SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-May-2015

Day Change Summary
	Previous	Current
	19-May-2015	20-May-2015	Change	Change %	Previous Week
Open	213.19	213.15	-0.04	0.0%	211.57
High	213.57	213.78	0.21	0.1%	212.61
Low	212.69	212.50	-0.19	-0.1%	208.62
Close	213.03	212.88	-0.15	-0.1%	212.44
Range	0.88	1.28	0.40	45.5%	3.99
ATR	1.84	1.80	-0.04	-2.2%	0.00
Volume	72,114,602	76,857,500	4,742,898	6.6%	462,547,492

Daily Pivots for day following 20-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	216.89	216.17	213.58
R3	215.61	214.89	213.23
R2	214.33	214.33	213.11
R1	213.61	213.61	213.00	213.33
PP	213.05	213.05	213.05	212.92
S1	212.33	212.33	212.76	212.05
S2	211.77	211.77	212.65
S3	210.49	211.05	212.53
S4	209.21	209.77	212.18

Weekly Pivots for week ending 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	223.19	221.81	214.63
R3	219.20	217.82	213.54
R2	215.21	215.21	213.17
R1	213.83	213.83	212.81	214.52
PP	211.22	211.22	211.22	211.57
S1	209.84	209.84	212.07	210.53
S2	207.23	207.23	211.71
S3	203.24	205.85	211.34
S4	199.25	201.86	210.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	213.78	210.91	2.87	1.3%	1.11	0.5%	69%	True	False	79,193,159
10	213.78	207.52	6.26	2.9%	1.34	0.6%	86%	True	False	93,019,129
20	213.78	206.76	7.02	3.3%	1.65	0.8%	87%	True	False	98,501,439
40	213.78	204.12	9.66	4.5%	1.72	0.8%	91%	True	False	101,101,614
60	213.78	204.12	9.66	4.5%	1.74	0.8%	91%	True	False	106,555,755
80	213.78	197.86	15.92	7.5%	1.83	0.9%	94%	True	False	108,937,761
100	213.78	197.86	15.92	7.5%	1.97	0.9%	94%	True	False	115,654,970
120	213.78	197.86	15.92	7.5%	2.03	1.0%	94%	True	False	119,910,678

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	219.22
2.618	217.13
1.618	215.85
1.000	215.06
0.618	214.57
HIGH	213.78
0.618	213.29
0.500	213.14
0.382	212.99
LOW	212.50
0.618	211.71
1.000	211.22
1.618	210.43
2.618	209.15
4.250	207.06

Fisher Pivots for day following 20-May-2015
Pivot	1 day	3 day
R1	213.14	212.97
PP	213.05	212.94
S1	212.97	212.91

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

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