SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Jul-2016

Day Change Summary
	Previous	Current
	08-Jul-2016	11-Jul-2016	Change	Change %	Previous Week
Open	211.05	213.19	2.14	1.0%	208.95
High	212.94	214.07	1.13	0.5%	212.94
Low	210.78	212.95	2.17	1.0%	207.06
Close	212.65	213.40	0.75	0.4%	212.65
Range	2.16	1.12	-1.04	-48.1%	5.88
ATR	2.62	2.53	-0.09	-3.3%	0.00
Volume	133,970,896	73,633,904	-60,336,992	-45.0%	425,389,696

Daily Pivots for day following 11-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	216.83	216.24	214.02
R3	215.71	215.12	213.71
R2	214.59	214.59	213.61
R1	214.00	214.00	213.50	214.30
PP	213.47	213.47	213.47	213.62
S1	212.88	212.88	213.30	213.18
S2	212.35	212.35	213.19
S3	211.23	211.76	213.09
S4	210.11	210.64	212.78

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	228.52	226.47	215.88
R3	222.64	220.59	214.27
R2	216.76	216.76	213.73
R1	214.71	214.71	213.19	215.74
PP	210.88	210.88	210.88	211.40
S1	208.83	208.83	212.11	209.86
S2	205.00	205.00	211.57
S3	199.12	202.95	211.03
S4	193.24	197.07	209.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	214.07	207.06	7.01	3.3%	1.88	0.9%	90%	True	False	99,804,720
10	214.07	198.65	15.42	7.2%	2.09	1.0%	96%	True	False	131,580,030
20	214.07	198.65	15.42	7.2%	2.26	1.1%	96%	True	False	131,065,505
40	214.07	198.65	15.42	7.2%	1.92	0.9%	96%	True	False	108,232,747
60	214.07	198.65	15.42	7.2%	1.83	0.9%	96%	True	False	100,698,556
80	214.07	198.65	15.42	7.2%	1.82	0.9%	96%	True	False	99,070,440
100	214.07	189.32	24.75	11.6%	1.90	0.9%	97%	True	False	102,537,210
120	214.07	181.02	33.05	15.5%	2.14	1.0%	98%	True	False	114,058,179

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	0.34
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	218.83
2.618	217.00
1.618	215.88
1.000	215.19
0.618	214.76
HIGH	214.07
0.618	213.64
0.500	213.51
0.382	213.38
LOW	212.95
0.618	212.26
1.000	211.83
1.618	211.14
2.618	210.02
4.250	208.19

Fisher Pivots for day following 11-Jul-2016
Pivot	1 day	3 day
R1	213.51	212.72
PP	213.47	212.03
S1	213.44	211.35

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

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