SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Jul-2015

Day Change Summary
	Previous	Current
	30-Jun-2015	01-Jul-2015	Change	Change %	Previous Week
Open	207.26	207.73	0.47	0.2%	211.91
High	207.32	208.03	0.71	0.3%	212.59
Low	205.28	206.56	1.28	0.6%	209.16
Close	205.85	207.50	1.65	0.8%	209.82
Range	2.04	1.47	-0.57	-27.9%	3.43
ATR	1.96	1.98	0.02	0.8%	0.00
Volume	182,925,109	135,979,813	-46,945,296	-25.7%	432,762,172

Daily Pivots for day following 01-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	211.77	211.11	208.31
R3	210.30	209.64	207.90
R2	208.83	208.83	207.77
R1	208.17	208.17	207.63	207.77
PP	207.36	207.36	207.36	207.16
S1	206.70	206.70	207.37	206.30
S2	205.89	205.89	207.23
S3	204.42	205.23	207.10
S4	202.95	203.76	206.69

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	211.25	205.28	5.97	2.9%	2.18	1.1%	37%	False	False	144,561,661
10	213.34	205.28	8.06	3.9%	1.83	0.9%	28%	False	False	125,063,489
20	213.34	205.28	8.06	3.9%	1.75	0.8%	28%	False	False	120,012,184
40	213.78	205.28	8.50	4.1%	1.65	0.8%	26%	False	False	106,945,004
60	213.78	205.28	8.50	4.1%	1.66	0.8%	26%	False	False	103,038,809
80	213.78	204.12	9.66	4.7%	1.76	0.8%	35%	False	False	108,561,559
100	213.78	204.12	9.66	4.7%	1.70	0.8%	35%	False	False	106,084,442
120	213.78	197.86	15.92	7.7%	1.90	0.9%	61%	False	False	113,869,886

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	0.44
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	214.28
2.618	211.88
1.618	210.41
1.000	209.50
0.618	208.94
HIGH	208.03
0.618	207.47
0.500	207.30
0.382	207.12
LOW	206.56
0.618	205.65
1.000	205.09
1.618	204.18
2.618	202.71
4.250	200.31

Fisher Pivots for day following 01-Jul-2015
Pivot	1 day	3 day
R1	207.43	207.56
PP	207.36	207.54
S1	207.30	207.52

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

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