SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Jul-2015

Day Change Summary
	Previous	Current
	08-Jul-2015	09-Jul-2015	Change	Change %	Previous Week
Open	206.76	207.04	0.28	0.1%	208.05
High	206.76	207.35	0.59	0.3%	209.83
Low	204.25	204.77	0.52	0.3%	205.28
Close	204.53	204.90	0.37	0.2%	207.31
Range	2.51	2.58	0.07	2.8%	4.55
ATR	2.22	2.26	0.04	1.9%	0.00
Volume	164,020,000	144,112,984	-19,907,016	-12.1%	625,899,813

Daily Pivots for day following 09-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	213.41	211.74	206.32
R3	210.83	209.16	205.61
R2	208.25	208.25	205.37
R1	206.58	206.58	205.14	206.13
PP	205.67	205.67	205.67	205.45
S1	204.00	204.00	204.66	203.55
S2	203.09	203.09	204.43
S3	200.51	201.42	204.19
S4	197.93	198.84	203.48

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%	2.55	1.2%	19%	False	False	140,860,412
10	211.25	204.11	7.14	3.5%	2.36	1.2%	11%	False	False	142,711,036
20	213.34	204.11	9.23	4.5%	1.95	1.0%	9%	False	False	125,115,442
40	213.78	204.11	9.67	4.7%	1.73	0.8%	8%	False	False	110,187,113
60	213.78	204.11	9.67	4.7%	1.74	0.8%	8%	False	False	108,157,845
80	213.78	204.11	9.67	4.7%	1.78	0.9%	8%	False	False	109,118,205
100	213.78	204.11	9.67	4.7%	1.74	0.9%	8%	False	False	108,470,592
120	213.78	197.86	15.92	7.8%	1.87	0.9%	44%	False	False	112,346,394

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	218.32
2.618	214.10
1.618	211.52
1.000	209.93
0.618	208.94
HIGH	207.35
0.618	206.36
0.500	206.06
0.382	205.76
LOW	204.77
0.618	203.18
1.000	202.19
1.618	200.60
2.618	198.02
4.250	193.81

Fisher Pivots for day following 09-Jul-2015
Pivot	1 day	3 day
R1	206.06	206.14
PP	205.67	205.73
S1	205.29	205.31

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

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