SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Mar-2018

Day Change Summary
	Previous	Current
	05-Mar-2018	06-Mar-2018	Change	Change %	Previous Week
Open	267.73	273.30	5.57	2.1%	275.93
High	272.89	273.39	0.50	0.2%	278.92
Low	267.61	271.18	3.57	1.3%	264.82
Close	272.19	272.88	0.69	0.3%	269.08
Range	5.28	2.21	-3.07	-58.1%	14.10
ATR	4.67	4.49	-0.18	-3.8%	0.00
Volume	97,307,296	79,213,104	-18,094,192	-18.6%	623,436,408

Daily Pivots for day following 06-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	279.11	278.21	274.10
R3	276.90	276.00	273.49
R2	274.69	274.69	273.29
R1	273.79	273.79	273.08	273.14
PP	272.48	272.48	272.48	272.16
S1	271.58	271.58	272.68	270.93
S2	270.27	270.27	272.47
S3	268.06	269.37	272.27
S4	265.85	267.16	271.66

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	276.19	264.82	11.37	4.2%	4.89	1.8%	71%	False	False	122,873,260
10	278.92	264.82	14.10	5.2%	4.34	1.6%	57%	False	False	110,211,810
20	278.92	252.92	26.00	9.5%	5.27	1.9%	77%	False	False	142,911,041
40	286.63	252.92	33.71	12.4%	4.03	1.5%	59%	False	False	126,784,570
60	286.63	252.92	33.71	12.4%	3.10	1.1%	59%	False	False	111,919,444
80	286.63	252.92	33.71	12.4%	2.72	1.0%	59%	False	False	102,696,434
100	286.63	252.92	33.71	12.4%	2.39	0.9%	59%	False	False	94,089,189
120	286.63	248.08	38.55	14.1%	2.15	0.8%	64%	False	False	88,655,734

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.89
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	282.78
2.618	279.18
1.618	276.97
1.000	275.60
0.618	274.76
HIGH	273.39
0.618	272.55
0.500	272.29
0.382	272.02
LOW	271.18
0.618	269.81
1.000	268.97
1.618	267.60
2.618	265.39
4.250	261.79

Fisher Pivots for day following 06-Mar-2018
Pivot	1 day	3 day
R1	272.68	271.62
PP	272.48	270.36
S1	272.29	269.11

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

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