SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-May-2016

Day Change Summary
	Previous	Current
	27-May-2016	31-May-2016	Change	Change %	Previous Week
Open	209.53	210.56	1.03	0.5%	205.51
High	210.25	210.69	0.44	0.2%	210.25
Low	209.47	209.18	-0.29	-0.1%	204.99
Close	210.24	209.84	-0.40	-0.2%	210.24
Range	0.78	1.51	0.73	93.6%	5.26
ATR	1.89	1.87	-0.03	-1.4%	0.00
Volume	64,211,200	109,879,296	45,668,096	71.1%	350,933,796

Daily Pivots for day following 31-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	214.43	213.65	210.67
R3	212.92	212.14	210.26
R2	211.41	211.41	210.12
R1	210.63	210.63	209.98	210.27
PP	209.90	209.90	209.90	209.72
S1	209.12	209.12	209.70	208.76
S2	208.39	208.39	209.56
S3	206.88	207.61	209.42
S4	205.37	206.10	209.01

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	224.27	222.52	213.13
R3	219.01	217.26	211.69
R2	213.75	213.75	211.20
R1	212.00	212.00	210.72	212.88
PP	208.49	208.49	208.49	208.93
S1	206.74	206.74	209.76	207.62
S2	203.23	203.23	209.28
S3	197.97	201.48	208.79
S4	192.71	196.22	207.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	210.69	206.14	4.55	2.2%	1.41	0.7%	81%	True	False	80,426,118
10	210.69	202.78	7.91	3.8%	1.61	0.8%	89%	True	False	91,965,208
20	210.69	202.78	7.91	3.8%	1.72	0.8%	89%	True	False	88,618,683
40	210.92	202.78	8.14	3.9%	1.76	0.8%	87%	False	False	89,181,888
60	210.92	197.38	13.54	6.5%	1.78	0.8%	92%	False	False	93,330,350
80	210.92	181.09	29.83	14.2%	1.99	1.0%	96%	False	False	104,075,214
100	210.92	181.02	29.90	14.2%	2.36	1.1%	96%	False	False	122,168,638
120	210.92	181.02	29.90	14.2%	2.37	1.1%	96%	False	False	124,663,289

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	217.11
2.618	214.64
1.618	213.13
1.000	212.20
0.618	211.62
HIGH	210.69
0.618	210.11
0.500	209.94
0.382	209.76
LOW	209.18
0.618	208.25
1.000	207.67
1.618	206.74
2.618	205.23
4.250	202.76

Fisher Pivots for day following 31-May-2016
Pivot	1 day	3 day
R1	209.94	209.84
PP	209.90	209.83
S1	209.87	209.83

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

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