SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	29-Jul-2016	01-Aug-2016	Change	Change %	Previous Week
Open	216.46	217.19	0.73	0.3%	217.00
High	217.54	217.65	0.11	0.1%	217.54
Low	216.13	216.41	0.28	0.1%	215.62
Close	217.12	216.94	-0.18	-0.1%	217.12
Range	1.41	1.24	-0.17	-12.1%	1.92
ATR	1.78	1.74	-0.04	-2.2%	0.00
Volume	79,519,400	73,311,400	-6,208,000	-7.8%	354,592,300

Daily Pivots for day following 01-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	220.72	220.07	217.62
R3	219.48	218.83	217.28
R2	218.24	218.24	217.17
R1	217.59	217.59	217.05	217.30
PP	217.00	217.00	217.00	216.85
S1	216.35	216.35	216.83	216.06
S2	215.76	215.76	216.71
S3	214.52	215.11	216.60
S4	213.28	213.87	216.26

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	222.52	221.74	218.18
R3	220.60	219.82	217.65
R2	218.68	218.68	217.47
R1	217.90	217.90	217.30	218.29
PP	216.76	216.76	216.76	216.96
S1	215.98	215.98	216.94	216.37
S2	214.84	214.84	216.77
S3	212.92	214.06	216.59
S4	211.00	212.14	216.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	217.65	215.62	2.03	0.9%	1.41	0.7%	65%	True	False	74,406,120
10	217.65	215.62	2.03	0.9%	1.26	0.6%	65%	True	False	67,097,340
20	217.65	207.06	10.59	4.9%	1.43	0.7%	93%	True	False	80,785,419
40	217.65	198.65	19.00	8.8%	1.75	0.8%	96%	True	False	102,941,080
60	217.65	198.65	19.00	8.8%	1.75	0.8%	96%	True	False	97,641,166
80	217.65	198.65	19.00	8.8%	1.72	0.8%	96%	True	False	95,178,698
100	217.65	197.38	20.27	9.3%	1.77	0.8%	96%	True	False	96,332,073
120	217.65	181.09	36.56	16.9%	1.86	0.9%	98%	True	False	101,013,091

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.35
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	222.92
2.618	220.90
1.618	219.66
1.000	218.89
0.618	218.42
HIGH	217.65
0.618	217.18
0.500	217.03
0.382	216.88
LOW	216.41
0.618	215.64
1.000	215.17
1.618	214.40
2.618	213.16
4.250	211.14

Fisher Pivots for day following 01-Aug-2016
Pivot	1 day	3 day
R1	217.03	216.86
PP	217.00	216.78
S1	216.97	216.70

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

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