SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Jul-2016

Day Change Summary
	Previous	Current
	11-Jul-2016	12-Jul-2016	Change	Change %	Previous Week
Open	213.19	214.53	1.34	0.6%	208.95
High	214.07	215.30	1.23	0.6%	212.94
Low	212.95	213.43	0.48	0.2%	207.06
Close	213.40	214.95	1.55	0.7%	212.65
Range	1.12	1.87	0.75	67.0%	5.88
ATR	2.53	2.49	-0.05	-1.8%	0.00
Volume	73,633,904	101,275,600	27,641,696	37.5%	425,389,696

Daily Pivots for day following 12-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	220.17	219.43	215.98
R3	218.30	217.56	215.46
R2	216.43	216.43	215.29
R1	215.69	215.69	215.12	216.06
PP	214.56	214.56	214.56	214.75
S1	213.82	213.82	214.78	214.19
S2	212.69	212.69	214.61
S3	210.82	211.95	214.44
S4	208.95	210.08	213.92

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	228.52	226.47	215.88
R3	222.64	220.59	214.27
R2	216.76	216.76	213.73
R1	214.71	214.71	213.19	215.74
PP	210.88	210.88	210.88	211.40
S1	208.83	208.83	212.11	209.86
S2	205.00	205.00	211.57
S3	199.12	202.95	211.03
S4	193.24	197.07	209.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	215.30	207.06	8.24	3.8%	1.98	0.9%	96%	True	False	98,099,120
10	215.30	201.12	14.18	6.6%	1.98	0.9%	98%	True	False	116,808,740
20	215.30	198.65	16.65	7.7%	2.26	1.0%	98%	True	False	130,241,730
40	215.30	198.65	16.65	7.7%	1.91	0.9%	98%	True	False	108,352,772
60	215.30	198.65	16.65	7.7%	1.85	0.9%	98%	True	False	101,123,789
80	215.30	198.65	16.65	7.7%	1.81	0.8%	98%	True	False	98,657,904
100	215.30	189.32	25.98	12.1%	1.91	0.9%	99%	True	False	102,526,536
120	215.30	181.09	34.21	15.9%	2.11	1.0%	99%	True	False	112,514,245

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	223.25
2.618	220.20
1.618	218.33
1.000	217.17
0.618	216.46
HIGH	215.30
0.618	214.59
0.500	214.37
0.382	214.14
LOW	213.43
0.618	212.27
1.000	211.56
1.618	210.40
2.618	208.53
4.250	205.48

Fisher Pivots for day following 12-Jul-2016
Pivot	1 day	3 day
R1	214.76	214.31
PP	214.56	213.68
S1	214.37	213.04

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

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