SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Jul-2016

Day Change Summary
	Previous	Current
	30-Jun-2016	01-Jul-2016	Change	Change %	Previous Week
Open	207.21	209.36	2.15	1.0%	201.59
High	209.54	210.49	0.95	0.5%	210.49
Low	206.56	209.29	2.73	1.3%	198.65
Close	209.48	209.92	0.44	0.2%	209.92
Range	2.98	1.20	-1.78	-59.7%	11.84
ATR	2.73	2.62	-0.11	-4.0%	0.00
Volume	165,022,000	106,055,296	-58,966,704	-35.7%	816,776,704

Daily Pivots for day following 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	213.50	212.91	210.58
R3	212.30	211.71	210.25
R2	211.10	211.10	210.14
R1	210.51	210.51	210.03	210.81
PP	209.90	209.90	209.90	210.05
S1	209.31	209.31	209.81	209.61
S2	208.70	208.70	209.70
S3	207.50	208.11	209.59
S4	206.30	206.91	209.26

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	241.87	237.74	216.43
R3	230.03	225.90	213.18
R2	218.19	218.19	212.09
R1	214.06	214.06	211.01	216.13
PP	206.35	206.35	206.35	207.39
S1	202.22	202.22	208.83	204.29
S2	194.51	194.51	207.75
S3	182.67	190.38	206.66
S4	170.83	178.54	203.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	210.49	198.65	11.84	5.6%	2.29	1.1%	95%	True	False	163,355,340
10	210.87	198.65	12.22	5.8%	2.58	1.2%	92%	False	False	150,376,341
20	212.52	198.65	13.87	6.6%	2.06	1.0%	81%	False	False	125,096,740
40	212.52	198.65	13.87	6.6%	1.91	0.9%	81%	False	False	106,069,039
60	212.52	198.65	13.87	6.6%	1.82	0.9%	81%	False	False	99,976,457
80	212.52	197.38	15.14	7.2%	1.85	0.9%	83%	False	False	100,218,736
100	212.52	181.09	31.43	15.0%	1.94	0.9%	92%	False	False	105,058,625
120	212.52	181.02	31.50	15.0%	2.25	1.1%	92%	False	False	119,519,519

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.47
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	215.59
2.618	213.63
1.618	212.43
1.000	211.69
0.618	211.23
HIGH	210.49
0.618	210.03
0.500	209.89
0.382	209.75
LOW	209.29
0.618	208.55
1.000	208.09
1.618	207.35
2.618	206.15
4.250	204.19

Fisher Pivots for day following 01-Jul-2016
Pivot	1 day	3 day
R1	209.91	209.15
PP	209.90	208.38
S1	209.89	207.61

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

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