SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Mar-2017

Day Change Summary
	Previous	Current
	17-Mar-2017	20-Mar-2017	Change	Change %	Previous Week
Open	237.75	237.03	-0.72	-0.3%	237.62
High	237.97	237.36	-0.61	-0.3%	239.44
Low	237.03	236.32	-0.71	-0.3%	236.19
Close	237.03	236.77	-0.26	-0.1%	237.03
Range	0.94	1.04	0.10	10.6%	3.25
ATR	1.44	1.41	-0.03	-2.0%	0.00
Volume	89,002,096	52,536,900	-36,465,196	-41.0%	380,565,196

Daily Pivots for day following 20-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	239.94	239.39	237.34
R3	238.90	238.35	237.06
R2	237.86	237.86	236.96
R1	237.31	237.31	236.87	237.07
PP	236.82	236.82	236.82	236.69
S1	236.27	236.27	236.67	236.03
S2	235.78	235.78	236.58
S3	234.74	235.23	236.48
S4	233.70	234.19	236.20

Weekly Pivots for week ending 17-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	247.30	245.42	238.82
R3	244.05	242.17	237.92
R2	240.80	240.80	237.63
R1	238.92	238.92	237.33	238.24
PP	237.55	237.55	237.55	237.21
S1	235.67	235.67	236.73	234.99
S2	234.30	234.30	236.43
S3	231.05	232.42	236.14
S4	227.80	229.17	235.24

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%	1.26	0.5%	18%	False	False	75,169,059
10	239.44	235.74	3.70	1.6%	1.21	0.5%	28%	False	False	74,905,000
20	240.32	235.41	4.91	2.1%	1.19	0.5%	28%	False	False	78,367,785
40	240.32	225.27	15.05	6.4%	1.23	0.5%	76%	False	False	75,032,745
60	240.32	222.73	17.59	7.4%	1.24	0.5%	80%	False	False	72,977,515
80	240.32	219.15	21.17	8.9%	1.27	0.5%	83%	False	False	77,461,808
100	240.32	208.38	31.94	13.5%	1.38	0.6%	89%	False	False	82,704,592
120	240.32	208.38	31.94	13.5%	1.42	0.6%	89%	False	False	83,214,782

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	241.78
2.618	240.08
1.618	239.04
1.000	238.40
0.618	238.00
HIGH	237.36
0.618	236.96
0.500	236.84
0.382	236.72
LOW	236.32
0.618	235.68
1.000	235.28
1.618	234.64
2.618	233.60
4.250	231.90

Fisher Pivots for day following 20-Mar-2017
Pivot	1 day	3 day
R1	236.84	237.76
PP	236.82	237.43
S1	236.79	237.10

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

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