SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Jul-2016

Day Change Summary
	Previous	Current
	05-Jul-2016	06-Jul-2016	Change	Change %	Previous Week
Open	208.95	207.83	-1.12	-0.5%	201.59
High	209.08	209.80	0.72	0.3%	210.49
Low	207.71	207.06	-0.65	-0.3%	198.65
Close	208.41	209.66	1.25	0.6%	209.92
Range	1.37	2.74	1.37	100.0%	11.84
ATR	2.59	2.60	0.01	0.4%	0.00
Volume	109,803,600	96,021,400	-13,782,200	-12.6%	816,776,704

Daily Pivots for day following 06-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	217.06	216.10	211.17
R3	214.32	213.36	210.41
R2	211.58	211.58	210.16
R1	210.62	210.62	209.91	211.10
PP	208.84	208.84	208.84	209.08
S1	207.88	207.88	209.41	208.36
S2	206.10	206.10	209.16
S3	203.36	205.14	208.91
S4	200.62	202.40	208.15

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	204.72	5.77	2.8%	2.10	1.0%	86%	False	False	122,846,180
10	210.87	198.65	12.22	5.8%	2.69	1.3%	90%	False	False	155,433,731
20	212.52	198.65	13.87	6.6%	2.16	1.0%	79%	False	False	129,094,915
40	212.52	198.65	13.87	6.6%	1.94	0.9%	79%	False	False	107,122,417
60	212.52	198.65	13.87	6.6%	1.82	0.9%	79%	False	False	100,426,909
80	212.52	198.65	13.87	6.6%	1.82	0.9%	79%	False	False	99,106,508
100	212.52	183.96	28.56	13.6%	1.92	0.9%	90%	False	False	103,444,150
120	212.52	181.02	31.50	15.0%	2.21	1.1%	91%	False	False	117,955,569

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	221.45
2.618	216.97
1.618	214.23
1.000	212.54
0.618	211.49
HIGH	209.80
0.618	208.75
0.500	208.43
0.382	208.11
LOW	207.06
0.618	205.37
1.000	204.32
1.618	202.63
2.618	199.89
4.250	195.42

Fisher Pivots for day following 06-Jul-2016
Pivot	1 day	3 day
R1	209.25	209.37
PP	208.84	209.07
S1	208.43	208.78

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

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