SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Jun-2015

Day Change Summary
	Previous	Current
	04-Jun-2015	05-Jun-2015	Change	Change %	Previous Week
Open	211.07	209.95	-1.12	-0.5%	211.94
High	211.86	210.58	-1.28	-0.6%	212.67
Low	209.75	208.98	-0.77	-0.4%	208.98
Close	210.13	209.77	-0.36	-0.2%	209.77
Range	2.11	1.60	-0.51	-24.2%	3.69
ATR	1.75	1.74	-0.01	-0.6%	0.00
Volume	151,882,797	121,704,602	-30,178,195	-19.9%	546,277,993

Daily Pivots for day following 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	214.58	213.77	210.65
R3	212.98	212.17	210.21
R2	211.38	211.38	210.06
R1	210.57	210.57	209.92	210.18
PP	209.78	209.78	209.78	209.58
S1	208.97	208.97	209.62	208.58
S2	208.18	208.18	209.48
S3	206.58	207.37	209.33
S4	204.98	205.77	208.89

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	221.54	219.35	211.80
R3	217.85	215.66	210.78
R2	214.16	214.16	210.45
R1	211.97	211.97	210.11	211.22
PP	210.47	210.47	210.47	210.10
S1	208.28	208.28	209.43	207.53
S2	206.78	206.78	209.09
S3	203.09	204.59	208.76
S4	199.40	200.90	207.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	212.67	208.98	3.69	1.8%	1.74	0.8%	21%	False	True	109,255,598
10	213.54	208.98	4.56	2.2%	1.68	0.8%	17%	False	True	102,112,798
20	213.78	208.62	5.16	2.5%	1.48	0.7%	22%	False	False	96,391,944
40	213.78	206.76	7.02	3.3%	1.62	0.8%	43%	False	False	97,019,289
60	213.78	204.12	9.66	4.6%	1.78	0.8%	58%	False	False	104,850,027
80	213.78	204.12	9.66	4.6%	1.69	0.8%	58%	False	False	103,730,061
100	213.78	197.86	15.92	7.6%	1.91	0.9%	75%	False	False	112,347,669
120	213.78	197.86	15.92	7.6%	2.03	1.0%	75%	False	False	119,772,580

Crabel Price Patterns
NR	True
NR4	False
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	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	217.38
2.618	214.77
1.618	213.17
1.000	212.18
0.618	211.57
HIGH	210.58
0.618	209.97
0.500	209.78
0.382	209.59
LOW	208.98
0.618	207.99
1.000	207.38
1.618	206.39
2.618	204.79
4.250	202.18

Fisher Pivots for day following 05-Jun-2015
Pivot	1 day	3 day
R1	209.78	210.83
PP	209.78	210.47
S1	209.77	210.12

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

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