SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Mar-2017

Day Change Summary
	Previous	Current
	28-Mar-2017	29-Mar-2017	Change	Change %	Previous Week
Open	233.27	234.99	1.72	0.7%	237.03
High	235.81	235.81	0.00	0.0%	237.61
Low	233.14	234.73	1.59	0.7%	232.96
Close	235.32	235.54	0.22	0.1%	233.86
Range	2.67	1.08	-1.59	-59.6%	4.65
ATR	1.76	1.71	-0.05	-2.8%	0.00
Volume	93,483,904	61,950,300	-31,533,604	-33.7%	494,830,300

Daily Pivots for day following 29-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	238.60	238.15	236.13
R3	237.52	237.07	235.84
R2	236.44	236.44	235.74
R1	235.99	235.99	235.64	236.22
PP	235.36	235.36	235.36	235.47
S1	234.91	234.91	235.44	235.14
S2	234.28	234.28	235.34
S3	233.20	233.83	235.24
S4	232.12	232.75	234.95

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%	1.98	0.8%	94%	True	False	91,160,720
10	239.20	231.61	7.59	3.2%	1.86	0.8%	52%	False	False	90,506,490
20	239.57	231.61	7.96	3.4%	1.55	0.7%	49%	False	False	82,092,185
40	240.32	226.82	13.50	5.7%	1.39	0.6%	65%	False	False	78,903,438
60	240.32	223.88	16.44	7.0%	1.36	0.6%	71%	False	False	77,309,090
80	240.32	219.26	21.06	8.9%	1.36	0.6%	77%	False	False	79,767,676
100	240.32	208.38	31.94	13.6%	1.41	0.6%	85%	False	False	83,081,651
120	240.32	208.38	31.94	13.6%	1.44	0.6%	85%	False	False	83,197,399

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.33
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	240.40
2.618	238.64
1.618	237.56
1.000	236.89
0.618	236.48
HIGH	235.81
0.618	235.40
0.500	235.27
0.382	235.14
LOW	234.73
0.618	234.06
1.000	233.65
1.618	232.98
2.618	231.90
4.250	230.14

Fisher Pivots for day following 29-Mar-2017
Pivot	1 day	3 day
R1	235.45	234.93
PP	235.36	234.32
S1	235.27	233.71

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

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