SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Mar-2018

Day Change Summary
	Previous	Current
	22-Mar-2018	23-Mar-2018	Change	Change %	Previous Week
Open	267.91	264.17	-3.74	-1.4%	273.35
High	268.87	265.02	-3.85	-1.4%	274.40
Low	263.36	257.83	-5.53	-2.1%	257.83
Close	263.67	258.05	-5.62	-2.1%	258.05
Range	5.51	7.19	1.68	30.5%	16.57
ATR	3.89	4.13	0.24	6.0%	0.00
Volume	148,785,904	183,534,704	34,748,800	23.4%	579,995,712

Daily Pivots for day following 23-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	281.87	277.15	262.00
R3	274.68	269.96	260.03
R2	267.49	267.49	259.37
R1	262.77	262.77	258.71	261.54
PP	260.30	260.30	260.30	259.68
S1	255.58	255.58	257.39	254.35
S2	253.11	253.11	256.73
S3	245.92	248.39	256.07
S4	238.73	241.20	254.10

Weekly Pivots for week ending 23-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	313.14	302.16	267.16
R3	296.57	285.59	262.61
R2	280.00	280.00	261.09
R1	269.02	269.02	259.57	266.23
PP	263.43	263.43	263.43	262.03
S1	252.45	252.45	256.53	249.66
S2	246.86	246.86	255.01
S3	230.29	235.88	253.49
S4	213.72	219.31	248.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	274.40	257.83	16.57	6.4%	4.61	1.8%	1%	False	True	115,999,142
10	280.41	257.83	22.58	8.8%	3.60	1.4%	1%	False	True	103,356,091
20	280.41	257.83	22.58	8.8%	3.81	1.5%	1%	False	True	105,055,381
40	286.63	252.92	33.71	13.1%	4.50	1.7%	15%	False	False	129,148,411
60	286.63	252.92	33.71	13.1%	3.59	1.4%	15%	False	False	115,204,907
80	286.63	252.92	33.71	13.1%	3.08	1.2%	15%	False	False	109,162,749
100	286.63	252.92	33.71	13.1%	2.70	1.0%	15%	False	False	99,088,523
120	286.63	251.29	35.34	13.7%	2.42	0.9%	19%	False	False	92,624,044

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	0.69
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	295.58
2.618	283.84
1.618	276.65
1.000	272.21
0.618	269.46
HIGH	265.02
0.618	262.27
0.500	261.43
0.382	260.58
LOW	257.83
0.618	253.39
1.000	250.64
1.618	246.20
2.618	239.01
4.250	227.27

Fisher Pivots for day following 23-Mar-2018
Pivot	1 day	3 day
R1	261.43	265.55
PP	260.30	263.05
S1	259.18	260.55

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

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