SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Jun-2016

Day Change Summary
	Previous	Current
	31-May-2016	01-Jun-2016	Change	Change %	Previous Week
Open	210.56	209.12	-1.44	-0.7%	205.51
High	210.69	210.48	-0.21	-0.1%	210.25
Low	209.18	208.89	-0.29	-0.1%	204.99
Close	209.84	210.27	0.43	0.2%	210.24
Range	1.51	1.59	0.08	5.3%	5.26
ATR	1.87	1.85	-0.02	-1.1%	0.00
Volume	109,879,296	69,936,200	-39,943,096	-36.4%	350,933,796

Daily Pivots for day following 01-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	214.65	214.05	211.14
R3	213.06	212.46	210.71
R2	211.47	211.47	210.56
R1	210.87	210.87	210.42	211.17
PP	209.88	209.88	209.88	210.03
S1	209.28	209.28	210.12	209.58
S2	208.29	208.29	209.98
S3	206.70	207.69	209.83
S4	205.11	206.10	209.40

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	207.87	2.82	1.3%	1.30	0.6%	85%	False	False	75,705,819
10	210.69	202.78	7.91	3.8%	1.51	0.7%	95%	False	False	87,466,338
20	210.69	202.78	7.91	3.8%	1.73	0.8%	95%	False	False	86,794,389
40	210.92	202.78	8.14	3.9%	1.74	0.8%	92%	False	False	88,438,741
60	210.92	197.38	13.54	6.4%	1.78	0.8%	95%	False	False	92,825,637
80	210.92	181.09	29.83	14.2%	1.96	0.9%	98%	False	False	102,689,563
100	210.92	181.02	29.90	14.2%	2.34	1.1%	98%	False	False	120,733,641
120	210.92	181.02	29.90	14.2%	2.36	1.1%	98%	False	False	124,384,655

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	217.24
2.618	214.64
1.618	213.05
1.000	212.07
0.618	211.46
HIGH	210.48
0.618	209.87
0.500	209.69
0.382	209.50
LOW	208.89
0.618	207.91
1.000	207.30
1.618	206.32
2.618	204.73
4.250	202.13

Fisher Pivots for day following 01-Jun-2016
Pivot	1 day	3 day
R1	210.08	210.11
PP	209.88	209.95
S1	209.69	209.79

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

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