SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Aug-2015

Day Change Summary
	Previous	Current
	06-Aug-2015	07-Aug-2015	Change	Change %	Previous Week
Open	210.29	208.16	-2.13	-1.0%	210.46
High	210.42	208.34	-2.08	-1.0%	211.31
Low	207.65	206.87	-0.78	-0.4%	206.87
Close	208.35	207.95	-0.40	-0.2%	207.95
Range	2.77	1.47	-1.30	-46.9%	4.44
ATR	1.92	1.89	-0.03	-1.6%	0.00
Volume	116,030,703	117,857,906	1,827,203	1.6%	515,461,805

Daily Pivots for day following 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	212.13	211.51	208.76
R3	210.66	210.04	208.35
R2	209.19	209.19	208.22
R1	208.57	208.57	208.08	208.15
PP	207.72	207.72	207.72	207.51
S1	207.10	207.10	207.82	206.68
S2	206.25	206.25	207.68
S3	204.78	205.63	207.55
S4	203.31	204.16	207.14

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	222.03	219.43	210.39
R3	217.59	214.99	209.17
R2	213.15	213.15	208.76
R1	210.55	210.55	208.36	209.63
PP	208.71	208.71	208.71	208.25
S1	206.11	206.11	207.54	205.19
S2	204.27	204.27	207.14
S3	199.83	201.67	206.73
S4	195.39	197.23	205.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	211.31	206.87	4.44	2.1%	1.83	0.9%	24%	False	True	103,092,361
10	211.45	206.26	5.19	2.5%	1.78	0.9%	33%	False	False	107,172,991
20	213.18	206.26	6.92	3.3%	1.54	0.7%	24%	False	False	99,923,991
40	213.34	204.11	9.23	4.4%	1.80	0.9%	42%	False	False	113,909,229
60	213.78	204.11	9.67	4.7%	1.69	0.8%	40%	False	False	107,345,889
80	213.78	204.11	9.67	4.7%	1.71	0.8%	40%	False	False	106,473,476
100	213.78	204.11	9.67	4.7%	1.75	0.8%	40%	False	False	107,628,827
120	213.78	204.11	9.67	4.7%	1.72	0.8%	40%	False	False	107,483,564

Crabel Price Patterns
NR	True
NR4	False
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	False
Stretch	0.42
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	214.59
2.618	212.19
1.618	210.72
1.000	209.81
0.618	209.25
HIGH	208.34
0.618	207.78
0.500	207.61
0.382	207.43
LOW	206.87
0.618	205.96
1.000	205.40
1.618	204.49
2.618	203.02
4.250	200.62

Fisher Pivots for day following 07-Aug-2015
Pivot	1 day	3 day
R1	207.84	209.09
PP	207.72	208.71
S1	207.61	208.33

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

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