SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Jun-2015

Day Change Summary
	Previous	Current
	22-Jun-2015	23-Jun-2015	Change	Change %	Previous Week
Open	211.91	212.14	0.23	0.1%	208.64
High	212.59	212.44	-0.15	-0.1%	213.34
Low	211.64	211.57	-0.07	0.0%	207.79
Close	211.89	212.04	0.15	0.1%	210.81
Range	0.95	0.87	-0.08	-8.4%	5.55
ATR	1.89	1.82	-0.07	-3.9%	0.00
Volume	70,696,000	68,476,797	-2,219,203	-3.1%	632,747,516

Daily Pivots for day following 23-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	214.63	214.20	212.52
R3	213.76	213.33	212.28
R2	212.89	212.89	212.20
R1	212.46	212.46	212.12	212.24
PP	212.02	212.02	212.02	211.91
S1	211.59	211.59	211.96	211.37
S2	211.15	211.15	211.88
S3	210.28	210.72	211.80
S4	209.41	209.85	211.56

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	227.30	224.60	213.86
R3	221.75	219.05	212.34
R2	216.20	216.20	211.83
R1	213.50	213.50	211.32	214.85
PP	210.65	210.65	210.65	211.32
S1	207.95	207.95	210.30	209.30
S2	205.10	205.10	209.79
S3	199.55	202.40	209.28
S4	194.00	196.85	207.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	213.34	209.36	3.98	1.9%	1.54	0.7%	67%	False	False	112,445,581
10	213.34	207.79	5.55	2.6%	1.58	0.7%	77%	False	False	111,744,249
20	213.34	207.69	5.65	2.7%	1.60	0.8%	77%	False	False	107,546,334
40	213.78	206.76	7.02	3.3%	1.62	0.8%	75%	False	False	103,104,766
60	213.78	204.51	9.27	4.4%	1.64	0.8%	81%	False	False	100,166,167
80	213.78	204.12	9.66	4.6%	1.73	0.8%	82%	False	False	106,711,789
100	213.78	197.86	15.92	7.5%	1.73	0.8%	89%	False	False	106,363,097
120	213.78	197.86	15.92	7.5%	1.93	0.9%	89%	False	False	114,603,491

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	216.14
2.618	214.72
1.618	213.85
1.000	213.31
0.618	212.98
HIGH	212.44
0.618	212.11
0.500	212.01
0.382	211.90
LOW	211.57
0.618	211.03
1.000	210.70
1.618	210.16
2.618	209.29
4.250	207.87

Fisher Pivots for day following 23-Jun-2015
Pivot	1 day	3 day
R1	212.03	211.85
PP	212.02	211.66
S1	212.01	211.48

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

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