SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Jul-2015

Day Change Summary
	Previous	Current
	16-Jul-2015	17-Jul-2015	Change	Change %	Previous Week
Open	211.87	212.29	0.42	0.2%	208.99
High	212.30	212.55	0.25	0.1%	212.55
Low	211.58	211.80	0.22	0.1%	208.94
Close	212.30	212.48	0.18	0.1%	212.48
Range	0.72	0.75	0.03	4.2%	3.61
ATR	2.15	2.05	-0.10	-4.7%	0.00
Volume	106,683,195	89,029,906	-17,653,289	-16.5%	481,406,195

Daily Pivots for day following 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	214.53	214.25	212.89
R3	213.78	213.50	212.69
R2	213.03	213.03	212.62
R1	212.75	212.75	212.55	212.89
PP	212.28	212.28	212.28	212.35
S1	212.00	212.00	212.41	212.14
S2	211.53	211.53	212.34
S3	210.78	211.25	212.27
S4	210.03	210.50	212.07

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	222.15	220.93	214.47
R3	218.54	217.32	213.47
R2	214.93	214.93	213.14
R1	213.71	213.71	212.81	214.32
PP	211.32	211.32	211.32	211.63
S1	210.10	210.10	212.15	210.71
S2	207.71	207.71	211.82
S3	204.10	206.49	211.49
S4	200.49	202.88	210.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	212.55	208.94	3.61	1.7%	1.01	0.5%	98%	True	False	96,281,239
10	212.55	204.11	8.44	4.0%	1.94	0.9%	99%	True	False	121,079,156
20	212.59	204.11	8.48	4.0%	1.82	0.9%	99%	False	False	119,996,607
40	213.75	204.11	9.64	4.5%	1.75	0.8%	87%	False	False	113,192,848
60	213.78	204.11	9.67	4.6%	1.72	0.8%	87%	False	False	108,295,711
80	213.78	204.11	9.67	4.6%	1.74	0.8%	87%	False	False	107,147,231
100	213.78	204.11	9.67	4.6%	1.75	0.8%	87%	False	False	109,210,592
120	213.78	197.86	15.92	7.5%	1.81	0.9%	92%	False	False	110,356,123

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	215.74
2.618	214.51
1.618	213.76
1.000	213.30
0.618	213.01
HIGH	212.55
0.618	212.26
0.500	212.18
0.382	212.09
LOW	211.80
0.618	211.34
1.000	211.05
1.618	210.59
2.618	209.84
4.250	208.61

Fisher Pivots for day following 17-Jul-2015
Pivot	1 day	3 day
R1	212.38	212.09
PP	212.28	211.69
S1	212.18	211.30

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

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