SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Jul-2015

Day Change Summary
	Previous	Current
	21-Jul-2015	22-Jul-2015	Change	Change %	Previous Week
Open	212.43	210.93	-1.50	-0.7%	208.99
High	212.74	211.77	-0.97	-0.5%	212.55
Low	211.39	210.89	-0.50	-0.2%	208.94
Close	211.75	211.37	-0.38	-0.2%	212.48
Range	1.35	0.88	-0.47	-34.8%	3.61
ATR	1.93	1.86	-0.08	-3.9%	0.00
Volume	77,965,000	88,667,906	10,702,906	13.7%	481,406,195

Daily Pivots for day following 22-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	213.98	213.56	211.85
R3	213.10	212.68	211.61
R2	212.22	212.22	211.53
R1	211.80	211.80	211.45	212.01
PP	211.34	211.34	211.34	211.45
S1	210.92	210.92	211.29	211.13
S2	210.46	210.46	211.21
S3	209.58	210.04	211.13
S4	208.70	209.16	210.89

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	213.18	210.89	2.29	1.1%	0.93	0.4%	21%	False	True	86,558,562
10	213.18	204.77	8.41	4.0%	1.39	0.7%	78%	False	False	99,205,578
20	213.18	204.11	9.07	4.3%	1.83	0.9%	80%	False	False	118,368,023
40	213.34	204.11	9.23	4.4%	1.72	0.8%	79%	False	False	112,957,178
60	213.78	204.11	9.67	4.6%	1.69	0.8%	75%	False	False	108,192,518
80	213.78	204.11	9.67	4.6%	1.69	0.8%	75%	False	False	104,716,631
100	213.78	204.11	9.67	4.6%	1.75	0.8%	75%	False	False	109,043,036
120	213.78	197.86	15.92	7.5%	1.75	0.8%	85%	False	False	108,363,918

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.30
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	215.51
2.618	214.07
1.618	213.19
1.000	212.65
0.618	212.31
HIGH	211.77
0.618	211.43
0.500	211.33
0.382	211.23
LOW	210.89
0.618	210.35
1.000	210.01
1.618	209.47
2.618	208.59
4.250	207.15

Fisher Pivots for day following 22-Jul-2015
Pivot	1 day	3 day
R1	211.36	212.04
PP	211.34	211.81
S1	211.33	211.59

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

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