SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Jun-2015

Day Change Summary
	Previous	Current
	15-Jun-2015	16-Jun-2015	Change	Change %	Previous Week
Open	208.64	208.93	0.29	0.1%	209.65
High	209.45	210.35	0.90	0.4%	212.09
Low	207.79	208.72	0.93	0.4%	207.69
Close	209.11	210.25	1.14	0.5%	210.01
Range	1.66	1.63	-0.03	-1.8%	4.40
ATR	1.79	1.78	-0.01	-0.6%	0.00
Volume	124,384,203	85,308,203	-39,076,000	-31.4%	539,620,382

Daily Pivots for day following 16-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	214.66	214.09	211.15
R3	213.03	212.46	210.70
R2	211.40	211.40	210.55
R1	210.83	210.83	210.40	211.12
PP	209.77	209.77	209.77	209.92
S1	209.20	209.20	210.10	209.49
S2	208.14	208.14	209.95
S3	206.51	207.57	209.80
S4	204.88	205.94	209.35

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	207.79	4.30	2.0%	1.62	0.8%	57%	False	False	111,042,917
10	212.67	207.69	4.98	2.4%	1.60	0.8%	51%	False	False	111,072,107
20	213.78	207.69	6.09	2.9%	1.56	0.7%	42%	False	False	99,208,868
40	213.78	206.76	7.02	3.3%	1.64	0.8%	50%	False	False	98,901,461
60	213.78	204.12	9.66	4.6%	1.67	0.8%	63%	False	False	100,480,993
80	213.78	204.12	9.66	4.6%	1.69	0.8%	63%	False	False	104,692,922
100	213.78	197.86	15.92	7.6%	1.79	0.8%	78%	False	False	107,597,525
120	213.78	197.86	15.92	7.6%	1.90	0.9%	78%	False	False	113,048,613

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	0.51
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	217.28
2.618	214.62
1.618	212.99
1.000	211.98
0.618	211.36
HIGH	210.35
0.618	209.73
0.500	209.54
0.382	209.34
LOW	208.72
0.618	207.71
1.000	207.09
1.618	206.08
2.618	204.45
4.250	201.79

Fisher Pivots for day following 16-Jun-2015
Pivot	1 day	3 day
R1	210.01	210.05
PP	209.77	209.84
S1	209.54	209.64

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

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