SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Mar-2017

Day Change Summary
	Previous	Current
	24-Mar-2017	27-Mar-2017	Change	Change %	Previous Week
Open	234.38	231.93	-2.45	-1.0%	237.03
High	235.04	233.92	-1.12	-0.5%	237.61
Low	232.96	231.61	-1.35	-0.6%	232.96
Close	233.86	233.62	-0.24	-0.1%	233.86
Range	2.08	2.31	0.23	11.1%	4.65
ATR	1.64	1.69	0.05	2.9%	0.00
Volume	112,504,800	87,454,400	-25,050,400	-22.3%	494,830,300

Daily Pivots for day following 27-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	239.98	239.11	234.89
R3	237.67	236.80	234.26
R2	235.36	235.36	234.04
R1	234.49	234.49	233.83	234.93
PP	233.05	233.05	233.05	233.27
S1	232.18	232.18	233.41	232.62
S2	230.74	230.74	233.20
S3	228.43	229.87	232.98
S4	226.12	227.56	232.35

Weekly Pivots for week ending 24-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	248.76	245.96	236.42
R3	244.11	241.31	235.14
R2	239.46	239.46	234.71
R1	236.66	236.66	234.29	235.74
PP	234.81	234.81	234.81	234.35
S1	232.01	232.01	233.43	231.09
S2	230.16	230.16	233.01
S3	225.51	227.36	232.58
S4	220.86	222.71	231.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	237.61	231.61	6.00	2.6%	2.34	1.0%	34%	False	True	105,949,560
10	239.44	231.61	7.83	3.4%	1.80	0.8%	26%	False	True	90,559,309
20	240.32	231.61	8.71	3.7%	1.50	0.6%	23%	False	True	86,626,475
40	240.32	226.32	14.00	6.0%	1.37	0.6%	52%	False	False	78,908,032
60	240.32	222.73	17.59	7.5%	1.35	0.6%	62%	False	False	77,346,758
80	240.32	219.15	21.17	9.1%	1.35	0.6%	68%	False	False	80,228,901
100	240.32	208.38	31.94	13.7%	1.42	0.6%	79%	False	False	83,788,435
120	240.32	208.38	31.94	13.7%	1.43	0.6%	79%	False	False	83,508,480

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.32
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	243.74
2.618	239.97
1.618	237.66
1.000	236.23
0.618	235.35
HIGH	233.92
0.618	233.04
0.500	232.77
0.382	232.49
LOW	231.61
0.618	230.18
1.000	229.30
1.618	227.87
2.618	225.56
4.250	221.79

Fisher Pivots for day following 27-Mar-2017
Pivot	1 day	3 day
R1	233.34	233.57
PP	233.05	233.52
S1	232.77	233.48

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

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