SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Jul-2015

Day Change Summary
	Previous	Current
	07-Jul-2015	08-Jul-2015	Change	Change %	Previous Week
Open	206.96	206.76	-0.20	-0.1%	208.05
High	208.17	206.76	-1.41	-0.7%	209.83
Low	204.11	204.25	0.14	0.1%	205.28
Close	208.02	204.53	-3.49	-1.7%	207.31
Range	4.06	2.51	-1.55	-38.2%	4.55
ATR	2.10	2.22	0.12	5.7%	0.00
Volume	173,820,188	164,020,000	-9,800,188	-5.6%	625,899,813

Daily Pivots for day following 08-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	212.71	211.13	205.91
R3	210.20	208.62	205.22
R2	207.69	207.69	204.99
R1	206.11	206.11	204.76	205.65
PP	205.18	205.18	205.18	204.95
S1	203.60	203.60	204.30	203.14
S2	202.67	202.67	204.07
S3	200.16	201.09	203.84
S4	197.65	198.58	203.15

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	221.12	218.77	209.81
R3	216.57	214.22	208.56
R2	212.02	212.02	208.14
R1	209.67	209.67	207.73	208.57
PP	207.47	207.47	207.47	206.93
S1	205.12	205.12	206.89	204.02
S2	202.92	202.92	206.48
S3	198.37	200.57	206.06
S4	193.82	196.02	204.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	208.27	204.11	4.16	2.0%	2.32	1.1%	10%	False	False	139,233,778
10	212.17	204.11	8.06	3.9%	2.28	1.1%	5%	False	False	137,530,467
20	213.34	204.11	9.23	4.5%	1.93	0.9%	5%	False	False	124,637,358
40	213.78	204.11	9.67	4.7%	1.71	0.8%	4%	False	False	109,577,476
60	213.78	204.11	9.67	4.7%	1.72	0.8%	4%	False	False	107,007,625
80	213.78	204.11	9.67	4.7%	1.78	0.9%	4%	False	False	109,018,033
100	213.78	204.11	9.67	4.7%	1.73	0.8%	4%	False	False	107,966,166
120	213.78	197.86	15.92	7.8%	1.87	0.9%	42%	False	False	112,617,234

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	217.43
2.618	213.33
1.618	210.82
1.000	209.27
0.618	208.31
HIGH	206.76
0.618	205.80
0.500	205.51
0.382	205.21
LOW	204.25
0.618	202.70
1.000	201.74
1.618	200.19
2.618	197.68
4.250	193.58

Fisher Pivots for day following 08-Jul-2015
Pivot	1 day	3 day
R1	205.51	206.14
PP	205.18	205.60
S1	204.86	205.07

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

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