SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Apr-2018

Day Change Summary
	Previous	Current
	29-Mar-2018	02-Apr-2018	Change	Change %	Previous Week
Open	261.12	262.55	1.43	0.5%	262.13
High	265.26	263.13	-2.13	-0.8%	266.77
Low	259.84	254.67	-5.17	-2.0%	258.58
Close	263.15	257.47	-5.68	-2.2%	263.15
Range	5.42	8.46	3.04	56.1%	8.19
ATR	4.64	4.91	0.27	5.9%	0.00
Volume	124,244,704	186,286,304	62,041,600	49.9%	542,594,504

Daily Pivots for day following 02-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	283.80	279.10	262.12
R3	275.34	270.64	259.80
R2	266.88	266.88	259.02
R1	262.18	262.18	258.25	260.30
PP	258.42	258.42	258.42	257.49
S1	253.72	253.72	256.69	251.84
S2	249.96	249.96	255.92
S3	241.50	245.26	255.14
S4	233.04	236.80	252.82

Weekly Pivots for week ending 30-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	287.40	283.47	267.65
R3	279.21	275.28	265.40
R2	271.02	271.02	264.65
R1	267.09	267.09	263.90	269.06
PP	262.83	262.83	262.83	263.82
S1	258.90	258.90	262.40	260.87
S2	254.64	254.64	261.65
S3	246.45	250.71	260.90
S4	238.26	242.52	258.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	266.77	254.67	12.10	4.7%	6.38	2.5%	23%	False	True	145,776,161
10	274.40	254.67	19.73	7.7%	5.49	2.1%	14%	False	True	130,887,652
20	280.41	254.67	25.74	10.0%	4.19	1.6%	11%	False	True	110,327,601
40	280.41	252.92	27.49	10.7%	4.97	1.9%	17%	False	False	133,902,723
60	286.63	252.92	33.71	13.1%	4.01	1.6%	13%	False	False	121,092,912
80	286.63	252.92	33.71	13.1%	3.32	1.3%	13%	False	False	111,238,640
100	286.63	252.92	33.71	13.1%	2.96	1.1%	13%	False	False	103,529,009
120	286.63	252.92	33.71	13.1%	2.65	1.0%	13%	False	False	95,981,757

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	1.14
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	299.09
2.618	285.28
1.618	276.82
1.000	271.59
0.618	268.36
HIGH	263.13
0.618	259.90
0.500	258.90
0.382	257.90
LOW	254.67
0.618	249.44
1.000	246.21
1.618	240.98
2.618	232.52
4.250	218.72

Fisher Pivots for day following 02-Apr-2018
Pivot	1 day	3 day
R1	258.90	259.97
PP	258.42	259.13
S1	257.95	258.30

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

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