SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Mar-2018

Day Change Summary
	Previous	Current
	01-Mar-2018	02-Mar-2018	Change	Change %	Previous Week
Open	271.41	265.80	-5.61	-2.1%	275.93
High	273.17	269.72	-3.45	-1.3%	278.92
Low	266.00	264.82	-1.18	-0.4%	264.82
Close	267.70	269.08	1.38	0.5%	269.08
Range	7.17	4.90	-2.27	-31.7%	14.10
ATR	4.60	4.62	0.02	0.5%	0.00
Volume	176,855,008	139,083,200	-37,771,808	-21.4%	623,436,408

Daily Pivots for day following 02-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	282.57	280.73	271.78
R3	277.67	275.83	270.43
R2	272.77	272.77	269.98
R1	270.93	270.93	269.53	271.85
PP	267.87	267.87	267.87	268.34
S1	266.03	266.03	268.63	266.95
S2	262.97	262.97	268.18
S3	258.07	261.13	267.73
S4	253.17	256.23	266.39

Weekly Pivots for week ending 02-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	313.24	305.26	276.84
R3	299.14	291.16	272.96
R2	285.04	285.04	271.67
R1	277.06	277.06	270.37	274.00
PP	270.94	270.94	270.94	269.41
S1	262.96	262.96	267.79	259.90
S2	256.84	256.84	266.50
S3	242.74	248.86	265.20
S4	228.64	234.76	261.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	278.92	264.82	14.10	5.2%	4.86	1.8%	30%	False	True	124,687,281
10	278.92	264.82	14.10	5.2%	4.22	1.6%	30%	False	True	117,238,740
20	280.23	252.92	27.31	10.1%	5.76	2.1%	59%	False	False	157,477,846
40	286.63	252.92	33.71	12.5%	3.93	1.5%	48%	False	False	126,475,568
60	286.63	252.92	33.71	12.5%	3.03	1.1%	48%	False	False	111,542,320
80	286.63	252.92	33.71	12.5%	2.65	1.0%	48%	False	False	101,829,361
100	286.63	252.92	33.71	12.5%	2.34	0.9%	48%	False	False	93,112,589
120	286.63	248.02	38.61	14.3%	2.11	0.8%	55%	False	False	88,253,571

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	True
Bull Hook	False
Stretch	1.03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	290.55
2.618	282.55
1.618	277.65
1.000	274.62
0.618	272.75
HIGH	269.72
0.618	267.85
0.500	267.27
0.382	266.69
LOW	264.82
0.618	261.79
1.000	259.92
1.618	256.89
2.618	251.99
4.250	244.00

Fisher Pivots for day following 02-Mar-2018
Pivot	1 day	3 day
R1	268.48	270.51
PP	267.87	270.03
S1	267.27	269.56

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

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