SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Jun-2015

Day Change Summary
	Previous	Current
	11-Jun-2015	12-Jun-2015	Change	Change %	Previous Week
Open	211.48	210.64	-0.84	-0.4%	209.65
High	212.09	211.48	-0.61	-0.3%	212.09
Low	211.20	209.68	-1.52	-0.7%	207.69
Close	211.63	210.01	-1.62	-0.8%	210.01
Range	0.89	1.80	0.91	102.2%	4.40
ATR	1.74	1.75	0.02	0.9%	0.00
Volume	73,876,398	137,094,484	63,218,086	85.6%	539,620,382

Daily Pivots for day following 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	215.79	214.70	211.00
R3	213.99	212.90	210.51
R2	212.19	212.19	210.34
R1	211.10	211.10	210.18	210.75
PP	210.39	210.39	210.39	210.21
S1	209.30	209.30	209.85	208.95
S2	208.59	208.59	209.68
S3	206.79	207.50	209.52
S4	204.99	205.70	209.02

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	223.13	220.97	212.43
R3	218.73	216.57	211.22
R2	214.33	214.33	210.82
R1	212.17	212.17	210.41	213.25
PP	209.93	209.93	209.93	210.47
S1	207.77	207.77	209.61	208.85
S2	205.53	205.53	209.20
S3	201.13	203.37	208.80
S4	196.73	198.97	207.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	212.09	207.69	4.40	2.1%	1.53	0.7%	53%	False	False	107,924,076
10	212.67	207.69	4.98	2.4%	1.63	0.8%	47%	False	False	108,589,837
20	213.78	207.69	6.09	2.9%	1.49	0.7%	38%	False	False	96,277,233
40	213.78	206.76	7.02	3.3%	1.64	0.8%	46%	False	False	100,741,716
60	213.78	204.12	9.66	4.6%	1.67	0.8%	61%	False	False	101,913,324
80	213.78	204.12	9.66	4.6%	1.70	0.8%	61%	False	False	104,976,252
100	213.78	197.86	15.92	7.6%	1.82	0.9%	76%	False	False	108,473,587
120	213.78	197.86	15.92	7.6%	1.89	0.9%	76%	False	False	114,579,538

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.53
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	219.13
2.618	216.19
1.618	214.39
1.000	213.28
0.618	212.59
HIGH	211.48
0.618	210.79
0.500	210.58
0.382	210.37
LOW	209.68
0.618	208.57
1.000	207.88
1.618	206.77
2.618	204.97
4.250	202.03

Fisher Pivots for day following 12-Jun-2015
Pivot	1 day	3 day
R1	210.58	210.70
PP	210.39	210.47
S1	210.20	210.24

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

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