SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Jun-2016

Day Change Summary
	Previous	Current
	06-Jun-2016	07-Jun-2016	Change	Change %	Previous Week
Open	210.70	211.53	0.83	0.4%	210.56
High	211.77	212.34	0.57	0.3%	210.93
Low	210.51	211.50	0.99	0.5%	208.86
Close	211.35	211.68	0.33	0.2%	210.28
Range	1.26	0.84	-0.42	-33.3%	2.07
ATR	1.82	1.76	-0.06	-3.3%	0.00
Volume	64,887,000	60,974,500	-3,912,500	-6.0%	344,617,300

Daily Pivots for day following 07-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	214.36	213.86	212.14
R3	213.52	213.02	211.91
R2	212.68	212.68	211.83
R1	212.18	212.18	211.76	212.43
PP	211.84	211.84	211.84	211.97
S1	211.34	211.34	211.60	211.59
S2	211.00	211.00	211.53
S3	210.16	210.50	211.45
S4	209.32	209.66	211.22

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	216.23	215.33	211.42
R3	214.16	213.26	210.85
R2	212.09	212.09	210.66
R1	211.19	211.19	210.47	210.61
PP	210.02	210.02	210.02	209.73
S1	209.12	209.12	210.09	208.54
S2	207.95	207.95	209.90
S3	205.88	207.05	209.71
S4	203.81	204.98	209.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	212.34	208.86	3.48	1.6%	1.44	0.7%	81%	True	False	72,119,900
10	212.34	206.14	6.20	2.9%	1.42	0.7%	89%	True	False	76,273,009
20	212.34	202.78	9.56	4.5%	1.71	0.8%	93%	True	False	85,149,919
40	212.34	202.78	9.56	4.5%	1.65	0.8%	93%	True	False	86,092,906
60	212.34	201.05	11.29	5.3%	1.70	0.8%	94%	True	False	89,110,372
80	212.34	183.96	28.38	13.4%	1.86	0.9%	98%	True	False	97,031,459
100	212.34	181.02	31.32	14.8%	2.22	1.0%	98%	True	False	115,727,699
120	212.34	181.02	31.32	14.8%	2.30	1.1%	98%	True	False	121,206,110

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	215.91
2.618	214.54
1.618	213.70
1.000	213.18
0.618	212.86
HIGH	212.34
0.618	212.02
0.500	211.92
0.382	211.82
LOW	211.50
0.618	210.98
1.000	210.66
1.618	210.14
2.618	209.30
4.250	207.93

Fisher Pivots for day following 07-Jun-2016
Pivot	1 day	3 day
R1	211.92	211.32
PP	211.84	210.96
S1	211.76	210.60

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

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