SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Jun-2016

Day Change Summary
	Previous	Current
	22-Jun-2016	23-Jun-2016	Change	Change %	Previous Week
Open	208.65	209.81	1.16	0.6%	209.36
High	209.50	210.87	1.37	0.7%	210.37
Low	207.93	209.27	1.34	0.6%	205.59
Close	208.10	210.81	2.71	1.3%	206.52
Range	1.57	1.60	0.03	1.9%	4.78
ATR	1.90	1.97	0.06	3.3%	0.00
Volume	95,560,400	102,731,400	7,171,000	7.5%	618,523,088

Daily Pivots for day following 23-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	215.12	214.56	211.69
R3	213.52	212.96	211.25
R2	211.92	211.92	211.10
R1	211.36	211.36	210.96	211.64
PP	210.32	210.32	210.32	210.46
S1	209.76	209.76	210.66	210.04
S2	208.72	208.72	210.52
S3	207.12	208.16	210.37
S4	205.52	206.56	209.93

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	210.87	205.75	5.12	2.4%	1.52	0.7%	99%	True	False	94,119,640
10	210.87	205.59	5.28	2.5%	1.77	0.8%	99%	True	False	108,589,509
20	212.52	205.59	6.93	3.3%	1.49	0.7%	75%	False	False	90,791,169
40	212.52	202.78	9.74	4.6%	1.70	0.8%	82%	False	False	91,516,351
60	212.52	202.78	9.74	4.6%	1.71	0.8%	82%	False	False	90,437,204
80	212.52	197.25	15.27	7.2%	1.74	0.8%	89%	False	False	93,914,424
100	212.52	181.09	31.43	14.9%	1.96	0.9%	95%	False	False	104,396,209
120	212.52	181.02	31.50	14.9%	2.25	1.1%	95%	False	False	119,071,900

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	0.67
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	217.67
2.618	215.06
1.618	213.46
1.000	212.47
0.618	211.86
HIGH	210.87
0.618	210.26
0.500	210.07
0.382	209.88
LOW	209.27
0.618	208.28
1.000	207.67
1.618	206.68
2.618	205.08
4.250	202.47

Fisher Pivots for day following 23-Jun-2016
Pivot	1 day	3 day
R1	210.56	210.32
PP	210.32	209.82
S1	210.07	209.33

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

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