SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Apr-2018

Day Change Summary
	Previous	Current
	04-Apr-2018	05-Apr-2018	Change	Change %	Previous Week
Open	256.75	265.55	8.80	3.4%	262.13
High	264.36	266.64	2.29	0.9%	266.77
Low	256.60	264.32	7.72	3.0%	258.58
Close	263.56	265.64	2.08	0.8%	263.15
Range	7.76	2.32	-5.44	-70.1%	8.19
ATR	5.09	4.94	-0.14	-2.8%	0.00
Volume	123,715,296	82,652,600	-41,062,696	-33.2%	542,594,504

Daily Pivots for day following 05-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	272.49	271.39	266.92
R3	270.17	269.07	266.28
R2	267.85	267.85	266.07
R1	266.75	266.75	265.85	267.30
PP	265.53	265.53	265.53	265.81
S1	264.43	264.43	265.43	264.98
S2	263.21	263.21	265.21
S3	260.89	262.11	265.00
S4	258.57	259.79	264.36

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	266.64	254.67	11.97	4.5%	5.69	2.1%	92%	True	False	127,371,140
10	268.87	254.67	14.20	5.3%	5.91	2.2%	77%	False	False	138,752,611
20	280.41	254.67	25.74	9.7%	4.39	1.7%	43%	False	False	113,464,640
40	280.41	252.92	27.49	10.3%	4.63	1.7%	46%	False	False	121,488,758
60	286.63	252.92	33.71	12.7%	4.18	1.6%	38%	False	False	122,840,334
80	286.63	252.92	33.71	12.7%	3.44	1.3%	38%	False	False	112,428,805
100	286.63	252.92	33.71	12.7%	3.07	1.2%	38%	False	False	105,216,015
120	286.63	252.92	33.71	12.7%	2.75	1.0%	38%	False	False	97,646,674

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1.22
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	276.50
2.618	272.71
1.618	270.39
1.000	268.96
0.618	268.07
HIGH	266.64
0.618	265.75
0.500	265.48
0.382	265.21
LOW	264.32
0.618	262.89
1.000	262.00
1.618	260.57
2.618	258.25
4.250	254.46

Fisher Pivots for day following 05-Apr-2018
Pivot	1 day	3 day
R1	265.59	264.30
PP	265.53	262.96
S1	265.48	261.62

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

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