SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Mar-2018

Day Change Summary
	Previous	Current
	27-Mar-2018	28-Mar-2018	Change	Change %	Previous Week
Open	266.17	260.75	-5.42	-2.0%	273.35
High	266.77	262.64	-4.13	-1.5%	274.40
Low	258.84	258.58	-0.26	-0.1%	257.83
Close	260.60	259.83	-0.77	-0.3%	258.05
Range	7.93	4.06	-3.87	-48.8%	16.57
ATR	4.62	4.58	-0.04	-0.9%	0.00
Volume	129,941,400	146,452,304	16,510,904	12.7%	579,995,712

Daily Pivots for day following 28-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	272.53	270.24	262.06
R3	268.47	266.18	260.95
R2	264.41	264.41	260.57
R1	262.12	262.12	260.20	261.24
PP	260.35	260.35	260.35	259.91
S1	258.06	258.06	259.46	257.18
S2	256.29	256.29	259.09
S3	252.23	254.00	258.71
S4	248.17	249.94	257.60

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	268.87	257.83	11.04	4.2%	6.14	2.4%	18%	False	False	150,134,081
10	276.61	257.83	18.78	7.2%	4.45	1.7%	11%	False	False	118,212,211
20	280.41	257.83	22.58	8.7%	4.10	1.6%	9%	False	False	110,597,961
40	283.30	252.92	30.38	11.7%	4.75	1.8%	23%	False	False	131,365,710
60	286.63	252.92	33.71	13.0%	3.83	1.5%	20%	False	False	118,862,830
80	286.63	252.92	33.71	13.0%	3.23	1.2%	20%	False	False	110,587,395
100	286.63	252.92	33.71	13.0%	2.84	1.1%	20%	False	False	101,584,091
120	286.63	252.92	33.71	13.0%	2.55	1.0%	20%	False	False	94,595,404

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	False
Stretch	1.06
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	279.90
2.618	273.27
1.618	269.21
1.000	266.70
0.618	265.15
HIGH	262.64
0.618	261.09
0.500	260.61
0.382	260.13
LOW	258.58
0.618	256.07
1.000	254.52
1.618	252.01
2.618	247.95
4.250	241.33

Fisher Pivots for day following 28-Mar-2018
Pivot	1 day	3 day
R1	260.61	262.68
PP	260.35	261.73
S1	260.09	260.78

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

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