SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Aug-2015

Day Change Summary
	Previous	Current
	31-Jul-2015	03-Aug-2015	Change	Change %	Previous Week
Open	211.42	210.46	-0.96	-0.5%	206.94
High	211.45	210.53	-0.92	-0.4%	211.45
Low	210.16	208.65	-1.51	-0.7%	206.26
Close	210.50	209.79	-0.71	-0.3%	210.50
Range	1.29	1.88	0.59	45.7%	5.19
ATR	1.88	1.88	0.00	0.0%	0.00
Volume	103,266,797	113,965,602	10,698,805	10.4%	556,268,110

Daily Pivots for day following 03-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	215.30	214.42	210.82
R3	213.42	212.54	210.31
R2	211.54	211.54	210.13
R1	210.66	210.66	209.96	210.16
PP	209.66	209.66	209.66	209.41
S1	208.78	208.78	209.62	208.28
S2	207.78	207.78	209.45
S3	205.90	206.90	209.27
S4	204.02	205.02	208.76

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	206.80	4.65	2.2%	1.84	0.9%	64%	False	False	107,574,542
10	212.74	206.26	6.48	3.1%	1.74	0.8%	54%	False	False	104,513,062
20	213.18	204.11	9.07	4.3%	1.78	0.8%	63%	False	False	110,419,684
40	213.34	204.11	9.23	4.4%	1.76	0.8%	62%	False	False	113,934,971
60	213.78	204.11	9.67	4.6%	1.67	0.8%	59%	False	False	108,087,295
80	213.78	204.11	9.67	4.6%	1.69	0.8%	59%	False	False	105,477,130
100	213.78	204.11	9.67	4.6%	1.77	0.8%	59%	False	False	108,484,005
120	213.78	204.11	9.67	4.6%	1.71	0.8%	59%	False	False	107,131,698

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.32
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	218.52
2.618	215.45
1.618	213.57
1.000	212.41
0.618	211.69
HIGH	210.53
0.618	209.81
0.500	209.59
0.382	209.37
LOW	208.65
0.618	207.49
1.000	206.77
1.618	205.61
2.618	203.73
4.250	200.66

Fisher Pivots for day following 03-Aug-2015
Pivot	1 day	3 day
R1	209.72	210.05
PP	209.66	209.96
S1	209.59	209.88

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

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