SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Jun-2016

Day Change Summary
	Previous	Current
	21-Jun-2016	22-Jun-2016	Change	Change %	Previous Week
Open	208.30	208.65	0.35	0.2%	209.36
High	208.92	209.50	0.58	0.3%	210.37
Low	207.78	207.93	0.15	0.1%	205.59
Close	208.44	208.10	-0.34	-0.2%	206.52
Range	1.14	1.57	0.43	37.7%	4.78
ATR	1.93	1.90	-0.03	-1.3%	0.00
Volume	72,461,600	95,560,400	23,098,800	31.9%	618,523,088

Daily Pivots for day following 22-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	213.22	212.23	208.96
R3	211.65	210.66	208.53
R2	210.08	210.08	208.39
R1	209.09	209.09	208.24	208.80
PP	208.51	208.51	208.51	208.37
S1	207.52	207.52	207.96	207.23
S2	206.94	206.94	207.81
S3	205.37	205.95	207.67
S4	203.80	204.38	207.24

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%	1.80	0.9%	62%	False	False	103,479,958
10	212.22	205.59	6.63	3.2%	1.71	0.8%	38%	False	False	105,695,049
20	212.52	205.59	6.93	3.3%	1.51	0.7%	36%	False	False	89,615,689
40	212.52	202.78	9.74	4.7%	1.70	0.8%	55%	False	False	90,881,301
60	212.52	202.78	9.74	4.7%	1.70	0.8%	55%	False	False	90,164,435
80	212.52	194.45	18.07	8.7%	1.77	0.9%	76%	False	False	94,402,777
100	212.52	181.09	31.43	15.1%	1.97	0.9%	86%	False	False	104,729,510
120	212.52	181.02	31.50	15.1%	2.25	1.1%	86%	False	False	119,173,120

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	0.65
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	216.17
2.618	213.61
1.618	212.04
1.000	211.07
0.618	210.47
HIGH	209.50
0.618	208.90
0.500	208.72
0.382	208.53
LOW	207.93
0.618	206.96
1.000	206.36
1.618	205.39
2.618	203.82
4.250	201.26

Fisher Pivots for day following 22-Jun-2016
Pivot	1 day	3 day
R1	208.72	208.68
PP	208.51	208.49
S1	208.31	208.29

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

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