SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Jun-2016

Day Change Summary
	Previous	Current
	09-Jun-2016	10-Jun-2016	Change	Change %	Previous Week
Open	211.51	210.46	-1.05	-0.5%	210.70
High	212.22	210.86	-1.36	-0.6%	212.52
Low	211.19	209.43	-1.76	-0.8%	209.43
Close	212.08	210.07	-2.01	-0.9%	210.07
Range	1.03	1.43	0.40	38.8%	3.09
ATR	1.66	1.73	0.07	4.2%	0.00
Volume	73,786,800	113,829,104	40,042,304	54.3%	379,648,304

Daily Pivots for day following 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	214.41	213.67	210.86
R3	212.98	212.24	210.46
R2	211.55	211.55	210.33
R1	210.81	210.81	210.20	210.47
PP	210.12	210.12	210.12	209.95
S1	209.38	209.38	209.94	209.04
S2	208.69	208.69	209.81
S3	207.26	207.95	209.68
S4	205.83	206.52	209.28

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	219.94	218.10	211.77
R3	216.85	215.01	210.92
R2	213.76	213.76	210.64
R1	211.92	211.92	210.35	211.30
PP	210.67	210.67	210.67	210.36
S1	208.83	208.83	209.79	208.21
S2	207.58	207.58	209.50
S3	204.49	205.74	209.22
S4	201.40	202.65	208.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	212.52	209.43	3.09	1.5%	1.08	0.5%	21%	False	True	75,929,660
10	212.52	208.86	3.66	1.7%	1.28	0.6%	33%	False	False	78,847,680
20	212.52	202.78	9.74	4.6%	1.58	0.8%	75%	False	False	85,399,989
40	212.52	202.78	9.74	4.6%	1.61	0.8%	75%	False	False	85,515,081
60	212.52	201.74	10.78	5.1%	1.67	0.8%	77%	False	False	88,405,419
80	212.52	189.32	23.20	11.0%	1.81	0.9%	89%	False	False	95,405,136
100	212.52	181.02	31.50	15.0%	2.12	1.0%	92%	False	False	110,656,714
120	212.52	181.02	31.50	15.0%	2.24	1.1%	92%	False	False	118,952,844

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	216.94
2.618	214.60
1.618	213.17
1.000	212.29
0.618	211.74
HIGH	210.86
0.618	210.31
0.500	210.15
0.382	209.98
LOW	209.43
0.618	208.55
1.000	208.00
1.618	207.12
2.618	205.69
4.250	203.35

Fisher Pivots for day following 10-Jun-2016
Pivot	1 day	3 day
R1	210.15	210.98
PP	210.12	210.67
S1	210.10	210.37

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

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