SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Jun-2016

Day Change Summary
	Previous	Current
	29-Jun-2016	30-Jun-2016	Change	Change %	Previous Week
Open	204.84	207.21	2.37	1.2%	208.82
High	206.93	209.54	2.61	1.3%	210.87
Low	204.72	206.56	1.84	0.9%	202.72
Close	206.66	209.48	2.82	1.4%	203.13
Range	2.21	2.98	0.77	34.8%	8.15
ATR	2.71	2.73	0.02	0.7%	0.00
Volume	137,328,608	165,022,000	27,693,392	20.2%	686,986,712

Daily Pivots for day following 30-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	217.47	216.45	211.12
R3	214.49	213.47	210.30
R2	211.51	211.51	210.03
R1	210.49	210.49	209.75	211.00
PP	208.53	208.53	208.53	208.78
S1	207.51	207.51	209.21	208.02
S2	205.55	205.55	208.93
S3	202.57	204.53	208.66
S4	199.59	201.55	207.84

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	210.85	198.65	12.20	5.8%	3.68	1.8%	89%	False	False	208,833,043
10	210.87	198.65	12.22	5.8%	2.60	1.2%	89%	False	False	151,476,341
20	212.52	198.65	13.87	6.6%	2.09	1.0%	78%	False	False	124,881,830
40	212.52	198.65	13.87	6.6%	1.92	0.9%	78%	False	False	105,108,135
60	212.52	198.65	13.87	6.6%	1.84	0.9%	78%	False	False	100,106,521
80	212.52	197.38	15.14	7.2%	1.86	0.9%	80%	False	False	100,078,059
100	212.52	181.09	31.43	15.0%	1.97	0.9%	90%	False	False	105,843,198
120	212.52	181.02	31.50	15.0%	2.27	1.1%	90%	False	False	120,201,903

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.47
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	222.21
2.618	217.34
1.618	214.36
1.000	212.52
0.618	211.38
HIGH	209.54
0.618	208.40
0.500	208.05
0.382	207.70
LOW	206.56
0.618	204.72
1.000	203.58
1.618	201.74
2.618	198.76
4.250	193.90

Fisher Pivots for day following 30-Jun-2016
Pivot	1 day	3 day
R1	209.00	208.10
PP	208.53	206.71
S1	208.05	205.33

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

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