SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Jun-2015

Day Change Summary
	Previous	Current
	02-Jun-2015	03-Jun-2015	Change	Change %	Previous Week
Open	211.02	212.00	0.98	0.5%	212.40
High	212.19	212.67	0.48	0.2%	212.98
Low	210.27	211.33	1.06	0.5%	210.20
Close	211.36	211.92	0.56	0.3%	211.14
Range	1.92	1.34	-0.58	-30.2%	2.78
ATR	1.75	1.72	-0.03	-1.7%	0.00
Volume	91,531,000	87,820,891	-3,710,109	-4.1%	417,416,594

Daily Pivots for day following 03-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	215.99	215.30	212.66
R3	214.65	213.96	212.29
R2	213.31	213.31	212.17
R1	212.62	212.62	212.04	212.30
PP	211.97	211.97	211.97	211.81
S1	211.28	211.28	211.80	210.96
S2	210.63	210.63	211.67
S3	209.29	209.94	211.55
S4	207.95	208.60	211.18

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	212.67	210.27	2.40	1.1%	1.51	0.7%	69%	True	False	94,516,937
10	213.78	210.20	3.58	1.7%	1.56	0.7%	48%	False	False	88,916,258
20	213.78	206.76	7.02	3.3%	1.54	0.7%	74%	False	False	93,877,823
40	213.78	206.76	7.02	3.3%	1.61	0.8%	74%	False	False	94,552,121
60	213.78	204.12	9.66	4.6%	1.77	0.8%	81%	False	False	104,744,684
80	213.78	204.12	9.66	4.6%	1.69	0.8%	81%	False	False	102,602,507
100	213.78	197.86	15.92	7.5%	1.93	0.9%	88%	False	False	112,641,427
120	213.78	197.86	15.92	7.5%	2.05	1.0%	88%	False	False	120,149,929

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
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	0.41
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	218.37
2.618	216.18
1.618	214.84
1.000	214.01
0.618	213.50
HIGH	212.67
0.618	212.16
0.500	212.00
0.382	211.84
LOW	211.33
0.618	210.50
1.000	209.99
1.618	209.16
2.618	207.82
4.250	205.64

Fisher Pivots for day following 03-Jun-2015
Pivot	1 day	3 day
R1	212.00	211.77
PP	211.97	211.62
S1	211.95	211.47

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

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