SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Jun-2015

Day Change Summary
	Previous	Current
	01-Jun-2015	02-Jun-2015	Change	Change %	Previous Week
Open	211.94	211.02	-0.92	-0.4%	212.40
High	212.34	212.19	-0.15	-0.1%	212.98
Low	210.62	210.27	-0.35	-0.2%	210.20
Close	211.57	211.36	-0.21	-0.1%	211.14
Range	1.72	1.92	0.20	11.6%	2.78
ATR	1.73	1.75	0.01	0.8%	0.00
Volume	93,338,703	91,531,000	-1,807,703	-1.9%	417,416,594

Daily Pivots for day following 02-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	217.03	216.12	212.42
R3	215.11	214.20	211.89
R2	213.19	213.19	211.71
R1	212.28	212.28	211.54	212.74
PP	211.27	211.27	211.27	211.50
S1	210.36	210.36	211.18	210.82
S2	209.35	209.35	211.01
S3	207.43	208.44	210.83
S4	205.51	206.52	210.30

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	219.78	218.24	212.67
R3	217.00	215.46	211.90
R2	214.22	214.22	211.65
R1	212.68	212.68	211.39	212.06
PP	211.44	211.44	211.44	211.13
S1	209.90	209.90	210.89	209.28
S2	208.66	208.66	210.63
S3	205.88	207.12	210.38
S4	203.10	204.34	209.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	212.98	210.27	2.71	1.3%	1.69	0.8%	40%	False	True	95,595,539
10	213.78	210.20	3.58	1.7%	1.52	0.7%	32%	False	False	87,345,629
20	213.78	206.76	7.02	3.3%	1.61	0.8%	66%	False	False	95,153,084
40	213.78	206.76	7.02	3.3%	1.62	0.8%	66%	False	False	94,387,506
60	213.78	204.12	9.66	4.6%	1.77	0.8%	75%	False	False	104,777,984
80	213.78	204.12	9.66	4.6%	1.70	0.8%	75%	False	False	103,075,646
100	213.78	197.86	15.92	7.5%	1.94	0.9%	85%	False	False	113,235,395
120	213.78	197.86	15.92	7.5%	2.06	1.0%	85%	False	False	120,461,254

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	220.35
2.618	217.22
1.618	215.30
1.000	214.11
0.618	213.38
HIGH	212.19
0.618	211.46
0.500	211.23
0.382	211.00
LOW	210.27
0.618	209.08
1.000	208.35
1.618	207.16
2.618	205.24
4.250	202.11

Fisher Pivots for day following 02-Jun-2015
Pivot	1 day	3 day
R1	211.32	211.36
PP	211.27	211.35
S1	211.23	211.35

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

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