SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Mar-2017

Day Change Summary
	Previous	Current
	21-Mar-2017	22-Mar-2017	Change	Change %	Previous Week
Open	237.47	233.77	-3.70	-1.6%	237.62
High	237.61	234.61	-3.00	-1.3%	239.44
Low	233.58	233.05	-0.53	-0.2%	236.19
Close	233.73	234.28	0.55	0.2%	237.03
Range	4.03	1.56	-2.47	-61.3%	3.25
ATR	1.60	1.60	0.00	-0.2%	0.00
Volume	131,809,200	97,569,200	-34,240,000	-26.0%	380,565,196

Daily Pivots for day following 22-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	238.66	238.03	235.14
R3	237.10	236.47	234.71
R2	235.54	235.54	234.57
R1	234.91	234.91	234.42	235.23
PP	233.98	233.98	233.98	234.14
S1	233.35	233.35	234.14	233.67
S2	232.42	232.42	233.99
S3	230.86	231.79	233.85
S4	229.30	230.23	233.42

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	239.20	233.05	6.15	2.6%	1.73	0.7%	20%	False	True	89,852,260
10	239.44	233.05	6.39	2.7%	1.54	0.7%	19%	False	True	83,515,600
20	240.32	233.05	7.27	3.1%	1.38	0.6%	17%	False	True	82,283,650
40	240.32	226.32	14.00	6.0%	1.28	0.5%	57%	False	False	76,501,785
60	240.32	222.73	17.59	7.5%	1.31	0.6%	66%	False	False	74,731,688
80	240.32	219.15	21.17	9.0%	1.31	0.6%	71%	False	False	78,778,425
100	240.32	208.38	31.94	13.6%	1.41	0.6%	81%	False	False	83,575,899
120	240.32	208.38	31.94	13.6%	1.43	0.6%	81%	False	False	83,744,524

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	241.24
2.618	238.69
1.618	237.13
1.000	236.17
0.618	235.57
HIGH	234.61
0.618	234.01
0.500	233.83
0.382	233.65
LOW	233.05
0.618	232.09
1.000	231.49
1.618	230.53
2.618	228.97
4.250	226.42

Fisher Pivots for day following 22-Mar-2017
Pivot	1 day	3 day
R1	234.13	235.33
PP	233.98	234.98
S1	233.83	234.63

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

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