SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Jul-2015

Day Change Summary
	Previous	Current
	13-Jul-2015	14-Jul-2015	Change	Change %	Previous Week
Open	208.99	209.72	0.73	0.3%	205.77
High	209.90	211.05	1.15	0.5%	208.17
Low	208.94	209.65	0.71	0.3%	204.11
Close	209.77	210.68	0.91	0.4%	207.48
Range	0.96	1.40	0.44	45.8%	4.06
ATR	2.33	2.26	-0.07	-2.9%	0.00
Volume	106,069,398	81,709,602	-24,359,796	-23.0%	729,385,367

Daily Pivots for day following 14-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	214.66	214.07	211.45
R3	213.26	212.67	211.07
R2	211.86	211.86	210.94
R1	211.27	211.27	210.81	211.57
PP	210.46	210.46	210.46	210.61
S1	209.87	209.87	210.55	210.17
S2	209.06	209.06	210.42
S3	207.66	208.47	210.30
S4	206.26	207.07	209.91

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	218.77	217.18	209.71
R3	214.71	213.12	208.60
R2	210.65	210.65	208.22
R1	209.06	209.06	207.85	209.86
PP	206.59	206.59	206.59	206.98
S1	205.00	205.00	207.11	205.80
S2	202.53	202.53	206.74
S3	198.47	200.94	206.36
S4	194.41	196.88	205.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	211.05	204.25	6.80	3.2%	2.10	1.0%	95%	True	False	125,073,776
10	211.05	204.11	6.94	3.3%	2.16	1.0%	95%	True	False	134,044,288
20	213.34	204.11	9.23	4.4%	2.00	1.0%	71%	False	False	124,209,483
40	213.78	204.11	9.67	4.6%	1.77	0.8%	68%	False	False	111,440,210
60	213.78	204.11	9.67	4.6%	1.75	0.8%	68%	False	False	107,452,155
80	213.78	204.11	9.67	4.6%	1.75	0.8%	68%	False	False	107,568,201
100	213.78	204.11	9.67	4.6%	1.77	0.8%	68%	False	False	109,152,115
120	213.78	197.86	15.92	7.6%	1.84	0.9%	81%	False	False	111,108,250

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	0.31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	217.00
2.618	214.72
1.618	213.32
1.000	212.45
0.618	211.92
HIGH	211.05
0.618	210.52
0.500	210.35
0.382	210.18
LOW	209.65
0.618	208.78
1.000	208.25
1.618	207.38
2.618	205.98
4.250	203.70

Fisher Pivots for day following 14-Jul-2015
Pivot	1 day	3 day
R1	210.57	209.79
PP	210.46	208.89
S1	210.35	208.00

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

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