SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Mar-2017

Day Change Summary
	Previous	Current
	22-Mar-2017	23-Mar-2017	Change	Change %	Previous Week
Open	233.77	234.00	0.23	0.1%	237.62
High	234.61	235.34	0.73	0.3%	239.44
Low	233.05	233.60	0.55	0.2%	236.19
Close	234.28	234.03	-0.25	-0.1%	237.03
Range	1.56	1.74	0.18	11.5%	3.25
ATR	1.60	1.61	0.01	0.6%	0.00
Volume	97,569,200	100,410,200	2,841,000	2.9%	380,565,196

Daily Pivots for day following 23-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	239.54	238.53	234.99
R3	237.80	236.79	234.51
R2	236.06	236.06	234.35
R1	235.05	235.05	234.19	235.56
PP	234.32	234.32	234.32	234.58
S1	233.31	233.31	233.87	233.82
S2	232.58	232.58	233.71
S3	230.84	231.57	233.55
S4	229.10	229.83	233.07

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	237.97	233.05	4.92	2.1%	1.86	0.8%	20%	False	False	94,265,519
10	239.44	233.05	6.39	2.7%	1.57	0.7%	15%	False	False	84,488,229
20	240.32	233.05	7.27	3.1%	1.40	0.6%	13%	False	False	83,573,365
40	240.32	226.32	14.00	6.0%	1.30	0.6%	55%	False	False	76,901,097
60	240.32	222.73	17.59	7.5%	1.33	0.6%	64%	False	False	75,793,562
80	240.32	219.15	21.17	9.0%	1.33	0.6%	70%	False	False	79,560,150
100	240.32	208.38	31.94	13.6%	1.41	0.6%	80%	False	False	83,807,799
120	240.32	208.38	31.94	13.6%	1.42	0.6%	80%	False	False	83,514,368

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	242.74
2.618	239.90
1.618	238.16
1.000	237.08
0.618	236.42
HIGH	235.34
0.618	234.68
0.500	234.47
0.382	234.26
LOW	233.60
0.618	232.52
1.000	231.86
1.618	230.78
2.618	229.04
4.250	226.21

Fisher Pivots for day following 23-Mar-2017
Pivot	1 day	3 day
R1	234.47	235.33
PP	234.32	234.90
S1	234.18	234.46

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

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