SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Jul-2015

Day Change Summary
	Previous	Current
	27-Jul-2015	28-Jul-2015	Change	Change %	Previous Week
Open	206.94	207.79	0.85	0.4%	212.75
High	207.55	209.50	1.95	0.9%	213.18
Low	206.26	206.80	0.54	0.3%	207.60
Close	206.79	209.33	2.54	1.2%	208.00
Range	1.29	2.70	1.41	109.3%	5.58
ATR	1.91	1.97	0.06	3.0%	0.00
Volume	132,361,000	123,544,805	-8,816,195	-6.7%	445,343,718

Daily Pivots for day following 28-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	216.64	215.69	210.82
R3	213.94	212.99	210.07
R2	211.24	211.24	209.83
R1	210.29	210.29	209.58	210.77
PP	208.54	208.54	208.54	208.78
S1	207.59	207.59	209.08	208.07
S2	205.84	205.84	208.84
S3	203.14	204.89	208.59
S4	200.44	202.19	207.85

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	226.33	222.75	211.07
R3	220.75	217.17	209.53
R2	215.17	215.17	209.02
R1	211.59	211.59	208.51	210.59
PP	209.59	209.59	209.59	209.10
S1	206.01	206.01	207.49	205.01
S2	204.01	204.01	206.98
S3	198.43	200.43	206.47
S4	192.85	194.85	204.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	211.77	206.26	5.51	2.6%	1.91	0.9%	56%	False	False	110,567,543
10	213.18	206.26	6.92	3.3%	1.46	0.7%	44%	False	False	99,487,671
20	213.18	204.11	9.07	4.3%	1.81	0.9%	58%	False	False	116,765,980
40	213.34	204.11	9.23	4.4%	1.77	0.8%	57%	False	False	114,900,256
60	213.78	204.11	9.67	4.6%	1.70	0.8%	54%	False	False	107,974,469
80	213.78	204.11	9.67	4.6%	1.71	0.8%	54%	False	False	104,929,345
100	213.78	204.11	9.67	4.6%	1.78	0.8%	54%	False	False	109,792,862
120	213.78	204.11	9.67	4.6%	1.72	0.8%	54%	False	False	107,070,700

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	0.37
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	220.98
2.618	216.57
1.618	213.87
1.000	212.20
0.618	211.17
HIGH	209.50
0.618	208.47
0.500	208.15
0.382	207.83
LOW	206.80
0.618	205.13
1.000	204.10
1.618	202.43
2.618	199.73
4.250	195.33

Fisher Pivots for day following 28-Jul-2015
Pivot	1 day	3 day
R1	208.94	208.99
PP	208.54	208.65
S1	208.15	208.32

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

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