SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Jun-2016

Day Change Summary
	Previous	Current
	07-Jun-2016	08-Jun-2016	Change	Change %	Previous Week
Open	211.53	211.84	0.31	0.1%	210.56
High	212.34	212.52	0.18	0.1%	210.93
Low	211.50	211.69	0.19	0.1%	208.86
Close	211.68	212.37	0.69	0.3%	210.28
Range	0.84	0.83	-0.01	-1.2%	2.07
ATR	1.76	1.70	-0.07	-3.7%	0.00
Volume	60,974,500	66,170,900	5,196,400	8.5%	344,617,300

Daily Pivots for day following 08-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	214.68	214.36	212.83
R3	213.85	213.53	212.60
R2	213.02	213.02	212.52
R1	212.70	212.70	212.45	212.86
PP	212.19	212.19	212.19	212.28
S1	211.87	211.87	212.29	212.03
S2	211.36	211.36	212.22
S3	210.53	211.04	212.14
S4	209.70	210.21	211.91

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	212.52	208.86	3.66	1.7%	1.29	0.6%	96%	True	False	71,366,840
10	212.52	207.87	4.65	2.2%	1.30	0.6%	97%	True	False	73,536,330
20	212.52	202.78	9.74	4.6%	1.66	0.8%	98%	True	False	84,584,854
40	212.52	202.78	9.74	4.6%	1.61	0.8%	98%	True	False	84,863,413
60	212.52	201.05	11.47	5.4%	1.70	0.8%	99%	True	False	88,986,355
80	212.52	187.63	24.89	11.7%	1.84	0.9%	99%	True	False	96,263,190
100	212.52	181.02	31.50	14.8%	2.17	1.0%	100%	True	False	113,981,453
120	212.52	181.02	31.50	14.8%	2.28	1.1%	100%	True	False	120,473,621

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	216.05
2.618	214.69
1.618	213.86
1.000	213.35
0.618	213.03
HIGH	212.52
0.618	212.20
0.500	212.11
0.382	212.01
LOW	211.69
0.618	211.18
1.000	210.86
1.618	210.35
2.618	209.52
4.250	208.16

Fisher Pivots for day following 08-Jun-2016
Pivot	1 day	3 day
R1	212.28	212.09
PP	212.19	211.80
S1	212.11	211.52

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

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