SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Jun-2016

Day Change Summary
	Previous	Current
	15-Jun-2016	16-Jun-2016	Change	Change %	Previous Week
Open	208.54	206.73	-1.81	-0.9%	210.70
High	209.36	208.57	-0.79	-0.4%	212.52
Low	207.53	205.59	-1.94	-0.9%	209.43
Close	207.75	208.37	0.62	0.3%	210.07
Range	1.83	2.98	1.15	62.8%	3.09
ATR	1.76	1.85	0.09	4.9%	0.00
Volume	109,124,496	149,532,992	40,408,496	37.0%	379,648,304

Daily Pivots for day following 16-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	216.45	215.39	210.01
R3	213.47	212.41	209.19
R2	210.49	210.49	208.92
R1	209.43	209.43	208.64	209.96
PP	207.51	207.51	207.51	207.78
S1	206.45	206.45	208.10	206.98
S2	204.53	204.53	207.82
S3	201.55	203.47	207.55
S4	198.57	200.49	206.73

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	210.86	205.59	5.27	2.5%	2.02	1.0%	53%	False	True	123,059,379
10	212.52	205.59	6.93	3.3%	1.59	0.8%	40%	False	True	98,287,320
20	212.52	202.78	9.74	4.7%	1.50	0.7%	57%	False	False	89,854,399
40	212.52	202.78	9.74	4.7%	1.68	0.8%	57%	False	False	89,859,058
60	212.52	201.74	10.78	5.2%	1.71	0.8%	62%	False	False	89,379,057
80	212.52	189.32	23.20	11.1%	1.84	0.9%	82%	False	False	96,270,591
100	212.52	181.09	31.43	15.1%	2.05	1.0%	87%	False	False	107,861,273
120	212.52	181.02	31.50	15.1%	2.24	1.1%	87%	False	False	118,360,899

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.52
Widest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	221.24
2.618	216.37
1.618	213.39
1.000	211.55
0.618	210.41
HIGH	208.57
0.618	207.43
0.500	207.08
0.382	206.73
LOW	205.59
0.618	203.75
1.000	202.61
1.618	200.77
2.618	197.79
4.250	192.93

Fisher Pivots for day following 16-Jun-2016
Pivot	1 day	3 day
R1	207.94	208.07
PP	207.51	207.77
S1	207.08	207.48

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

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