SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Jun-2015

Day Change Summary
	Previous	Current
	23-Jun-2015	24-Jun-2015	Change	Change %	Previous Week
Open	212.14	211.72	-0.42	-0.2%	208.64
High	212.44	212.17	-0.27	-0.1%	213.34
Low	211.57	210.47	-1.10	-0.5%	207.79
Close	212.04	210.50	-1.54	-0.7%	210.81
Range	0.87	1.70	0.83	95.4%	5.55
ATR	1.82	1.81	-0.01	-0.5%	0.00
Volume	68,476,797	92,307,289	23,830,492	34.8%	632,747,516

Daily Pivots for day following 24-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	216.15	215.02	211.44
R3	214.45	213.32	210.97
R2	212.75	212.75	210.81
R1	211.62	211.62	210.66	211.34
PP	211.05	211.05	211.05	210.90
S1	209.92	209.92	210.34	209.64
S2	209.35	209.35	210.19
S3	207.65	208.22	210.03
S4	205.95	206.52	209.57

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	210.36	2.98	1.4%	1.48	0.7%	5%	False	False	105,565,318
10	213.34	207.79	5.55	2.6%	1.54	0.7%	49%	False	False	107,519,848
20	213.34	207.69	5.65	2.7%	1.58	0.7%	50%	False	False	107,501,003
40	213.78	206.76	7.02	3.3%	1.61	0.8%	53%	False	False	103,240,861
60	213.78	204.51	9.27	4.4%	1.64	0.8%	65%	False	False	100,101,617
80	213.78	204.12	9.66	4.6%	1.73	0.8%	66%	False	False	106,771,988
100	213.78	197.86	15.92	7.6%	1.72	0.8%	79%	False	False	105,308,876
120	213.78	197.86	15.92	7.6%	1.92	0.9%	79%	False	False	114,286,603

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	0.47
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	219.40
2.618	216.62
1.618	214.92
1.000	213.87
0.618	213.22
HIGH	212.17
0.618	211.52
0.500	211.32
0.382	211.12
LOW	210.47
0.618	209.42
1.000	208.77
1.618	207.72
2.618	206.02
4.250	203.25

Fisher Pivots for day following 24-Jun-2015
Pivot	1 day	3 day
R1	211.32	211.53
PP	211.05	211.19
S1	210.77	210.84

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

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