SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Mar-2017

Day Change Summary
	Previous	Current
	30-Mar-2017	31-Mar-2017	Change	Change %	Previous Week
Open	235.47	235.90	0.43	0.2%	231.93
High	236.52	236.51	-0.01	0.0%	236.52
Low	235.27	235.68	0.41	0.2%	231.61
Close	236.29	235.74	-0.55	-0.2%	235.74
Range	1.25	0.83	-0.42	-33.6%	4.91
ATR	1.68	1.62	-0.06	-3.6%	0.00
Volume	56,737,800	73,733,000	16,995,200	30.0%	373,359,404

Daily Pivots for day following 31-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	238.47	237.93	236.20
R3	237.64	237.10	235.97
R2	236.81	236.81	235.89
R1	236.27	236.27	235.82	236.13
PP	235.98	235.98	235.98	235.90
S1	235.44	235.44	235.66	235.30
S2	235.15	235.15	235.59
S3	234.32	234.61	235.51
S4	233.49	233.78	235.28

Weekly Pivots for week ending 31-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	249.35	247.46	238.44
R3	244.44	242.55	237.09
R2	239.53	239.53	236.64
R1	237.64	237.64	236.19	238.59
PP	234.62	234.62	234.62	235.10
S1	232.73	232.73	235.29	233.68
S2	229.71	229.71	234.84
S3	224.80	227.82	234.39
S4	219.89	222.91	233.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	236.52	231.61	4.91	2.1%	1.63	0.7%	84%	False	False	74,671,880
10	237.61	231.61	6.00	2.5%	1.86	0.8%	69%	False	False	86,818,970
20	239.44	231.61	7.83	3.3%	1.54	0.7%	53%	False	False	81,004,715
40	240.32	228.31	12.01	5.1%	1.37	0.6%	62%	False	False	78,445,830
60	240.32	224.96	15.36	6.5%	1.34	0.6%	70%	False	False	76,648,422
80	240.32	220.66	19.66	8.3%	1.36	0.6%	77%	False	False	79,615,085
100	240.32	211.30	29.02	12.3%	1.40	0.6%	84%	False	False	82,405,746
120	240.32	208.38	31.94	13.5%	1.43	0.6%	86%	False	False	83,012,027

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	240.04
2.618	238.68
1.618	237.85
1.000	237.34
0.618	237.02
HIGH	236.51
0.618	236.19
0.500	236.10
0.382	236.00
LOW	235.68
0.618	235.17
1.000	234.85
1.618	234.34
2.618	233.51
4.250	232.15

Fisher Pivots for day following 31-Mar-2017
Pivot	1 day	3 day
R1	236.10	235.70
PP	235.98	235.66
S1	235.86	235.63

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

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