SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Jun-2016

Day Change Summary
	Previous	Current
	20-Jun-2016	21-Jun-2016	Change	Change %	Previous Week
Open	208.82	208.30	-0.52	-0.2%	209.36
High	209.61	208.92	-0.69	-0.3%	210.37
Low	207.75	207.78	0.03	0.0%	205.59
Close	207.85	208.44	0.59	0.3%	206.52
Range	1.86	1.14	-0.72	-38.7%	4.78
ATR	1.99	1.93	-0.06	-3.0%	0.00
Volume	82,789,504	72,461,600	-10,327,904	-12.5%	618,523,088

Daily Pivots for day following 21-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	211.80	211.26	209.07
R3	210.66	210.12	208.75
R2	209.52	209.52	208.65
R1	208.98	208.98	208.54	209.25
PP	208.38	208.38	208.38	208.52
S1	207.84	207.84	208.34	208.11
S2	207.24	207.24	208.23
S3	206.10	206.70	208.13
S4	204.96	205.56	207.81

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	221.83	218.96	209.15
R3	217.05	214.18	207.83
R2	212.27	212.27	207.40
R1	209.40	209.40	206.96	208.45
PP	207.49	207.49	207.49	207.02
S1	204.62	204.62	206.08	203.67
S2	202.71	202.71	205.64
S3	197.93	199.84	205.21
S4	193.15	195.06	203.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	209.61	205.59	4.02	1.9%	1.85	0.9%	71%	False	False	106,192,777
10	212.52	205.59	6.93	3.3%	1.64	0.8%	41%	False	False	102,756,099
20	212.52	205.59	6.93	3.3%	1.53	0.7%	41%	False	False	89,514,554
40	212.52	202.78	9.74	4.7%	1.69	0.8%	58%	False	False	90,388,894
60	212.52	202.40	10.12	4.9%	1.72	0.8%	60%	False	False	90,120,475
80	212.52	193.33	19.19	9.2%	1.79	0.9%	79%	False	False	94,782,247
100	212.52	181.09	31.43	15.1%	2.00	1.0%	87%	False	False	105,879,166
120	212.52	181.02	31.50	15.1%	2.25	1.1%	87%	False	False	118,904,430

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.59
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	213.77
2.618	211.90
1.618	210.76
1.000	210.06
0.618	209.62
HIGH	208.92
0.618	208.48
0.500	208.35
0.382	208.22
LOW	207.78
0.618	207.08
1.000	206.64
1.618	205.94
2.618	204.80
4.250	202.94

Fisher Pivots for day following 21-Jun-2016
Pivot	1 day	3 day
R1	208.41	208.19
PP	208.38	207.93
S1	208.35	207.68

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

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