SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Jun-2015

Day Change Summary
	Previous	Current
	03-Jun-2015	04-Jun-2015	Change	Change %	Previous Week
Open	212.00	211.07	-0.93	-0.4%	212.40
High	212.67	211.86	-0.81	-0.4%	212.98
Low	211.33	209.75	-1.58	-0.7%	210.20
Close	211.92	210.13	-1.79	-0.8%	211.14
Range	1.34	2.11	0.77	57.5%	2.78
ATR	1.72	1.75	0.03	1.9%	0.00
Volume	87,820,891	151,882,797	64,061,906	72.9%	417,416,594

Daily Pivots for day following 04-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	216.91	215.63	211.29
R3	214.80	213.52	210.71
R2	212.69	212.69	210.52
R1	211.41	211.41	210.32	211.00
PP	210.58	210.58	210.58	210.37
S1	209.30	209.30	209.94	208.89
S2	208.47	208.47	209.74
S3	206.36	207.19	209.55
S4	204.25	205.08	208.97

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	209.75	2.92	1.4%	1.74	0.8%	13%	False	True	109,898,598
10	213.75	209.75	4.00	1.9%	1.65	0.8%	10%	False	True	96,418,787
20	213.78	207.52	6.26	3.0%	1.49	0.7%	42%	False	False	94,718,958
40	213.78	206.76	7.02	3.3%	1.63	0.8%	48%	False	False	96,115,393
60	213.78	204.12	9.66	4.6%	1.77	0.8%	62%	False	False	104,657,379
80	213.78	204.12	9.66	4.6%	1.70	0.8%	62%	False	False	103,410,804
100	213.78	197.86	15.92	7.6%	1.92	0.9%	77%	False	False	112,574,583
120	213.78	197.86	15.92	7.6%	2.04	1.0%	77%	False	False	120,083,482

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.42
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	220.83
2.618	217.38
1.618	215.27
1.000	213.97
0.618	213.16
HIGH	211.86
0.618	211.05
0.500	210.81
0.382	210.56
LOW	209.75
0.618	208.45
1.000	207.64
1.618	206.34
2.618	204.23
4.250	200.78

Fisher Pivots for day following 04-Jun-2015
Pivot	1 day	3 day
R1	210.81	211.21
PP	210.58	210.85
S1	210.36	210.49

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

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