SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Jun-2016

Day Change Summary
	Previous	Current
	14-Jun-2016	15-Jun-2016	Change	Change %	Previous Week
Open	208.00	208.54	0.54	0.3%	210.70
High	208.74	209.36	0.62	0.3%	212.52
Low	206.92	207.53	0.61	0.3%	209.43
Close	208.04	207.75	-0.29	-0.1%	210.07
Range	1.82	1.83	0.01	0.5%	3.09
ATR	1.76	1.76	0.01	0.3%	0.00
Volume	125,059,200	109,124,496	-15,934,704	-12.7%	379,648,304

Daily Pivots for day following 15-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	213.70	212.56	208.76
R3	211.87	210.73	208.25
R2	210.04	210.04	208.09
R1	208.90	208.90	207.92	208.56
PP	208.21	208.21	208.21	208.04
S1	207.07	207.07	207.58	206.73
S2	206.38	206.38	207.41
S3	204.55	205.24	207.25
S4	202.72	203.41	206.74

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	212.22	206.92	5.30	2.6%	1.63	0.8%	16%	False	False	107,910,140
10	212.52	206.92	5.60	2.7%	1.46	0.7%	15%	False	False	89,638,490
20	212.52	202.78	9.74	4.7%	1.49	0.7%	51%	False	False	88,552,414
40	212.52	202.78	9.74	4.7%	1.65	0.8%	51%	False	False	88,148,239
60	212.52	201.74	10.78	5.2%	1.69	0.8%	56%	False	False	88,511,372
80	212.52	189.32	23.20	11.2%	1.83	0.9%	79%	False	False	95,794,620
100	212.52	181.09	31.43	15.1%	2.05	1.0%	85%	False	False	107,669,659
120	212.52	181.02	31.50	15.2%	2.23	1.1%	85%	False	False	118,039,685

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	217.14
2.618	214.15
1.618	212.32
1.000	211.19
0.618	210.49
HIGH	209.36
0.618	208.66
0.500	208.45
0.382	208.23
LOW	207.53
0.618	206.40
1.000	205.70
1.618	204.57
2.618	202.74
4.250	199.75

Fisher Pivots for day following 15-Jun-2016
Pivot	1 day	3 day
R1	208.45	208.65
PP	208.21	208.35
S1	207.98	208.05

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

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