SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Mar-2018

Day Change Summary
	Previous	Current
	09-Mar-2018	12-Mar-2018	Change	Change %	Previous Week
Open	275.70	279.20	3.50	1.3%	267.73
High	278.87	279.91	1.04	0.4%	278.87
Low	275.34	278.08	2.74	1.0%	267.61
Close	278.87	278.52	-0.35	-0.1%	278.87
Range	3.53	1.83	-1.70	-48.2%	11.26
ATR	4.24	4.07	-0.17	-4.1%	0.00
Volume	113,625,296	71,924,704	-41,700,592	-36.7%	444,110,300

Daily Pivots for day following 12-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	284.33	283.25	279.53
R3	282.50	281.42	279.02
R2	280.67	280.67	278.86
R1	279.59	279.59	278.69	279.22
PP	278.84	278.84	278.84	278.65
S1	277.76	277.76	278.35	277.39
S2	277.01	277.01	278.18
S3	275.18	275.93	278.02
S4	273.35	274.10	277.51

Weekly Pivots for week ending 09-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	308.90	305.14	285.06
R3	297.64	293.88	281.97
R2	286.38	286.38	280.93
R1	282.62	282.62	279.90	284.50
PP	275.12	275.12	275.12	276.06
S1	271.36	271.36	277.84	273.24
S2	263.86	263.86	276.81
S3	252.60	260.10	275.77
S4	241.34	248.84	272.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	279.91	270.20	9.71	3.5%	2.47	0.9%	86%	True	False	83,745,541
10	279.91	264.82	15.09	5.4%	3.92	1.4%	91%	True	False	105,298,001
20	279.91	261.66	18.25	6.6%	3.92	1.4%	92%	True	False	107,265,885
40	286.63	252.92	33.71	12.1%	4.15	1.5%	76%	False	False	129,109,718
60	286.63	252.92	33.71	12.1%	3.19	1.1%	76%	False	False	112,210,429
80	286.63	252.92	33.71	12.1%	2.78	1.0%	76%	False	False	103,743,264
100	286.63	252.92	33.71	12.1%	2.47	0.9%	76%	False	False	95,606,721
120	286.63	248.08	38.55	13.8%	2.21	0.8%	79%	False	False	89,015,507

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	True
Stretch	0.63
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	287.69
2.618	284.70
1.618	282.87
1.000	281.74
0.618	281.04
HIGH	279.91
0.618	279.21
0.500	279.00
0.382	278.78
LOW	278.08
0.618	276.95
1.000	276.25
1.618	275.12
2.618	273.29
4.250	270.30

Fisher Pivots for day following 12-Mar-2018
Pivot	1 day	3 day
R1	279.00	277.74
PP	278.84	276.95
S1	278.68	276.17

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

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