SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Jun-2015

Day Change Summary
	Previous	Current
	26-Jun-2015	29-Jun-2015	Change	Change %	Previous Week
Open	210.29	208.05	-2.24	-1.1%	211.91
High	210.58	209.83	-0.75	-0.4%	212.59
Low	209.16	205.33	-3.83	-1.8%	209.16
Close	209.82	205.42	-4.40	-2.1%	209.82
Range	1.42	4.50	3.08	216.9%	3.43
ATR	1.76	1.95	0.20	11.1%	0.00
Volume	104,174,797	202,621,297	98,446,500	94.5%	432,762,172

Daily Pivots for day following 29-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	220.36	217.39	207.90
R3	215.86	212.89	206.66
R2	211.36	211.36	206.25
R1	208.39	208.39	205.83	207.63
PP	206.86	206.86	206.86	206.48
S1	203.89	203.89	205.01	203.13
S2	202.36	202.36	204.60
S3	197.86	199.39	204.18
S4	193.36	194.89	202.95

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	220.81	218.75	211.71
R3	217.38	215.32	210.76
R2	213.95	213.95	210.45
R1	211.89	211.89	210.13	211.21
PP	210.52	210.52	210.52	210.18
S1	208.46	208.46	209.51	207.78
S2	207.09	207.09	209.19
S3	203.66	205.03	208.88
S4	200.23	201.60	207.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	212.44	205.33	7.11	3.5%	1.99	1.0%	1%	False	True	112,937,493
10	213.34	205.33	8.01	3.9%	1.84	0.9%	1%	False	True	114,374,678
20	213.34	205.33	8.01	3.9%	1.73	0.8%	1%	False	True	113,034,532
40	213.78	205.33	8.45	4.1%	1.65	0.8%	1%	False	True	103,578,713
60	213.78	205.21	8.57	4.2%	1.68	0.8%	2%	False	False	100,983,800
80	213.78	204.12	9.66	4.7%	1.77	0.9%	13%	False	False	108,049,583
100	213.78	204.12	9.66	4.7%	1.71	0.8%	13%	False	False	105,131,644
120	213.78	197.86	15.92	7.7%	1.90	0.9%	47%	False	False	113,483,715

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Widest range in 71 trading days

Fibonacci Retracements and Extensions
4.250	228.96
2.618	221.61
1.618	217.11
1.000	214.33
0.618	212.61
HIGH	209.83
0.618	208.11
0.500	207.58
0.382	207.05
LOW	205.33
0.618	202.55
1.000	200.83
1.618	198.05
2.618	193.55
4.250	186.21

Fisher Pivots for day following 29-Jun-2015
Pivot	1 day	3 day
R1	207.58	208.29
PP	206.86	207.33
S1	206.14	206.38

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

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