SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Jun-2015

Day Change Summary
	Previous	Current
	09-Jun-2015	10-Jun-2015	Change	Change %	Previous Week
Open	208.45	209.37	0.92	0.4%	211.94
High	209.10	211.41	2.31	1.1%	212.67
Low	207.69	209.30	1.61	0.8%	208.98
Close	208.45	210.95	2.50	1.2%	209.77
Range	1.41	2.11	0.70	49.6%	3.69
ATR	1.70	1.79	0.09	5.3%	0.00
Volume	105,034,898	134,551,297	29,516,399	28.1%	546,277,993

Daily Pivots for day following 10-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	216.88	216.03	212.11
R3	214.77	213.92	211.53
R2	212.66	212.66	211.34
R1	211.81	211.81	211.14	212.24
PP	210.55	210.55	210.55	210.77
S1	209.70	209.70	210.76	210.13
S2	208.44	208.44	210.56
S3	206.33	207.59	210.37
S4	204.22	205.48	209.79

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	211.86	207.69	4.17	2.0%	1.73	0.8%	78%	False	False	120,447,379
10	212.67	207.69	4.98	2.4%	1.62	0.8%	65%	False	False	107,482,158
20	213.78	207.69	6.09	2.9%	1.50	0.7%	54%	False	False	95,258,783
40	213.78	206.76	7.02	3.3%	1.63	0.8%	60%	False	False	99,679,046
60	213.78	204.12	9.66	4.6%	1.73	0.8%	71%	False	False	103,785,792
80	213.78	204.12	9.66	4.6%	1.69	0.8%	71%	False	False	104,309,380
100	213.78	197.86	15.92	7.5%	1.85	0.9%	82%	False	False	109,792,585
120	213.78	197.86	15.92	7.5%	1.98	0.9%	82%	False	False	117,084,312

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.44
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	220.38
2.618	216.93
1.618	214.82
1.000	213.52
0.618	212.71
HIGH	211.41
0.618	210.60
0.500	210.36
0.382	210.11
LOW	209.30
0.618	208.00
1.000	207.19
1.618	205.89
2.618	203.78
4.250	200.33

Fisher Pivots for day following 10-Jun-2015
Pivot	1 day	3 day
R1	210.75	210.48
PP	210.55	210.02
S1	210.36	209.55

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

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