SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Apr-2017

Day Change Summary
	Previous	Current
	31-Mar-2017	03-Apr-2017	Change	Change %	Previous Week
Open	235.90	235.80	-0.10	0.0%	231.93
High	236.51	236.03	-0.48	-0.2%	236.52
Low	235.68	233.91	-1.77	-0.8%	231.61
Close	235.74	235.33	-0.41	-0.2%	235.74
Range	0.83	2.12	1.29	155.4%	4.91
ATR	1.62	1.65	0.04	2.2%	0.00
Volume	73,733,000	85,546,400	11,813,400	16.0%	373,359,404

Daily Pivots for day following 03-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	241.45	240.51	236.50
R3	239.33	238.39	235.91
R2	237.21	237.21	235.72
R1	236.27	236.27	235.52	235.68
PP	235.09	235.09	235.09	234.80
S1	234.15	234.15	235.14	233.56
S2	232.97	232.97	234.94
S3	230.85	232.03	234.75
S4	228.73	229.91	234.16

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	233.14	3.38	1.4%	1.59	0.7%	65%	False	False	74,290,280
10	237.61	231.61	6.00	2.5%	1.97	0.8%	62%	False	False	90,119,920
20	239.44	231.61	7.83	3.3%	1.59	0.7%	48%	False	False	82,512,460
40	240.32	228.31	12.01	5.1%	1.39	0.6%	58%	False	False	78,570,412
60	240.32	224.96	15.36	6.5%	1.36	0.6%	68%	False	False	76,767,878
80	240.32	221.38	18.94	8.0%	1.38	0.6%	74%	False	False	79,935,948
100	240.32	212.34	27.98	11.9%	1.40	0.6%	82%	False	False	82,163,262
120	240.32	208.38	31.94	13.6%	1.44	0.6%	84%	False	False	83,292,789

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	0.33
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	245.04
2.618	241.58
1.618	239.46
1.000	238.15
0.618	237.34
HIGH	236.03
0.618	235.22
0.500	234.97
0.382	234.72
LOW	233.91
0.618	232.60
1.000	231.79
1.618	230.48
2.618	228.36
4.250	224.90

Fisher Pivots for day following 03-Apr-2017
Pivot	1 day	3 day
R1	235.21	235.29
PP	235.09	235.25
S1	234.97	235.22

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

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