0.1%	238.42
Range	1.36	0.88	-0.48	-35.3%	4.31
ATR	1.51	1.47	-0.05	-3.0%	0.00
Volume	70,245,904	81,974,304	11,728,400	16.7%	454,855,608

Daily Pivots for day following 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	240.89	240.54	238.90
R3	240.01	239.66	238.66
R2	239.13	239.13	238.58
R1	238.78	238.78	238.50	238.96
PP	238.25	238.25	238.25	238.34
S1	237.90	237.90	238.34	238.08
S2	237.37	237.37	238.26
S3	236.49	237.02	238.18
S4	235.61	236.14	237.94

Weekly Pivots for week ending 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	251.18	249.11	240.79
R3	246.87	244.80	239.61
R2	242.56	242.56	239.21
R1	240.49	240.49	238.82	241.53
PP	238.25	238.25	238.25	238.77
S1	236.18	236.18	238.02	237.22
S2	233.94	233.94	237.63
S3	229.63	231.87	237.23
S4	225.32	227.56	236.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	240.32	236.01	4.31	1.8%	1.22	0.5%	56%	False	False	90,971,121
10	240.32	233.93	6.39	2.7%	1.19	0.5%	70%	False	False	84,011,830
20	240.32	228.31	12.01	5.0%	1.20	0.5%	84%	False	False	75,886,945
40	240.32	224.96	15.36	6.4%	1.24	0.5%	88%	False	False	74,470,275
60	240.32	220.66	19.66	8.2%	1.31	0.5%	90%	False	False	79,151,875
80	240.32	211.30	29.02	12.2%	1.36	0.6%	93%	False	False	82,756,004
100	240.32	208.38	31.94	13.4%	1.41	0.6%	94%	False	False	83,413,489
120	240.32	208.38	31.94	13.4%	1.49	0.6%	94%	False	False	87,228,244

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	True
Bull Hook	False
Stretch	0.13
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	242.35
2.618	240.91
1.618	240.03
1.000	239.49
0.618	239.15
HIGH	238.61
0.618	238.27
0.500	238.17
0.382	238.07
LOW	237.73
0.618	237.19
1.000	236.85
1.618	236.31
2.618	235.43
4.250	233.99

Fisher Pivots for day following 03-Mar-2017
Pivot	1 day	3 day
R1	238.34	239.03
PP	238.25	238.82
S1	238.17	238.62

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

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