SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Mar-2017

Day Change Summary
	Previous	Current
	27-Mar-2017	28-Mar-2017	Change	Change %	Previous Week
Open	231.93	233.27	1.34	0.6%	237.03
High	233.92	235.81	1.89	0.8%	237.61
Low	231.61	233.14	1.53	0.7%	232.96
Close	233.62	235.32	1.70	0.7%	233.86
Range	2.31	2.67	0.36	15.6%	4.65
ATR	1.69	1.76	0.07	4.2%	0.00
Volume	87,454,400	93,483,904	6,029,504	6.9%	494,830,300

Daily Pivots for day following 28-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	242.77	241.71	236.79
R3	240.10	239.04	236.05
R2	237.43	237.43	235.81
R1	236.37	236.37	235.56	236.90
PP	234.76	234.76	234.76	235.02
S1	233.70	233.70	235.08	234.23
S2	232.09	232.09	234.83
S3	229.42	231.03	234.59
S4	226.75	228.36	233.85

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	235.81	231.61	4.20	1.8%	2.07	0.9%	88%	True	False	98,284,500
10	239.44	231.61	7.83	3.3%	1.96	0.8%	47%	False	False	93,919,630
20	240.32	231.61	8.71	3.7%	1.59	0.7%	43%	False	False	86,452,575
40	240.32	226.32	14.00	5.9%	1.39	0.6%	64%	False	False	79,251,700
60	240.32	222.73	17.59	7.5%	1.38	0.6%	72%	False	False	78,093,223
80	240.32	219.15	21.17	9.0%	1.37	0.6%	76%	False	False	79,981,302
100	240.32	208.38	31.94	13.6%	1.42	0.6%	84%	False	False	83,495,456
120	240.32	208.38	31.94	13.6%	1.44	0.6%	84%	False	False	83,287,946

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	247.16
2.618	242.80
1.618	240.13
1.000	238.48
0.618	237.46
HIGH	235.81
0.618	234.79
0.500	234.48
0.382	234.16
LOW	233.14
0.618	231.49
1.000	230.47
1.618	228.82
2.618	226.15
4.250	221.79

Fisher Pivots for day following 28-Mar-2017
Pivot	1 day	3 day
R1	235.04	234.78
PP	234.76	234.25
S1	234.48	233.71

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

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