SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Aug-2015

Day Change Summary
	Previous	Current
	03-Aug-2015	04-Aug-2015	Change	Change %	Previous Week
Open	210.46	209.70	-0.76	-0.4%	206.94
High	210.53	210.25	-0.28	-0.1%	211.45
Low	208.65	208.80	0.15	0.1%	206.26
Close	209.79	209.38	-0.41	-0.2%	210.50
Range	1.88	1.45	-0.43	-22.9%	5.19
ATR	1.88	1.85	-0.03	-1.6%	0.00
Volume	113,965,602	81,820,797	-32,144,805	-28.2%	556,268,110

Daily Pivots for day following 04-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	213.83	213.05	210.18
R3	212.38	211.60	209.78
R2	210.93	210.93	209.65
R1	210.15	210.15	209.51	209.82
PP	209.48	209.48	209.48	209.31
S1	208.70	208.70	209.25	208.37
S2	208.03	208.03	209.11
S3	206.58	207.25	208.98
S4	205.13	205.80	208.58

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	208.65	2.80	1.3%	1.59	0.8%	26%	False	False	99,229,740
10	211.77	206.26	5.51	2.6%	1.75	0.8%	57%	False	False	104,898,642
20	213.18	204.25	8.93	4.3%	1.65	0.8%	57%	False	False	105,819,715
40	213.34	204.11	9.23	4.4%	1.76	0.8%	57%	False	False	113,753,909
60	213.78	204.11	9.67	4.6%	1.67	0.8%	54%	False	False	106,853,022
80	213.78	204.11	9.67	4.6%	1.69	0.8%	54%	False	False	105,590,854
100	213.78	204.11	9.67	4.6%	1.77	0.8%	54%	False	False	108,362,278
120	213.78	204.11	9.67	4.6%	1.71	0.8%	54%	False	False	107,054,473

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	0.34
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	216.41
2.618	214.05
1.618	212.60
1.000	211.70
0.618	211.15
HIGH	210.25
0.618	209.70
0.500	209.53
0.382	209.35
LOW	208.80
0.618	207.90
1.000	207.35
1.618	206.45
2.618	205.00
4.250	202.64

Fisher Pivots for day following 04-Aug-2015
Pivot	1 day	3 day
R1	209.53	210.05
PP	209.48	209.83
S1	209.43	209.60

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

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