SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Jul-2015

Day Change Summary
	Previous	Current
	30-Jul-2015	31-Jul-2015	Change	Change %	Previous Week
Open	210.16	211.42	1.26	0.6%	206.94
High	211.02	211.45	0.43	0.2%	211.45
Low	209.42	210.16	0.74	0.4%	206.26
Close	210.82	210.50	-0.32	-0.2%	210.50
Range	1.60	1.29	-0.31	-19.4%	5.19
ATR	1.93	1.88	-0.05	-2.4%	0.00
Volume	91,304,305	103,266,797	11,962,492	13.1%	556,268,110

Daily Pivots for day following 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	214.57	213.83	211.21
R3	213.28	212.54	210.85
R2	211.99	211.99	210.74
R1	211.25	211.25	210.62	210.98
PP	210.70	210.70	210.70	210.57
S1	209.96	209.96	210.38	209.69
S2	209.41	209.41	210.26
S3	208.12	208.67	210.15
S4	206.83	207.38	209.79

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	224.97	222.93	213.35
R3	219.78	217.74	211.93
R2	214.59	214.59	211.45
R1	212.55	212.55	210.98	213.57
PP	209.40	209.40	209.40	209.92
S1	207.36	207.36	210.02	208.38
S2	204.21	204.21	209.55
S3	199.02	202.17	209.07
S4	193.83	196.98	207.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	211.45	206.26	5.19	2.5%	1.72	0.8%	82%	True	False	111,253,622
10	213.18	206.26	6.92	3.3%	1.65	0.8%	61%	False	False	100,161,182
20	213.18	204.11	9.07	4.3%	1.79	0.9%	70%	False	False	110,620,169
40	213.34	204.11	9.23	4.4%	1.75	0.8%	69%	False	False	114,128,446
60	213.78	204.11	9.67	4.6%	1.67	0.8%	66%	False	False	107,658,617
80	213.78	204.11	9.67	4.6%	1.69	0.8%	66%	False	False	105,121,920
100	213.78	204.11	9.67	4.6%	1.76	0.8%	66%	False	False	108,445,806
120	213.78	204.11	9.67	4.6%	1.72	0.8%	66%	False	False	106,983,352

Crabel Price Patterns
NR	True
NR4	True
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	True
Stretch	0.35
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	216.93
2.618	214.83
1.618	213.54
1.000	212.74
0.618	212.25
HIGH	211.45
0.618	210.96
0.500	210.81
0.382	210.65
LOW	210.16
0.618	209.36
1.000	208.87
1.618	208.07
2.618	206.78
4.250	204.68

Fisher Pivots for day following 31-Jul-2015
Pivot	1 day	3 day
R1	210.81	210.46
PP	210.70	210.42
S1	210.60	210.38

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

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