SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Mar-2018

Day Change Summary
	Previous	Current
	26-Mar-2018	27-Mar-2018	Change	Change %	Previous Week
Open	262.13	266.17	4.04	1.5%	273.35
High	265.43	266.77	1.34	0.5%	274.40
Low	259.41	258.84	-0.57	-0.2%	257.83
Close	265.11	260.60	-4.51	-1.7%	258.05
Range	6.02	7.93	1.91	31.7%	16.57
ATR	4.36	4.62	0.25	5.8%	0.00
Volume	141,956,096	129,941,400	-12,014,696	-8.5%	579,995,712

Daily Pivots for day following 27-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	285.86	281.16	264.96
R3	277.93	273.23	262.78
R2	270.00	270.00	262.05
R1	265.30	265.30	261.33	263.69
PP	262.07	262.07	262.07	261.26
S1	257.37	257.37	259.87	255.76
S2	254.14	254.14	259.15
S3	246.21	249.44	258.42
S4	238.28	241.51	256.24

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	273.27	257.83	15.44	5.9%	5.95	2.3%	18%	False	False	136,585,521
10	278.02	257.83	20.19	7.7%	4.38	1.7%	14%	False	False	114,156,480
20	280.41	257.83	22.58	8.7%	4.14	1.6%	12%	False	False	109,370,730
40	284.74	252.92	31.82	12.2%	4.74	1.8%	24%	False	False	130,999,313
60	286.63	252.92	33.71	12.9%	3.80	1.5%	23%	False	False	118,022,082
80	286.63	252.92	33.71	12.9%	3.21	1.2%	23%	False	False	110,355,420
100	286.63	252.92	33.71	12.9%	2.82	1.1%	23%	False	False	100,661,595
120	286.63	252.56	34.07	13.1%	2.53	1.0%	24%	False	False	93,841,248

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.89
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	300.47
2.618	287.53
1.618	279.60
1.000	274.70
0.618	271.67
HIGH	266.77
0.618	263.74
0.500	262.81
0.382	261.87
LOW	258.84
0.618	253.94
1.000	250.91
1.618	246.01
2.618	238.08
4.250	225.14

Fisher Pivots for day following 27-Mar-2018
Pivot	1 day	3 day
R1	262.81	262.30
PP	262.07	261.73
S1	261.34	261.17

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

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