SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Mar-2018

Day Change Summary
	Previous	Current
	19-Mar-2018	20-Mar-2018	Change	Change %	Previous Week
Open	273.35	270.94	-2.41	-0.9%	279.20
High	274.40	271.67	-2.73	-1.0%	280.41
Low	268.62	270.18	1.56	0.6%	274.14
Close	270.49	270.95	0.46	0.2%	274.20
Range	5.78	1.49	-4.29	-74.2%	6.27
ATR	3.86	3.69	-0.17	-4.4%	0.00
Volume	109,208,400	59,757,200	-49,451,200	-45.3%	453,565,200

Daily Pivots for day following 20-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	275.40	274.67	271.77
R3	273.91	273.18	271.36
R2	272.42	272.42	271.22
R1	271.69	271.69	271.09	272.06
PP	270.93	270.93	270.93	271.12
S1	270.20	270.20	270.81	270.57
S2	269.44	269.44	270.68
S3	267.95	268.71	270.54
S4	266.46	267.22	270.13

Weekly Pivots for week ending 16-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	295.06	290.90	277.65
R3	288.79	284.63	275.92
R2	282.52	282.52	275.35
R1	278.36	278.36	274.77	277.31
PP	276.25	276.25	276.25	275.72
S1	272.09	272.09	273.63	271.04
S2	269.98	269.98	273.05
S3	263.71	265.82	272.48
S4	257.44	259.55	270.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	278.02	268.62	9.40	3.5%	2.81	1.0%	25%	False	False	91,727,440
10	280.41	268.62	11.79	4.4%	2.86	1.1%	20%	False	False	89,012,070
20	280.41	264.82	15.59	5.8%	3.60	1.3%	39%	False	False	99,611,940
40	286.63	252.92	33.71	12.4%	4.26	1.6%	53%	False	False	126,784,860
60	286.63	252.92	33.71	12.4%	3.36	1.2%	53%	False	False	111,537,697
80	286.63	252.92	33.71	12.4%	2.91	1.1%	53%	False	False	105,589,431
100	286.63	252.92	33.71	12.4%	2.59	1.0%	53%	False	False	97,568,978
120	286.63	248.87	37.76	13.9%	2.32	0.9%	58%	False	False	90,960,112

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.56
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	278.00
2.618	275.57
1.618	274.08
1.000	273.16
0.618	272.59
HIGH	271.67
0.618	271.10
0.500	270.93
0.382	270.75
LOW	270.18
0.618	269.26
1.000	268.69
1.618	267.77
2.618	266.28
4.250	263.85

Fisher Pivots for day following 20-Mar-2018
Pivot	1 day	3 day
R1	270.94	272.01
PP	270.93	271.65
S1	270.93	271.30

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

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