SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Jul-2015

Day Change Summary
	Previous	Current
	29-Jul-2015	30-Jul-2015	Change	Change %	Previous Week
Open	209.48	210.16	0.68	0.3%	212.75
High	211.04	211.02	-0.02	0.0%	213.18
Low	209.31	209.42	0.11	0.1%	207.60
Close	210.77	210.82	0.05	0.0%	208.00
Range	1.73	1.60	-0.13	-7.5%	5.58
ATR	1.95	1.93	-0.03	-1.3%	0.00
Volume	105,791,203	91,304,305	-14,486,898	-13.7%	445,343,718

Daily Pivots for day following 30-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	215.22	214.62	211.70
R3	213.62	213.02	211.26
R2	212.02	212.02	211.11
R1	211.42	211.42	210.97	211.72
PP	210.42	210.42	210.42	210.57
S1	209.82	209.82	210.67	210.12
S2	208.82	208.82	210.53
S3	207.22	208.22	210.38
S4	205.62	206.62	209.94

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	211.04	206.26	4.78	2.3%	2.02	1.0%	95%	False	False	114,151,242
10	213.18	206.26	6.92	3.3%	1.59	0.8%	66%	False	False	98,737,493
20	213.18	204.11	9.07	4.3%	1.80	0.9%	74%	False	False	110,675,509
40	213.34	204.11	9.23	4.4%	1.77	0.8%	73%	False	False	115,343,846
60	213.78	204.11	9.67	4.6%	1.70	0.8%	69%	False	False	108,188,505
80	213.78	204.11	9.67	4.6%	1.69	0.8%	69%	False	False	104,947,984
100	213.78	204.11	9.67	4.6%	1.77	0.8%	69%	False	False	108,984,349
120	213.78	204.11	9.67	4.6%	1.72	0.8%	69%	False	False	106,849,620

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	217.82
2.618	215.21
1.618	213.61
1.000	212.62
0.618	212.01
HIGH	211.02
0.618	210.41
0.500	210.22
0.382	210.03
LOW	209.42
0.618	208.43
1.000	207.82
1.618	206.83
2.618	205.23
4.250	202.62

Fisher Pivots for day following 30-Jul-2015
Pivot	1 day	3 day
R1	210.62	210.19
PP	210.42	209.55
S1	210.22	208.92

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

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