SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Mar-2018

Day Change Summary
	Previous	Current
	28-Feb-2018	01-Mar-2018	Change	Change %	Previous Week
Open	275.68	271.41	-4.27	-1.5%	272.03
High	276.19	273.17	-3.02	-1.1%	274.72
Low	271.29	266.00	-5.29	-1.9%	269.64
Close	271.65	267.70	-3.95	-1.5%	274.71
Range	4.90	7.17	2.27	46.3%	5.08
ATR	4.40	4.60	0.20	4.5%	0.00
Volume	121,907,696	176,855,008	54,947,312	45.1%	388,530,896

Daily Pivots for day following 01-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	290.47	286.25	271.64
R3	283.30	279.08	269.67
R2	276.13	276.13	269.01
R1	271.91	271.91	268.36	270.44
PP	268.96	268.96	268.96	268.22
S1	264.74	264.74	267.04	263.27
S2	261.79	261.79	266.39
S3	254.62	257.57	265.73
S4	247.45	250.40	263.76

Weekly Pivots for week ending 23-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	288.26	286.57	277.50
R3	283.18	281.49	276.11
R2	278.10	278.10	275.64
R1	276.41	276.41	275.18	277.26
PP	273.02	273.02	273.02	273.45
S1	271.33	271.33	274.24	272.18
S2	267.94	267.94	273.78
S3	262.86	266.25	273.31
S4	257.78	261.17	271.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	278.92	266.00	12.92	4.8%	4.57	1.7%	13%	False	True	115,423,921
10	278.92	266.00	12.92	4.8%	4.15	1.6%	13%	False	True	114,450,440
20	283.06	252.92	30.14	11.3%	5.63	2.1%	49%	False	False	155,028,806
40	286.63	252.92	33.71	12.6%	3.85	1.4%	44%	False	False	125,250,248
60	286.63	252.92	33.71	12.6%	2.99	1.1%	44%	False	False	110,791,608
80	286.63	252.92	33.71	12.6%	2.60	1.0%	44%	False	False	100,835,692
100	286.63	252.92	33.71	12.6%	2.30	0.9%	44%	False	False	92,528,216
120	286.63	246.30	40.33	15.1%	2.07	0.8%	53%	False	False	87,626,484

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.08
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	303.64
2.618	291.94
1.618	284.77
1.000	280.34
0.618	277.60
HIGH	273.17
0.618	270.43
0.500	269.59
0.382	268.74
LOW	266.00
0.618	261.57
1.000	258.83
1.618	254.40
2.618	247.23
4.250	235.53

Fisher Pivots for day following 01-Mar-2018
Pivot	1 day	3 day
R1	269.59	272.46
PP	268.96	270.87
S1	268.33	269.29

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

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