SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Jun-2016

Day Change Summary
	Previous	Current
	28-Jun-2016	29-Jun-2016	Change	Change %	Previous Week
Open	201.48	204.84	3.36	1.7%	208.82
High	203.23	206.93	3.70	1.8%	210.87
Low	201.12	204.72	3.60	1.8%	202.72
Close	203.20	206.66	3.46	1.7%	203.13
Range	2.11	2.21	0.10	4.7%	8.15
ATR	2.63	2.71	0.08	3.0%	0.00
Volume	159,382,304	137,328,608	-22,053,696	-13.8%	686,986,712

Daily Pivots for day following 29-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	212.73	211.91	207.88
R3	210.52	209.70	207.27
R2	208.31	208.31	207.07
R1	207.49	207.49	206.86	207.90
PP	206.10	206.10	206.10	206.31
S1	205.28	205.28	206.46	205.69
S2	203.89	203.89	206.25
S3	201.68	203.07	206.05
S4	199.47	200.86	205.44

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	5.9%	3.40	1.6%	66%	False	False	196,374,923
10	210.87	198.65	12.22	5.9%	2.60	1.3%	66%	False	False	149,927,440
20	212.52	198.65	13.87	6.7%	2.03	1.0%	58%	False	False	119,782,965
40	212.52	198.65	13.87	6.7%	1.88	0.9%	58%	False	False	103,288,677
60	212.52	198.65	13.87	6.7%	1.83	0.9%	58%	False	False	98,886,816
80	212.52	197.38	15.14	7.3%	1.84	0.9%	61%	False	False	99,564,969
100	212.52	181.09	31.43	15.2%	1.97	1.0%	81%	False	False	106,108,243
120	212.52	181.02	31.50	15.2%	2.29	1.1%	81%	False	False	120,575,195

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	0.51
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	216.32
2.618	212.72
1.618	210.51
1.000	209.14
0.618	208.30
HIGH	206.93
0.618	206.09
0.500	205.83
0.382	205.56
LOW	204.72
0.618	203.35
1.000	202.51
1.618	201.14
2.618	198.93
4.250	195.33

Fisher Pivots for day following 29-Jun-2016
Pivot	1 day	3 day
R1	206.38	205.37
PP	206.10	204.08
S1	205.83	202.79

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

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