SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Apr-2017

Day Change Summary
	Previous	Current
	05-Apr-2017	06-Apr-2017	Change	Change %	Previous Week
Open	236.26	234.94	-1.32	-0.6%	231.93
High	237.39	236.04	-1.35	-0.6%	236.52
Low	234.54	234.43	-0.11	0.0%	231.61
Close	234.78	235.44	0.66	0.3%	235.74
Range	2.85	1.61	-1.24	-43.5%	4.91
ATR	1.70	1.69	-0.01	-0.4%	0.00
Volume	108,800,600	69,135,696	-39,664,904	-36.5%	373,359,404

Daily Pivots for day following 06-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	240.13	239.40	236.33
R3	238.52	237.79	235.88
R2	236.91	236.91	235.74
R1	236.18	236.18	235.59	236.55
PP	235.30	235.30	235.30	235.49
S1	234.57	234.57	235.29	234.94
S2	233.69	233.69	235.14
S3	232.08	232.96	235.00
S4	230.47	231.35	234.55

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%	1.69	0.7%	44%	False	False	78,736,359
10	237.39	231.61	5.78	2.5%	1.78	0.8%	66%	False	False	80,581,300
20	239.44	231.61	7.83	3.3%	1.67	0.7%	49%	False	False	82,534,764
40	240.32	229.52	10.80	4.6%	1.46	0.6%	55%	False	False	80,248,287
60	240.32	224.96	15.36	6.5%	1.38	0.6%	68%	False	False	77,636,728
80	240.32	222.73	17.59	7.5%	1.37	0.6%	72%	False	False	79,135,253
100	240.32	215.32	25.00	10.6%	1.35	0.6%	80%	False	False	79,134,144
120	240.32	208.38	31.94	13.6%	1.43	0.6%	85%	False	False	82,699,556

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.41
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	242.88
2.618	240.25
1.618	238.64
1.000	237.65
0.618	237.03
HIGH	236.04
0.618	235.42
0.500	235.24
0.382	235.05
LOW	234.43
0.618	233.44
1.000	232.82
1.618	231.83
2.618	230.22
4.250	227.59

Fisher Pivots for day following 06-Apr-2017
Pivot	1 day	3 day
R1	235.37	235.91
PP	235.30	235.75
S1	235.24	235.60

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

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