SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Apr-2017

Day Change Summary
	Previous	Current
	04-Apr-2017	05-Apr-2017	Change	Change %	Previous Week
Open	235.00	236.26	1.26	0.5%	231.93
High	235.58	237.39	1.81	0.8%	236.52
Low	234.55	234.54	-0.01	0.0%	231.61
Close	235.48	234.78	-0.70	-0.3%	235.74
Range	1.03	2.85	1.82	176.7%	4.91
ATR	1.61	1.70	0.09	5.5%	0.00
Volume	56,466,100	108,800,600	52,334,500	92.7%	373,359,404

Daily Pivots for day following 05-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	244.12	242.30	236.35
R3	241.27	239.45	235.56
R2	238.42	238.42	235.30
R1	236.60	236.60	235.04	236.09
PP	235.57	235.57	235.57	235.31
S1	233.75	233.75	234.52	233.24
S2	232.72	232.72	234.26
S3	229.87	230.90	234.00
S4	227.02	228.05	233.21

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	237.39	233.91	3.48	1.5%	1.62	0.7%	25%	True	False	76,256,780
10	237.39	231.61	5.78	2.5%	1.80	0.8%	55%	True	False	83,708,750
20	239.44	231.61	7.83	3.3%	1.67	0.7%	40%	False	False	83,612,175
40	240.32	228.31	12.01	5.1%	1.45	0.6%	54%	False	False	79,809,050
60	240.32	224.96	15.36	6.5%	1.38	0.6%	64%	False	False	77,547,332
80	240.32	222.73	17.59	7.5%	1.37	0.6%	69%	False	False	79,371,128
100	240.32	215.22	25.10	10.7%	1.37	0.6%	78%	False	False	80,163,920
120	240.32	208.38	31.94	13.6%	1.44	0.6%	83%	False	False	82,968,066

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	249.50
2.618	244.85
1.618	242.00
1.000	240.24
0.618	239.15
HIGH	237.39
0.618	236.30
0.500	235.97
0.382	235.63
LOW	234.54
0.618	232.78
1.000	231.69
1.618	229.93
2.618	227.08
4.250	222.43

Fisher Pivots for day following 05-Apr-2017
Pivot	1 day	3 day
R1	235.97	235.65
PP	235.57	235.36
S1	235.18	235.07

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

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