SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Jun-2015

Day Change Summary
	Previous	Current
	12-Jun-2015	15-Jun-2015	Change	Change %	Previous Week
Open	210.64	208.64	-2.00	-0.9%	209.65
High	211.48	209.45	-2.03	-1.0%	212.09
Low	209.68	207.79	-1.89	-0.9%	207.69
Close	210.01	209.11	-0.90	-0.4%	210.01
Range	1.80	1.66	-0.14	-7.8%	4.40
ATR	1.75	1.79	0.03	1.9%	0.00
Volume	137,094,484	124,384,203	-12,710,281	-9.3%	539,620,382

Daily Pivots for day following 15-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	213.76	213.10	210.02
R3	212.10	211.44	209.57
R2	210.44	210.44	209.41
R1	209.78	209.78	209.26	210.11
PP	208.78	208.78	208.78	208.95
S1	208.12	208.12	208.96	208.45
S2	207.12	207.12	208.81
S3	205.46	206.46	208.65
S4	203.80	204.80	208.20

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%	1.57	0.8%	32%	False	False	114,988,256
10	212.67	207.69	4.98	2.4%	1.63	0.8%	29%	False	False	111,694,387
20	213.78	207.69	6.09	2.9%	1.54	0.7%	23%	False	False	98,670,938
40	213.78	206.76	7.02	3.4%	1.63	0.8%	33%	False	False	99,073,491
60	213.78	204.12	9.66	4.6%	1.67	0.8%	52%	False	False	102,021,107
80	213.78	204.12	9.66	4.6%	1.71	0.8%	52%	False	False	105,387,773
100	213.78	197.86	15.92	7.6%	1.81	0.9%	71%	False	False	108,488,004
120	213.78	197.86	15.92	7.6%	1.89	0.9%	71%	False	False	113,573,702

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	0.57
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	216.51
2.618	213.80
1.618	212.14
1.000	211.11
0.618	210.48
HIGH	209.45
0.618	208.82
0.500	208.62
0.382	208.42
LOW	207.79
0.618	206.76
1.000	206.13
1.618	205.10
2.618	203.44
4.250	200.74

Fisher Pivots for day following 15-Jun-2015
Pivot	1 day	3 day
R1	208.95	209.94
PP	208.78	209.66
S1	208.62	209.39

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

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