SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Jun-2016

Day Change Summary
	Previous	Current
	27-Jun-2016	28-Jun-2016	Change	Change %	Previous Week
Open	201.59	201.48	-0.11	-0.1%	208.82
High	201.60	203.23	1.63	0.8%	210.87
Low	198.65	201.12	2.47	1.2%	202.72
Close	199.60	203.20	3.60	1.8%	203.13
Range	2.95	2.11	-0.84	-28.5%	8.15
ATR	2.55	2.63	0.08	3.0%	0.00
Volume	248,988,496	159,382,304	-89,606,192	-36.0%	686,986,712

Daily Pivots for day following 28-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	208.85	208.13	204.36
R3	206.74	206.02	203.78
R2	204.63	204.63	203.59
R1	203.91	203.91	203.39	204.27
PP	202.52	202.52	202.52	202.70
S1	201.80	201.80	203.01	202.16
S2	200.41	200.41	202.81
S3	198.30	199.69	202.62
S4	196.19	197.58	202.04

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	230.02	224.73	207.61
R3	221.87	216.58	205.37
R2	213.72	213.72	204.62
R1	208.43	208.43	203.88	207.00
PP	205.57	205.57	205.57	204.86
S1	200.28	200.28	202.38	198.85
S2	197.42	197.42	201.64
S3	189.27	192.13	200.89
S4	181.12	183.98	198.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	210.87	198.65	12.22	6.0%	3.27	1.6%	37%	False	False	188,021,281
10	210.87	198.65	12.22	6.0%	2.56	1.3%	37%	False	False	147,107,029
20	212.52	198.65	13.87	6.8%	2.00	1.0%	33%	False	False	116,413,345
40	212.52	198.65	13.87	6.8%	1.86	0.9%	33%	False	False	102,516,014
60	212.52	198.65	13.87	6.8%	1.84	0.9%	33%	False	False	98,259,040
80	212.52	197.38	15.14	7.5%	1.84	0.9%	38%	False	False	99,101,099
100	212.52	181.09	31.43	15.5%	2.00	1.0%	70%	False	False	106,542,840
120	212.52	181.02	31.50	15.5%	2.30	1.1%	70%	False	False	121,209,423

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.58
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	212.20
2.618	208.75
1.618	206.64
1.000	205.34
0.618	204.53
HIGH	203.23
0.618	202.42
0.500	202.18
0.382	201.93
LOW	201.12
0.618	199.82
1.000	199.01
1.618	197.71
2.618	195.60
4.250	192.15

Fisher Pivots for day following 28-Jun-2016
Pivot	1 day	3 day
R1	202.86	204.75
PP	202.52	204.23
S1	202.18	203.72

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

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