SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Mar-2017

Day Change Summary
	Previous	Current
	15-Mar-2017	16-Mar-2017	Change	Change %	Previous Week
Open	237.56	239.11	1.55	0.7%	237.50
High	239.44	239.20	-0.24	-0.1%	238.12
Low	237.29	238.10	0.81	0.3%	235.74
Close	238.95	238.48	-0.47	-0.2%	237.69
Range	2.15	1.10	-1.05	-48.8%	2.38
ATR	1.47	1.44	-0.03	-1.8%	0.00
Volume	96,081,696	78,343,904	-17,737,792	-18.5%	371,339,408

Daily Pivots for day following 16-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	241.89	241.29	239.09
R3	240.79	240.19	238.78
R2	239.69	239.69	238.68
R1	239.09	239.09	238.58	238.84
PP	238.59	238.59	238.59	238.47
S1	237.99	237.99	238.38	237.74
S2	237.49	237.49	238.28
S3	236.39	236.89	238.18
S4	235.29	235.79	237.88

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	244.32	243.39	239.00
R3	241.94	241.01	238.34
R2	239.56	239.56	238.13
R1	238.63	238.63	237.91	239.10
PP	237.18	237.18	237.18	237.42
S1	236.25	236.25	237.47	236.72
S2	234.80	234.80	237.25
S3	232.42	233.87	237.04
S4	230.04	231.49	236.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	239.44	236.19	3.25	1.4%	1.27	0.5%	70%	False	False	74,710,940
10	239.44	235.74	3.70	1.6%	1.21	0.5%	74%	False	False	74,487,681
20	240.32	233.85	6.47	2.7%	1.22	0.5%	72%	False	False	79,387,160
40	240.32	225.27	15.05	6.3%	1.25	0.5%	88%	False	False	76,388,702
60	240.32	222.73	17.59	7.4%	1.23	0.5%	90%	False	False	73,621,530
80	240.32	218.29	22.03	9.2%	1.27	0.5%	92%	False	False	77,675,925
100	240.32	208.38	31.94	13.4%	1.38	0.6%	94%	False	False	82,781,557
120	240.32	208.38	31.94	13.4%	1.42	0.6%	94%	False	False	83,397,109

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	243.88
2.618	242.08
1.618	240.98
1.000	240.30
0.618	239.88
HIGH	239.20
0.618	238.78
0.500	238.65
0.382	238.52
LOW	238.10
0.618	237.42
1.000	237.00
1.618	236.32
2.618	235.22
4.250	233.43

Fisher Pivots for day following 16-Mar-2017
Pivot	1 day	3 day
R1	238.65	238.26
PP	238.59	238.04
S1	238.54	237.82

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

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